JFLX vs. IXC
JFLX (JPMorgan Flexible Debt ETF) and IXC (iShares Global Energy ETF) are both exchange-traded funds - JFLX is a Nontraditional Bonds fund actively managed by JPMorgan, while IXC is a Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. JFLX is actively managed, while IXC is passively managed. At a correlation of -0.20, they often move in opposite directions. JFLX charges 0.45%/yr vs 0.40%/yr for IXC.
Performance
JFLX vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, JFLX achieves a 2.21% return, which is significantly lower than IXC's 19.75% return.
JFLX
- 1D
- 0.04%
- 1M
- 1.09%
- YTD
- 2.21%
- 6M
- 2.26%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IXC
- 1D
- -2.08%
- 1M
- -10.58%
- YTD
- 19.75%
- 6M
- 20.79%
- 1Y
- 30.95%
- 3Y*
- 15.57%
- 5Y*
- 17.21%
- 10Y*
- 9.15%
JFLX vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JFLX JPMorgan Flexible Debt ETF | 2.21% | 1.48% |
IXC iShares Global Energy ETF | 19.75% | -0.40% |
Correlation
The correlation between JFLX and IXC is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 29, 2025 | -0.20 |
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Return for Risk
JFLX vs. IXC — Risk / Return Rank
JFLX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IXC
JFLX vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Debt ETF (JFLX) and iShares Global Energy ETF (IXC). 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.
| JFLX | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.25 | — |
| Martin ratioReturn relative to average drawdown | — | 7.97 | — |
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Drawdowns
JFLX vs. IXC - Drawdown Comparison
The maximum JFLX drawdown since its inception was -2.36%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for JFLX and IXC.
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Drawdown Indicators
| JFLX | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.36% | -67.88% | +65.52% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.81% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.06% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.16% | — |
Current DrawdownCurrent decline from peak | -0.18% | -13.81% | +13.63% |
Average DrawdownAverage peak-to-trough decline | -0.38% | -17.46% | +17.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.89% | — |
Volatility
JFLX vs. IXC - Volatility Comparison
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Volatility by Period
| JFLX | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.72% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.67% | 19.14% | -16.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.67% | 23.50% | -20.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.67% | 26.83% | -24.16% |
JFLX vs. IXC - Expense Ratio Comparison
JFLX has a 0.45% expense ratio, which is higher than IXC's 0.40% expense ratio.
Dividends
JFLX vs. IXC - Dividend Comparison
JFLX's dividend yield for the trailing twelve months is around 3.27%, more than IXC's 3.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 3.17% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
JFLX JPMorgan Flexible Debt ETF | 3.27% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JFLX and IXC have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IXC is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IXC is cheaper with a 0.40% expense ratio, compared with 0.45% for JFLX.
JFLX has the higher dividend yield at 3.27%, compared with 3.17% for IXC.
JFLX is categorized as Nontraditional Bonds, while IXC is Energy Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.45% for JFLX and 0.40% for IXC.
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