JFLI vs. NTR
JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan, while NTR (Nutrien Ltd.) is a stock. Over the past year, JFLI returned 18.61% vs 16.58% for NTR. At a 0.08 correlation, their price movements are largely independent.
Performance
JFLI vs. NTR - 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 NTR's 9.80% return.
JFLI
- 1D
- 0.43%
- 1M
- 0.27%
- YTD
- 7.84%
- 6M
- 7.85%
- 1Y
- 18.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTR
- 1D
- 0.12%
- 1M
- -1.54%
- YTD
- 9.80%
- 6M
- 15.63%
- 1Y
- 16.58%
- 3Y*
- 8.74%
- 5Y*
- 4.29%
- 10Y*
- —
JFLI vs. NTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.84% | 9.49% |
NTR Nutrien Ltd. | 9.80% | 26.50% |
Correlation
The correlation between JFLI and NTR is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.08 |
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Return for Risk
JFLI vs. NTR — Risk / Return Rank
JFLI
NTR
JFLI vs. NTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Income ETF (JFLI) and Nutrien Ltd. (NTR). 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 | NTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.11 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 0.86 | +1.94 |
| Martin ratioReturn relative to average drawdown | 13.38 | 2.06 | +11.32 |
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 | NTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.53 | +1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.18 | +0.95 |
Drawdowns
JFLI vs. NTR - Drawdown Comparison
The maximum JFLI drawdown since its inception was -12.87%, smaller than the maximum NTR drawdown of -57.80%. Use the drawdown chart below to compare losses from any high point for JFLI and NTR.
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Drawdown Indicators
| JFLI | NTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.87% | -57.80% | +44.93% |
Max Drawdown (1Y)Largest decline over 1 year | -6.67% | -19.36% | +12.69% |
Max Drawdown (3Y)Largest decline over 3 years | — | -32.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -57.80% | — |
Current DrawdownCurrent decline from peak | -2.19% | -31.68% | +29.49% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -26.17% | +24.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 8.08% | -6.69% |
Volatility
JFLI vs. NTR - Volatility Comparison
The current volatility for JPMorgan Flexible Income ETF (JFLI) is 3.23%, while Nutrien Ltd. (NTR) has a volatility of 6.83%. This indicates that JFLI experiences smaller price fluctuations and is considered to be less risky than NTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFLI | NTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 6.83% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 25.59% | -18.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.74% | 31.67% | -22.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.03% | 34.18% | -22.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.03% | 33.97% | -21.94% |
Dividends
JFLI vs. NTR - Dividend Comparison
JFLI's dividend yield for the trailing twelve months is around 7.33%, more than NTR's 3.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.33% | 6.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTR Nutrien Ltd. | 3.25% | 3.53% | 4.83% | 3.76% | 3.51% | 2.45% | 3.74% | 3.67% | 3.47% |
Frequently Asked Questions
JFLI and NTR have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTR has higher volatility (6.83%) compared to JFLI (3.23%). In terms of maximum drawdown, JFLI dropped -12.87% vs NTR's -57.80%.
JFLI currently has the higher Sharpe Ratio (2.14 vs 0.53), 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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