JFLI vs. KHC
JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan, while KHC (The Kraft Heinz Company) is a stock. Over the past year, JFLI returned 18.61% vs -6.78% for KHC. At a 0.16 correlation, their price movements are largely independent.
Performance
JFLI vs. KHC - Performance Comparison
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Returns By Period
In the year-to-date period, JFLI achieves a 7.84% return, which is significantly higher than KHC's -0.32% return.
JFLI
- 1D
- 0.43%
- 1M
- 0.27%
- YTD
- 7.84%
- 6M
- 7.85%
- 1Y
- 18.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KHC
- 1D
- 3.41%
- 1M
- -0.78%
- YTD
- -0.32%
- 6M
- -1.38%
- 1Y
- -6.78%
- 3Y*
- -9.33%
- 5Y*
- -7.02%
- 10Y*
- -8.03%
JFLI vs. KHC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.84% | 9.49% |
KHC The Kraft Heinz Company | -0.32% | -12.13% |
Correlation
The correlation between JFLI and KHC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.16 |
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Return for Risk
JFLI vs. KHC — Risk / Return Rank
JFLI
KHC
JFLI vs. KHC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Income ETF (JFLI) and The Kraft Heinz Company (KHC). 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 | KHC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.41 | ||
| Sortino ratioReturn per unit of downside risk | +3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.98 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | -0.29 | +3.09 |
| Martin ratioReturn relative to average drawdown | 13.38 | -0.53 | +13.91 |
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 | KHC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | -0.27 | +2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.31 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | -0.21 | +1.34 |
Drawdowns
JFLI vs. KHC - Drawdown Comparison
The maximum JFLI drawdown since its inception was -12.87%, smaller than the maximum KHC drawdown of -76.07%. Use the drawdown chart below to compare losses from any high point for JFLI and KHC.
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Drawdown Indicators
| JFLI | KHC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.87% | -76.07% | +63.20% |
Max Drawdown (1Y)Largest decline over 1 year | -6.67% | -23.19% | +16.52% |
Max Drawdown (3Y)Largest decline over 3 years | — | -38.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.69% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.07% | — |
Current DrawdownCurrent decline from peak | -2.19% | -62.29% | +60.10% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -42.43% | +40.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 12.81% | -11.42% |
Volatility
JFLI vs. KHC - Volatility Comparison
The current volatility for JPMorgan Flexible Income ETF (JFLI) is 3.23%, while The Kraft Heinz Company (KHC) has a volatility of 7.77%. This indicates that JFLI experiences smaller price fluctuations and is considered to be less risky than KHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFLI | KHC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 7.77% | -4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 18.61% | -11.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.74% | 25.46% | -16.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.03% | 22.42% | -10.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.03% | 27.08% | -15.05% |
Dividends
JFLI vs. KHC - Dividend Comparison
JFLI's dividend yield for the trailing twelve months is around 7.33%, more than KHC's 6.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.33% | 6.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KHC The Kraft Heinz Company | 6.85% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
Frequently Asked Questions
JFLI and KHC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KHC has higher volatility (7.77%) compared to JFLI (3.23%). In terms of maximum drawdown, JFLI dropped -12.87% vs KHC's -76.07%.
JFLI currently has the higher Sharpe Ratio (2.14 vs -0.27), 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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