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NMBL vs. JFLI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NMBL vs. JFLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NovaTide Flexible Allocation ETF (NMBL) and JPMorgan Flexible Income ETF (JFLI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NMBL achieves a 5.30% return, which is significantly lower than JFLI's 9.90% return.


NMBL

1D
-1.07%
1M
0.88%
YTD
5.30%
6M
5.30%
1Y
3Y*
5Y*
10Y*

JFLI

1D
-0.32%
1M
3.80%
YTD
9.90%
6M
9.51%
1Y
21.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NMBL vs. JFLI - Yearly Performance Comparison


2026 (YTD)2025
NMBL
NovaTide Flexible Allocation ETF
5.30%-0.27%
JFLI
JPMorgan Flexible Income ETF
9.90%1.34%

Correlation

The correlation between NMBL and JFLI is 0.86, 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 Nov 3, 2025

0.86

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Return for Risk

NMBL vs. JFLI — Risk / Return Rank

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

NMBL

JFLI
JFLI Risk / Return Rank: 7676
Overall Rank
JFLI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JFLI Sortino Ratio Rank: 7979
Sortino Ratio Rank
JFLI Omega Ratio Rank: 8080
Omega Ratio Rank
JFLI Calmar Ratio Rank: 6464
Calmar Ratio Rank
JFLI Martin Ratio Rank: 7979
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.

NMBL vs. JFLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NovaTide Flexible Allocation ETF (NMBL) 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.


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

NMBL vs. JFLI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NMBLJFLIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.29

-0.55

Drawdowns

NMBL vs. JFLI - Drawdown Comparison

The maximum NMBL drawdown since its inception was -8.05%, smaller than the maximum JFLI drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for NMBL and JFLI.


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Drawdown Indicators


NMBLJFLIDifference

Max Drawdown

Largest peak-to-trough decline

-8.05%

-12.87%

+4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

Current Drawdown

Current decline from peak

-1.36%

-0.32%

-1.04%

Average Drawdown

Average peak-to-trough decline

-1.93%

-1.44%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

Volatility

NMBL vs. JFLI - Volatility Comparison


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Volatility by Period


NMBLJFLIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

8.39%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.91%

11.90%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.91%

11.90%

+0.01%

NMBL vs. JFLI - Expense Ratio Comparison

NMBL has a 1.99% expense ratio, which is higher than JFLI's 0.35% expense ratio.


Dividends

NMBL vs. JFLI - Dividend Comparison

NMBL's dividend yield for the trailing twelve months is around 0.88%, less than JFLI's 7.18% yield.


PositionTTM2025
JFLI
JPMorgan Flexible Income ETF
7.18%6.81%
NMBL
NovaTide Flexible Allocation ETF
0.88%0.93%

Frequently Asked Questions


NMBL and JFLI have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JFLI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JFLI is cheaper with a 0.35% expense ratio, compared with 1.99% for NMBL.

JFLI has the higher dividend yield at 7.18%, compared with 0.88% for NMBL.

They also come from different issuers: NovaTide and JPMorgan. Their fees differ too: 1.99% for NMBL and 0.35% for JFLI.

Portfolio Optimizer

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