JFLX vs. ILS

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Flexible Debt ETF (JFLX) and Brookmont Catastrophic Bond ETF (ILS).

JFLX and ILS 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. ILS is an actively managed fund by Brookmont. It was launched on Mar 31, 2025.

Performance

JFLX vs. ILS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Flexible Debt ETF (JFLX) and Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

JFLX vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
JFLX JPMorgan Flexible Debt ETF	-0.29%	1.26%
ILS Brookmont Catastrophic Bond ETF	1.09%	1.76%

Returns By Period

In the year-to-date period, JFLX achieves a -0.29% return, which is significantly lower than ILS's 1.09% return.

JFLX

• 1D: 0.40%
• 1M: -1.85%
• YTD: -0.29%
• 6M: 0.98%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ILS

• 1D: 0.05%
• 1M: 0.38%
• YTD: 1.09%
• 6M: 2.49%
• 1Y: 6.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JFLX vs. ILS - Expense Ratio Comparison

JFLX has a 0.45% expense ratio, which is lower than ILS's 1.58% expense ratio.

ILS

Brookmont Catastrophic Bond ETF

JFLX

JPMorgan Flexible Debt ETF

Return for Risk

JFLX vs. ILS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Debt ETF (JFLX) and Brookmont Catastrophic Bond ETF (ILS). 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.

Sharpe Ratios by Period

	JFLX	ILS	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	1.93	-1.16

Correlation

The correlation between JFLX and ILS is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

JFLX vs. ILS - Dividend Comparison

JFLX's dividend yield for the trailing twelve months is around 2.10%, less than ILS's 8.15% yield.

	TTM	2025
JFLX JPMorgan Flexible Debt ETF	2.10%	1.27%
ILS Brookmont Catastrophic Bond ETF	8.15%	6.06%

Drawdowns

JFLX vs. ILS - Drawdown Comparison

The maximum JFLX drawdown since its inception was -2.36%, which is greater than ILS's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for JFLX and ILS.

Drawdown Indicators

	JFLX	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-2.36%	-1.56%	-0.80%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.56%	—
Current Drawdown Current decline from peak	-1.85%	0.00%	-1.85%
Average Drawdown Average peak-to-trough decline	-0.34%	-0.28%	-0.06%

Volatility

Volatility by Period

	JFLX	ILS	Difference
Volatility (1Y) Calculated over the trailing 1-year period	2.51%	3.52%	-1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.51%	3.52%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.51%	3.52%	-1.01%