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JFLI vs. CI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JFLI vs. CI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Flexible Income ETF (JFLI) and Cigna Corporation (CI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JFLI having a 9.19% return and CI slightly higher at 9.50%.


JFLI

1D
0.50%
1M
1.33%
YTD
9.19%
6M
9.45%
1Y
19.16%
3Y*
5Y*
10Y*

CI

1D
1.07%
1M
-0.33%
YTD
9.50%
6M
9.71%
1Y
-3.41%
3Y*
5.04%
5Y*
6.20%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JFLI vs. CI - Yearly Performance Comparison


2026 (YTD)2025
JFLI
JPMorgan Flexible Income ETF
9.19%9.73%
CI
Cigna Corporation
9.50%-4.03%

Correlation

The correlation between JFLI and CI is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2025

0.11

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Return for Risk

JFLI vs. CI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JFLI
JFLI Risk / Return Rank: 7676
Overall Rank
JFLI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JFLI Sortino Ratio Rank: 7777
Sortino Ratio Rank
JFLI Omega Ratio Rank: 8080
Omega Ratio Rank
JFLI Calmar Ratio Rank: 6565
Calmar Ratio Rank
JFLI Martin Ratio Rank: 7979
Martin Ratio Rank

CI
CI Risk / Return Rank: 3737
Overall Rank
CI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CI Sortino Ratio Rank: 3434
Sortino Ratio Rank
CI Omega Ratio Rank: 3434
Omega Ratio Rank
CI Calmar Ratio Rank: 3939
Calmar Ratio Rank
CI Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JFLI vs. CI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Income ETF (JFLI) and Cigna Corporation (CI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JFLICIDifference
Sharpe ratioReturn per unit of total volatility

+2.25

Sortino ratioReturn per unit of downside risk

+2.91

Omega ratioGain probability vs. loss probability

1.41

1.01

+0.40

Calmar ratioReturn relative to maximum drawdown

2.88

-0.13

+3.01

Martin ratioReturn relative to average drawdown

13.53

-0.23

+13.76

JFLI vs. CI - Sharpe Ratio Comparison

The current JFLI Sharpe Ratio is 2.14, which is higher than the CI Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of JFLI and CI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JFLI vs. CI - Drawdown Comparison

The maximum JFLI drawdown since its inception was -12.87%, smaller than the maximum CI drawdown of -84.34%. Use the drawdown chart below to compare losses from any high point for JFLI and CI.


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Drawdown Indicators


JFLICIDifference

Max Drawdown

Largest peak-to-trough decline

-12.87%

-84.34%

+71.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-26.54%

+19.87%

Max Drawdown (3Y)

Largest decline over 3 years

-32.10%

Max Drawdown (5Y)

Largest decline over 5 years

-32.10%

Max Drawdown (10Y)

Largest decline over 10 years

-42.47%

Current Drawdown

Current decline from peak

-0.97%

-15.81%

+14.84%

Average Drawdown

Average peak-to-trough decline

-1.44%

-18.82%

+17.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

14.58%

-13.16%

Volatility

JFLI vs. CI - Volatility Comparison

The current volatility for JPMorgan Flexible Income ETF (JFLI) is 3.86%, while Cigna Corporation (CI) has a volatility of 8.88%. This indicates that JFLI experiences smaller price fluctuations and is considered to be less risky than CI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JFLICIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

8.88%

-5.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

18.91%

-11.28%

Volatility (1Y)

Calculated over the trailing 1-year period

8.98%

33.22%

-24.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.09%

28.41%

-16.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.09%

30.75%

-18.66%

Dividends

JFLI vs. CI - Dividend Comparison

JFLI's dividend yield for the trailing twelve months is around 7.24%, more than CI's 2.06% yield.


PositionTTM20252024202320222021202020192018201720162015
CI
Cigna Corporation
2.06%2.19%2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%
JFLI
JPMorgan Flexible Income ETF
7.24%6.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JFLI and CI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CI has higher volatility (8.88%) compared to JFLI (3.86%). In terms of maximum drawdown, JFLI dropped -12.87% vs CI's -84.34%.

JFLI currently has the higher Sharpe Ratio (2.14 vs -0.10), 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.

Portfolio Optimizer

Find the right allocation for JFLI and CI

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