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JFLX vs. FIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JFLX vs. FIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Flexible Debt ETF (JFLX) and Nicholas Fixed Income Alternative ETF (FIAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JFLX achieves a 1.82% return, which is significantly higher than FIAX's 1.25% return.


JFLX

1D
0.00%
1M
0.73%
YTD
1.82%
6M
2.07%
1Y
3Y*
5Y*
10Y*

FIAX

1D
0.03%
1M
0.35%
YTD
1.25%
6M
1.33%
1Y
4.57%
3Y*
3.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JFLX vs. FIAX - Yearly Performance Comparison


2026 (YTD)2025
JFLX
JPMorgan Flexible Debt ETF
1.82%1.26%
FIAX
Nicholas Fixed Income Alternative ETF
1.25%1.80%

Correlation

The correlation between JFLX and FIAX 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 (All Time)
Calculated using the full available price history since Sep 30, 2025

0.51

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Return for Risk

JFLX vs. FIAX — Risk / Return Rank

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

JFLX

FIAX
FIAX Risk / Return Rank: 3535
Overall Rank
FIAX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FIAX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIAX Omega Ratio Rank: 3131
Omega Ratio Rank
FIAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FIAX Martin Ratio Rank: 4444
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.

JFLX vs. FIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Debt ETF (JFLX) and Nicholas Fixed Income Alternative ETF (FIAX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JFLX vs. FIAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JFLXFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.79

0.81

+0.98

Drawdowns

JFLX vs. FIAX - Drawdown Comparison

The maximum JFLX drawdown since its inception was -2.36%, smaller than the maximum FIAX drawdown of -6.26%. Use the drawdown chart below to compare losses from any high point for JFLX and FIAX.


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Drawdown Indicators


JFLXFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-2.36%

-6.26%

+3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-6.26%

Current Drawdown

Current decline from peak

-0.14%

-0.30%

+0.16%

Average Drawdown

Average peak-to-trough decline

-0.40%

-0.85%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

Volatility

JFLX vs. FIAX - Volatility Comparison


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Volatility by Period


JFLXFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.59%

4.14%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.59%

4.04%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.59%

4.04%

-1.45%

JFLX vs. FIAX - Expense Ratio Comparison

JFLX has a 0.45% expense ratio, which is lower than FIAX's 1.04% expense ratio.


Dividends

JFLX vs. FIAX - Dividend Comparison

JFLX's dividend yield for the trailing twelve months is around 3.28%, less than FIAX's 8.19% yield.


PositionTTM202520242023
FIAX
Nicholas Fixed Income Alternative ETF
8.19%8.17%8.11%4.81%
JFLX
JPMorgan Flexible Debt ETF
3.28%1.27%0.00%0.00%

Frequently Asked Questions


JFLX and FIAX 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.

On fees, JFLX is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JFLX is cheaper with a 0.45% expense ratio, compared with 1.04% for FIAX.

FIAX has the higher dividend yield at 8.19%, compared with 3.28% for JFLX.

They also come from different issuers: JPMorgan and Nicholas. Their fees differ too: 0.45% for JFLX and 1.04% for FIAX.

Portfolio Optimizer

Find the right allocation for JFLX and FIAX

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