JFLX vs. SSFI

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Flexible Debt ETF (JFLX) and Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI).

JFLX and SSFI 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. SSFI is an actively managed fund by Day Hagan. It was launched on Sep 28, 2021.

Performance

JFLX vs. SSFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Flexible Debt ETF (JFLX) and Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI). The values are adjusted to include any dividend payments, if applicable.

JFLX vs. SSFI - Yearly Performance Comparison

	2026 (YTD)	2025
JFLX JPMorgan Flexible Debt ETF	-0.17%	1.26%
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF	-0.10%	0.76%

Returns By Period

In the year-to-date period, JFLX achieves a -0.17% return, which is significantly lower than SSFI's -0.10% return.

JFLX

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

SSFI

• 1D: 0.02%
• 1M: -1.18%
• YTD: -0.10%
• 6M: 0.38%
• 1Y: 3.24%
• 3Y*: 2.93%
• 5Y*: —
• 10Y*: —

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

JFLX vs. SSFI - Expense Ratio Comparison

JFLX has a 0.45% expense ratio, which is lower than SSFI's 0.81% expense ratio.

SSFI

Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF

JFLX

JPMorgan Flexible Debt ETF

Return for Risk

JFLX vs. SSFI — Risk / Return Rank

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

SSFI

SSFI Risk / Return Rank: 35
SSFI Sharpe Ratio Rank: 34
SSFI Sortino Ratio Rank: 31
SSFI Omega Ratio Rank: 28
SSFI Calmar Ratio Rank: 45
SSFI Martin Ratio Rank: 34

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. SSFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Flexible Debt ETF (JFLX) and Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI). 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	SSFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	-0.05	+0.92

Correlation

The correlation between JFLX and SSFI is 0.51, 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. SSFI - Dividend Comparison

JFLX's dividend yield for the trailing twelve months is around 2.52%, less than SSFI's 3.38% yield.

	TTM	2025	2024	2023	2022	2021
JFLX JPMorgan Flexible Debt ETF	2.52%	1.27%	0.00%	0.00%	0.00%	0.00%
SSFI Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF	3.38%	3.51%	3.64%	3.97%	1.87%	0.71%

Drawdowns

JFLX vs. SSFI - Drawdown Comparison

The maximum JFLX drawdown since its inception was -2.36%, smaller than the maximum SSFI drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for JFLX and SSFI.

Drawdown Indicators

	JFLX	SSFI	Difference
Max Drawdown Largest peak-to-trough decline	-2.36%	-16.07%	+13.71%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.61%	—
Current Drawdown Current decline from peak	-1.72%	-2.55%	+0.83%
Average Drawdown Average peak-to-trough decline	-0.36%	-7.77%	+7.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.96%	—

Volatility

Volatility by Period

	JFLX	SSFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.51%	4.58%	-2.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.51%	5.81%	-3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.51%	5.81%	-3.30%