JFLI vs. ALGN
JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan, while ALGN (Align Technology, Inc.) is a stock. Over the past year, JFLI returned 18.61% vs -4.74% for ALGN. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
JFLI vs. ALGN - Performance Comparison
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Returns By Period
In the year-to-date period, JFLI achieves a 7.84% return, which is significantly lower than ALGN's 10.18% return.
JFLI
- 1D
- 0.43%
- 1M
- 0.27%
- YTD
- 7.84%
- 6M
- 7.85%
- 1Y
- 18.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ALGN
- 1D
- 2.57%
- 1M
- 1.94%
- YTD
- 10.18%
- 6M
- 9.11%
- 1Y
- -4.74%
- 3Y*
- -17.32%
- 5Y*
- -21.72%
- 10Y*
- 8.12%
JFLI vs. ALGN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.84% | 9.49% |
ALGN Align Technology, Inc. | 10.18% | -23.79% |
Correlation
The correlation between JFLI and ALGN is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.55 |
The correlation between JFLI and ALGN has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.
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Return for Risk
JFLI vs. ALGN — Risk / Return Rank
JFLI
ALGN
JFLI vs. ALGN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Income ETF (JFLI) and Align Technology, Inc. (ALGN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| JFLI | ALGN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.05 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | -0.12 | +2.92 |
| Martin ratioReturn relative to average drawdown | 13.38 | -0.20 | +13.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JFLI | ALGN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | -0.09 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.44 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.16 | +0.97 |
Drawdowns
JFLI vs. ALGN - Drawdown Comparison
The maximum JFLI drawdown since its inception was -12.87%, smaller than the maximum ALGN drawdown of -92.30%. Use the drawdown chart below to compare losses from any high point for JFLI and ALGN.
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Drawdown Indicators
| JFLI | ALGN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.87% | -92.30% | +79.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.67% | -39.73% | +33.06% |
Max Drawdown (3Y)Largest decline over 3 years | — | -67.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -82.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.89% | — |
Current DrawdownCurrent decline from peak | -2.19% | -76.43% | +74.24% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -37.65% | +36.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 23.90% | -22.51% |
Volatility
JFLI vs. ALGN - Volatility Comparison
The current volatility for JPMorgan Flexible Income ETF (JFLI) is 3.23%, while Align Technology, Inc. (ALGN) has a volatility of 11.85%. This indicates that JFLI experiences smaller price fluctuations and is considered to be less risky than ALGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFLI | ALGN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 11.85% | -8.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 28.46% | -21.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.74% | 52.81% | -44.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.03% | 49.56% | -37.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.03% | 49.06% | -37.03% |
Dividends
JFLI vs. ALGN - Dividend Comparison
JFLI's dividend yield for the trailing twelve months is around 7.33%, while ALGN has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
ALGN Align Technology, Inc. | 0.00% | 0.00% |
JFLI JPMorgan Flexible Income ETF | 7.33% | 6.81% |
Frequently Asked Questions
JFLI and ALGN have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALGN has higher volatility (11.85%) compared to JFLI (3.23%). In terms of maximum drawdown, JFLI dropped -12.87% vs ALGN's -92.30%.
JFLI currently has the higher Sharpe Ratio (2.14 vs -0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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