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JPIB vs. FLCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPIB vs. FLCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Bond Opportunities ETF (JPIB) and Franklin Liberty Investment Grade Corporate ETF (FLCO). The values are adjusted to include any dividend payments, if applicable.

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JPIB vs. FLCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPIB
JPMorgan International Bond Opportunities ETF
-0.74%8.19%3.48%8.68%-6.38%0.14%7.14%10.76%-2.17%2.61%
FLCO
Franklin Liberty Investment Grade Corporate ETF
-0.31%7.53%1.93%7.94%-16.08%-2.06%10.01%14.82%-3.06%2.62%

Returns By Period

In the year-to-date period, JPIB achieves a -0.74% return, which is significantly lower than FLCO's -0.31% return.


JPIB

1D
0.30%
1M
-2.15%
YTD
-0.74%
6M
0.18%
1Y
5.05%
3Y*
5.26%
5Y*
2.65%
10Y*

FLCO

1D
0.09%
1M
-1.38%
YTD
-0.31%
6M
-0.04%
1Y
4.40%
3Y*
4.49%
5Y*
0.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPIB vs. FLCO - Expense Ratio Comparison

JPIB has a 0.50% expense ratio, which is higher than FLCO's 0.35% expense ratio.


Return for Risk

JPIB vs. FLCO — Risk / Return Rank

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

JPIB
JPIB Risk / Return Rank: 6666
Overall Rank
JPIB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JPIB Sortino Ratio Rank: 7272
Sortino Ratio Rank
JPIB Omega Ratio Rank: 7272
Omega Ratio Rank
JPIB Calmar Ratio Rank: 5151
Calmar Ratio Rank
JPIB Martin Ratio Rank: 5959
Martin Ratio Rank

FLCO
FLCO Risk / Return Rank: 4545
Overall Rank
FLCO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FLCO Sortino Ratio Rank: 3838
Sortino Ratio Rank
FLCO Omega Ratio Rank: 3434
Omega Ratio Rank
FLCO Calmar Ratio Rank: 6363
Calmar Ratio Rank
FLCO Martin Ratio Rank: 4747
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.

JPIB vs. FLCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Bond Opportunities ETF (JPIB) and Franklin Liberty Investment Grade Corporate ETF (FLCO). 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.


JPIBFLCODifference

Sharpe ratio

Return per unit of total volatility

1.40

0.81

+0.59

Sortino ratio

Return per unit of downside risk

1.90

1.15

+0.74

Omega ratio

Gain probability vs. loss probability

1.28

1.15

+0.13

Calmar ratio

Return relative to maximum drawdown

1.37

1.73

-0.36

Martin ratio

Return relative to average drawdown

6.20

4.92

+1.28

JPIB vs. FLCO - Sharpe Ratio Comparison

The current JPIB Sharpe Ratio is 1.40, which is higher than the FLCO Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of JPIB and FLCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPIBFLCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.81

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.05

+0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.31

+0.49

Correlation

The correlation between JPIB and FLCO is 0.46, 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

JPIB vs. FLCO - Dividend Comparison

JPIB's dividend yield for the trailing twelve months is around 4.94%, more than FLCO's 4.64% yield.


TTM2025202420232022202120202019201820172016
JPIB
JPMorgan International Bond Opportunities ETF
4.94%4.85%4.57%4.35%3.10%2.59%3.14%4.66%5.83%1.81%0.00%
FLCO
Franklin Liberty Investment Grade Corporate ETF
4.64%4.60%4.63%3.83%3.85%2.85%3.99%3.39%3.86%3.33%0.51%

Drawdowns

JPIB vs. FLCO - Drawdown Comparison

The maximum JPIB drawdown since its inception was -13.13%, smaller than the maximum FLCO drawdown of -22.71%. Use the drawdown chart below to compare losses from any high point for JPIB and FLCO.


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Drawdown Indicators


JPIBFLCODifference

Max Drawdown

Largest peak-to-trough decline

-13.13%

-22.71%

+9.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.75%

-2.76%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-11.83%

-22.48%

+10.65%

Current Drawdown

Current decline from peak

-2.57%

-3.06%

+0.49%

Average Drawdown

Average peak-to-trough decline

-1.94%

-5.94%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.97%

-0.14%

Volatility

JPIB vs. FLCO - Volatility Comparison

JPMorgan International Bond Opportunities ETF (JPIB) and Franklin Liberty Investment Grade Corporate ETF (FLCO) have volatilities of 2.20% and 2.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPIBFLCODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

2.20%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

3.09%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

5.47%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.08%

7.15%

-3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.45%

6.87%

-2.42%