JFLX vs. RISR

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Flexible Debt ETF (JFLX) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR).

JFLX and RISR 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. RISR is an actively managed fund by FolioBeyond. It was launched on Sep 30, 2021.

Performance

JFLX vs. RISR - Performance Comparison

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

JFLX vs. RISR - Yearly Performance Comparison

	2026 (YTD)	2025
JFLX JPMorgan Flexible Debt ETF	-0.17%	1.26%
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF	1.80%	1.90%

Returns By Period

In the year-to-date period, JFLX achieves a -0.17% return, which is significantly lower than RISR's 1.80% return.

JFLX

• 1D: 0.13%
• 1M: -1.56%
• YTD: -0.17%
• 6M: 0.84%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RISR

• 1D: -0.03%
• 1M: 1.76%
• YTD: 1.80%
• 6M: 4.05%
• 1Y: 6.34%
• 3Y*: 12.12%
• 5Y*: —
• 10Y*: —

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

JFLX vs. RISR - Expense Ratio Comparison

JFLX has a 0.45% expense ratio, which is lower than RISR's 1.13% expense ratio.

RISR

FolioBeyond Alternative Income and Interest Rate Hedge ETF

JFLX

JPMorgan Flexible Debt ETF

Return for Risk

JFLX vs. RISR — Risk / Return Rank

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

RISR

RISR Risk / Return Rank: 55
RISR Sharpe Ratio Rank: 53
RISR Sortino Ratio Rank: 52
RISR Omega Ratio Rank: 46
RISR Calmar Ratio Rank: 78
RISR Martin Ratio Rank: 47

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. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Debt ETF (JFLX) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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	RISR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.99	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	1.25	-0.38

Correlation

The correlation between JFLX and RISR is -0.32. 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. RISR - Dividend Comparison

JFLX's dividend yield for the trailing twelve months is around 2.52%, less than RISR's 5.93% yield.

	TTM	2025	2024	2023	2022	2021
JFLX JPMorgan Flexible Debt ETF	2.52%	1.27%	0.00%	0.00%	0.00%	0.00%
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF	5.93%	5.95%	5.67%	7.96%	4.26%	0.30%

Drawdowns

JFLX vs. RISR - Drawdown Comparison

The maximum JFLX drawdown since its inception was -2.36%, smaller than the maximum RISR drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for JFLX and RISR.

Drawdown Indicators

	JFLX	RISR	Difference
Max Drawdown Largest peak-to-trough decline	-2.36%	-14.31%	+11.95%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.61%	—
Current Drawdown Current decline from peak	-1.72%	-0.36%	-1.36%
Average Drawdown Average peak-to-trough decline	-0.36%	-2.25%	+1.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.22%	—

Volatility

Volatility by Period

	JFLX	RISR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.02%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.51%	6.45%	-3.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.51%	12.04%	-9.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.51%	12.04%	-9.53%