JFLI vs. PYPL
JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan, while PYPL (PayPal Holdings, Inc.) is a stock. Over the past year, JFLI returned 19.16% vs -44.01% for PYPL. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
JFLI vs. PYPL - Performance Comparison
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Returns By Period
In the year-to-date period, JFLI achieves a 9.19% return, which is significantly higher than PYPL's -28.41% return.
JFLI
- 1D
- 0.50%
- 1M
- 1.33%
- YTD
- 9.19%
- 6M
- 9.45%
- 1Y
- 19.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PYPL
- 1D
- 0.70%
- 1M
- -7.88%
- YTD
- -28.41%
- 6M
- -32.22%
- 1Y
- -44.01%
- 3Y*
- -12.98%
- 5Y*
- -31.18%
- 10Y*
- 1.21%
JFLI vs. PYPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JFLI JPMorgan Flexible Income ETF | 9.19% | 9.73% |
PYPL PayPal Holdings, Inc. | -28.41% | -23.28% |
Correlation
The correlation between JFLI and PYPL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.52 |
The correlation between JFLI and PYPL has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.
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Return for Risk
JFLI vs. PYPL — Risk / Return Rank
JFLI
PYPL
JFLI vs. PYPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Income ETF (JFLI) and PayPal Holdings, Inc. (PYPL). 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.
| JFLI | PYPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.27 | ||
| Sortino ratioReturn per unit of downside risk | +4.52 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.79 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | -0.88 | +3.77 |
| Martin ratioReturn relative to average drawdown | 13.53 | -1.54 | +15.07 |
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Drawdowns
JFLI vs. PYPL - Drawdown Comparison
The maximum JFLI drawdown since its inception was -12.87%, smaller than the maximum PYPL drawdown of -87.30%. Use the drawdown chart below to compare losses from any high point for JFLI and PYPL.
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Drawdown Indicators
| JFLI | PYPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.87% | -87.30% | +74.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.67% | -49.92% | +43.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -57.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -87.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -87.30% | — |
Current DrawdownCurrent decline from peak | -0.97% | -86.42% | +85.45% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -35.90% | +34.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 28.60% | -27.18% |
Volatility
JFLI vs. PYPL - Volatility Comparison
The current volatility for JPMorgan Flexible Income ETF (JFLI) is 3.86%, while PayPal Holdings, Inc. (PYPL) has a volatility of 7.01%. This indicates that JFLI experiences smaller price fluctuations and is considered to be less risky than PYPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JFLI | PYPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 7.01% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.63% | 31.72% | -24.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.98% | 39.10% | -30.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.09% | 42.08% | -29.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.09% | 38.77% | -26.68% |
Dividends
JFLI vs. PYPL - Dividend Comparison
JFLI's dividend yield for the trailing twelve months is around 7.24%, more than PYPL's 1.01% yield.
| Position | TTM | 2025 |
|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.24% | 6.81% |
PYPL PayPal Holdings, Inc. | 1.01% | 0.24% |
Frequently Asked Questions
JFLI and PYPL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PYPL has higher volatility (7.01%) compared to JFLI (3.86%). In terms of maximum drawdown, JFLI dropped -12.87% vs PYPL's -87.30%.
JFLI currently has the higher Sharpe Ratio (2.14 vs -1.13), 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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