MOS vs. JFLI
MOS (The Mosaic Company) is a stock, while JFLI (JPMorgan Flexible Income ETF) is Global Allocation fund actively managed by JPMorgan. Over the past year, MOS returned -34.35% vs 16.76% for JFLI. At a 0.24 correlation, their price movements are largely independent.
Performance
MOS vs. JFLI - Performance Comparison
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Returns By Period
In the year-to-date period, MOS achieves a -4.73% return, which is significantly lower than JFLI's 9.10% return.
MOS
- 1D
- -2.21%
- 1M
- 3.87%
- 6M
- -16.78%
- YTD
- -4.73%
- 1Y
- -34.35%
- 3Y*
- -11.66%
- 5Y*
- -3.01%
- 10Y*
- -0.71%
JFLI
- 1D
- -0.50%
- 1M
- -1.11%
- 6M
- 6.99%
- YTD
- 9.10%
- 1Y
- 16.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MOS vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MOS The Mosaic Company | -4.73% | -4.93% |
JFLI JPMorgan Flexible Income ETF | 9.10% | 9.73% |
Correlation
The correlation between MOS and JFLI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.24 |
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Return for Risk
MOS vs. JFLI — Risk / Return Rank
MOS
JFLI
MOS vs. JFLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Mosaic Company (MOS) and JPMorgan Flexible Income ETF (JFLI). 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.
| MOS | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.48 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.34 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.52 | -3.28 |
| Martin ratioReturn relative to average drawdown | -1.22 | 11.58 | -12.80 |
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Drawdowns
MOS vs. JFLI - Drawdown Comparison
The maximum MOS drawdown since its inception was -94.71%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for MOS and JFLI.
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Drawdown Indicators
| MOS | JFLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.71% | -12.87% | -81.84% |
Max Drawdown (1Y)Largest decline over 1 year | -45.13% | -6.67% | -38.46% |
Max Drawdown (3Y)Largest decline over 3 years | -48.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -71.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.82% | — | — |
Current DrawdownCurrent decline from peak | -80.58% | -1.33% | -79.25% |
Average DrawdownAverage peak-to-trough decline | -61.31% | -1.41% | -59.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.13% | 1.45% | +26.68% |
Volatility
MOS vs. JFLI - Volatility Comparison
The Mosaic Company (MOS) has a higher volatility of 13.21% compared to JPMorgan Flexible Income ETF (JFLI) at 2.90%. This indicates that MOS's price experiences larger fluctuations and is considered to be riskier than JFLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MOS | JFLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.21% | 2.90% | +10.31% |
Volatility (6M)Calculated over the trailing 6-month period | 35.52% | 8.02% | +27.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.32% | 9.32% | +36.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.15% | 12.00% | +30.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.00% | 12.00% | +33.00% |
Dividends
MOS vs. JFLI - Dividend Comparison
MOS's dividend yield for the trailing twelve months is around 3.91%, less than JFLI's 7.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.29% | 6.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MOS The Mosaic Company | 3.91% | 3.65% | 3.42% | 2.94% | 1.28% | 0.70% | 0.87% | 0.81% | 0.34% | 2.34% | 3.75% | 3.90% |
Frequently Asked Questions
MOS and JFLI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MOS has higher volatility (13.21%) compared to JFLI (2.90%). In terms of maximum drawdown, MOS dropped -94.71% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (1.81 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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