PortfoliosLab logoPortfoliosLab logo
JIDE vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIDE vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Dynamic ETF (JIDE) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


JIDE

1D
-1.37%
1M
4.11%
6M
YTD
1Y
3Y*
5Y*
10Y*

IFLO

1D
-0.52%
1M
2.24%
6M
18.06%
YTD
19.48%
1Y
34.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIDE vs. IFLO - Yearly Performance Comparison


Correlation

The correlation between JIDE and IFLO is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 28, 2026

0.84

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JIDE vs. IFLO — Risk / Return Rank

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

JIDE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IFLO
IFLO Risk / Return Rank: 8989
Overall Rank
IFLO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IFLO Sortino Ratio Rank: 8989
Sortino Ratio Rank
IFLO Omega Ratio Rank: 8585
Omega Ratio Rank
IFLO Calmar Ratio Rank: 9393
Calmar Ratio Rank
IFLO Martin Ratio Rank: 9292
Martin Ratio Rank
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.

JIDE vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Dynamic ETF (JIDE) and VictoryShares International Free Cash Flow ETF (IFLO). 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.


JIDEIFLODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

5.38

Martin ratioReturn relative to average drawdown

18.19

JIDE vs. IFLO - Sharpe Ratio Comparison


Loading charts...

Drawdowns

JIDE vs. IFLO - Drawdown Comparison

The maximum JIDE drawdown since its inception was -12.69%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for JIDE and IFLO.


Loading charts...

Drawdown Indicators


JIDEIFLODifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-6.44%

-6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.44%

Current Drawdown

Current decline from peak

-3.11%

-1.27%

-1.84%

Average Drawdown

Average peak-to-trough decline

-4.61%

-1.28%

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

Volatility

JIDE vs. IFLO - Volatility Comparison


Loading charts...

Volatility by Period


JIDEIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

14.80%

+6.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

14.68%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

14.68%

+6.35%

JIDE vs. IFLO - Expense Ratio Comparison

JIDE has a 0.55% expense ratio, which is lower than IFLO's 0.56% expense ratio.


Dividends

JIDE vs. IFLO - Dividend Comparison

JIDE has not paid dividends to shareholders, while IFLO's dividend yield for the trailing twelve months is around 1.47%.


Frequently Asked Questions


JIDE and IFLO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JIDE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JIDE is cheaper with a 0.55% expense ratio, compared with 0.56% for IFLO.

IFLO has the higher dividend yield at 1.47%, compared with 0.00% for JIDE.

They also come from different issuers: JPMorgan and VictoryShares. Their fees differ too: 0.55% for JIDE and 0.56% for IFLO.

Portfolio Optimizer

Find the right allocation for JIDE and IFLO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer