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 -36.41% vs 18.61% for JFLI. At a 0.23 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 -9.59% return, which is significantly lower than JFLI's 7.84% return.
MOS
- 1D
- -3.87%
- 1M
- -2.67%
- YTD
- -9.59%
- 6M
- -7.87%
- 1Y
- -36.41%
- 3Y*
- -12.63%
- 5Y*
- -7.17%
- 10Y*
- -0.42%
JFLI
- 1D
- 0.43%
- 1M
- 0.27%
- YTD
- 7.84%
- 6M
- 7.85%
- 1Y
- 18.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MOS vs. JFLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MOS The Mosaic Company | -9.59% | -5.98% |
JFLI JPMorgan Flexible Income ETF | 7.84% | 9.49% |
Correlation
The correlation between MOS and JFLI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.23 |
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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.
| MOS | JFLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.00 | ||
| Sortino ratioReturn per unit of downside risk | -4.07 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.41 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 2.80 | -3.67 |
| Martin ratioReturn relative to average drawdown | -1.42 | 13.38 | -14.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MOS | JFLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.86 | 2.14 | -3.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 1.13 | -1.06 |
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 | -42.01% | -6.67% | -35.34% |
Max Drawdown (3Y)Largest decline over 3 years | -45.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -69.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.82% | — | — |
Current DrawdownCurrent decline from peak | -81.57% | -2.19% | -79.38% |
Average DrawdownAverage peak-to-trough decline | -61.22% | -1.44% | -59.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.73% | 1.39% | +24.34% |
Volatility
MOS vs. JFLI - Volatility Comparison
The Mosaic Company (MOS) has a higher volatility of 10.91% compared to JPMorgan Flexible Income ETF (JFLI) at 3.23%. 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 | 10.91% | 3.23% | +7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 33.56% | 7.35% | +26.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.54% | 8.74% | +33.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.75% | 12.03% | +29.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.88% | 12.03% | +32.85% |
Dividends
MOS vs. JFLI - Dividend Comparison
MOS's dividend yield for the trailing twelve months is around 4.12%, less than JFLI's 7.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JFLI JPMorgan Flexible Income ETF | 7.33% | 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 | 4.12% | 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 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MOS has higher volatility (10.91%) compared to JFLI (3.23%). In terms of maximum drawdown, MOS dropped -94.71% vs JFLI's -12.87%.
JFLI currently has the higher Sharpe Ratio (2.14 vs -0.86), 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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