JFLX vs. HELO
Compare and contrast key facts about JPMorgan Flexible Debt ETF (JFLX) and JPMorgan Hedged Equity Laddered Overlay ETF (HELO).
JFLX and HELO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JFLX is an actively managed fund by JPMorgan. It was launched on Sep 26, 2025. HELO is an actively managed fund by JPMorgan. It was launched on Sep 28, 2023.
Performance
JFLX vs. HELO - Performance Comparison
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JFLX vs. HELO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JFLX JPMorgan Flexible Debt ETF | -0.17% | 1.26% |
HELO JPMorgan Hedged Equity Laddered Overlay ETF | -3.37% | 2.44% |
Returns By Period
In the year-to-date period, JFLX achieves a -0.17% return, which is significantly higher than HELO's -3.37% return.
JFLX
- 1D
- 0.13%
- 1M
- -1.56%
- YTD
- -0.17%
- 6M
- 0.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HELO
- 1D
- 0.33%
- 1M
- -3.72%
- YTD
- -3.37%
- 6M
- -1.18%
- 1Y
- 7.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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JFLX vs. HELO - Expense Ratio Comparison
JFLX has a 0.45% expense ratio, which is lower than HELO's 0.50% expense ratio.
Return for Risk
JFLX vs. HELO — Risk / Return Rank
JFLX
HELO
JFLX vs. HELO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Debt ETF (JFLX) and JPMorgan Hedged Equity Laddered Overlay ETF (HELO). 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.
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Sharpe Ratios by Period
| JFLX | HELO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 1.40 | -0.53 |
Correlation
The correlation between JFLX and HELO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JFLX vs. HELO - Dividend Comparison
JFLX's dividend yield for the trailing twelve months is around 2.52%, more than HELO's 0.66% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JFLX JPMorgan Flexible Debt ETF | 2.52% | 1.27% | 0.00% | 0.00% |
HELO JPMorgan Hedged Equity Laddered Overlay ETF | 0.66% | 0.67% | 0.60% | 0.19% |
Drawdowns
JFLX vs. HELO - Drawdown Comparison
The maximum JFLX drawdown since its inception was -2.36%, smaller than the maximum HELO drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for JFLX and HELO.
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Drawdown Indicators
| JFLX | HELO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.36% | -10.89% | +8.53% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.76% | — |
Current DrawdownCurrent decline from peak | -1.72% | -4.58% | +2.86% |
Average DrawdownAverage peak-to-trough decline | -0.36% | -1.22% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.44% | — |
Volatility
JFLX vs. HELO - Volatility Comparison
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Volatility by Period
| JFLX | HELO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.67% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.39% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.51% | 8.58% | -6.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.51% | 8.13% | -5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.51% | 8.13% | -5.62% |