NTSI vs. JFLI

Last updated Aug 5, 2026

NTSI (WisdomTree International Efficient Core Fund) and JFLI (JPMorgan Flexible Income ETF) are both Global Allocation funds. Both are actively managed. Over the past year, NTSI returned 22.81% vs 17.55% for JFLI. Their 0.77 correlation means they have sometimes moved together and sometimes differently. NTSI charges 0.26%/yr vs 0.35%/yr for JFLI.

Performance

NTSI vs. JFLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and JPMorgan Flexible Income ETF (JFLI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NTSI achieves a 11.17% return, which is significantly higher than JFLI's 10.52% return.

NTSI

• 1D: 1.29%
• 1M: 2.73%
• 6M: 6.15%
• YTD: 11.17%
• 1Y: 22.81%
• 3Y*: 15.78%
• 5Y*: 6.11%
• 10Y*: —
• ALL TIME*: 6.58%

JFLI

• 1D: 1.21%
• 1M: 1.18%
• 6M: 7.41%
• YTD: 10.52%
• 1Y: 17.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JFLI JPMorgan Flexible Income ETF	$269.51K	$302.16K	$285.11K
NTSI WisdomTree International Efficient Core Fund	$637.49K	$574.07K	$1.11M

NTSI vs. JFLI - Yearly Performance Comparison

	2026 (YTD)	2025
NTSI WisdomTree International Efficient Core Fund	11.17%	23.25%
JFLI JPMorgan Flexible Income ETF	10.52%	9.73%

Correlation

The correlation between NTSI and JFLI is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025	0.77

The correlation between NTSI and JFLI has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

Return for Risk

NTSI vs. JFLI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NTSI

NTSI Risk / Return Rank: 51
NTSI Sharpe Ratio Rank: 53
NTSI Sortino Ratio Rank: 52
NTSI Omega Ratio Rank: 51
NTSI Calmar Ratio Rank: 46
NTSI Martin Ratio Rank: 51

JFLI

JFLI Risk / Return Rank: 72
JFLI Sharpe Ratio Rank: 70
JFLI Sortino Ratio Rank: 71
JFLI Omega Ratio Rank: 72
JFLI Calmar Ratio Rank: 67
JFLI Martin Ratio Rank: 79

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NTSI vs. JFLI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) 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.

	NTSI	JFLI	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.83	-0.35
Sortino ratio: Return per unit of downside risk	2.08	2.59	-0.51
Omega ratio: Gain probability vs. loss probability	1.26	1.34	-0.08
Calmar ratio: Return relative to maximum drawdown	1.86	2.64	-0.78
Martin ratio: Return relative to average drawdown	6.66	11.55	-4.88

NTSI vs. JFLI - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.47, which is comparable to the JFLI Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of NTSI and JFLI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

NTSI vs. JFLI - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, which is greater than JFLI's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for NTSI and JFLI.

Drawdown Indicators

	NTSI	JFLI	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-12.87%	-21.14%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-6.67%	-5.66%
Max Drawdown (3Y) Largest decline over 3 years	-13.22%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.01%	—	—
Current Drawdown Current decline from peak	0.00%	-0.04%	+0.04%
Average Drawdown Average peak-to-trough decline	-8.95%	-1.43%	-7.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	1.52%	+1.91%

Volatility

NTSI vs. JFLI - Volatility Comparison

WisdomTree International Efficient Core Fund (NTSI) has a higher volatility of 4.54% compared to JPMorgan Flexible Income ETF (JFLI) at 3.23%. This indicates that NTSI'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.

Volatility by Period

	NTSI	JFLI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.54%	3.23%	+1.31%
Volatility (6M) Calculated over the trailing 6-month period	13.55%	8.35%	+5.20%
Volatility (1Y) Calculated over the trailing 1-year period	15.57%	9.68%	+5.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.87%	12.01%	+3.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.66%	12.01%	+3.65%

NTSI vs. JFLI - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is lower than JFLI's 0.35% expense ratio.

Dividends

NTSI vs. JFLI - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 3.42%, less than JFLI's 7.19% yield.

Position	TTM	2025	2024	2023	2022	2021
JFLI JPMorgan Flexible Income ETF	7.19%	6.81%	0.00%	0.00%	0.00%	0.00%
NTSI WisdomTree International Efficient Core Fund	3.42%	3.65%	2.92%	2.35%	2.66%	0.97%

Frequently Asked Questions

Can I hold both NTSI and JFLI in my portfolio?

NTSI and JFLI have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTSI or JFLI?

NTSI has higher volatility (4.54%) compared to JFLI (3.23%). In terms of maximum drawdown, NTSI dropped -34.01% vs JFLI's -12.87%.

Which ETF is better, NTSI or JFLI?

On 1-year performance, NTSI leads with 22.81% vs 17.55% for JFLI. On fees, NTSI is cheaper at 0.26% per year. On volatility, JFLI has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSI or JFLI?

Over the 1-year period, NTSI has performed better with a 22.81% return vs 17.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSI or JFLI?

NTSI is cheaper with a 0.26% expense ratio, compared with 0.35% for JFLI.

Which ETF pays a higher dividend yield, NTSI or JFLI?

JFLI has the higher dividend yield at 7.19%, compared with 3.42% for NTSI.

What is the main difference between NTSI and JFLI?

They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.26% for NTSI and 0.35% for JFLI.

Which has better risk-adjusted returns?

JFLI currently has the higher Sharpe Ratio (1.83 vs 1.47), 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.