TFLO vs. JEPI
Compare and contrast key facts about iShares Treasury Floating Rate Bond ETF (TFLO) and JPMorgan Equity Premium Income ETF (JEPI).
TFLO and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TFLO is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Treasury Floating Rate Index. It was launched on Feb 3, 2014. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
TFLO vs. JEPI - Performance Comparison
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TFLO vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TFLO iShares Treasury Floating Rate Bond ETF | 0.94% | 4.22% | 5.34% | 5.12% | 1.99% | -0.02% | 0.02% |
JEPI JPMorgan Equity Premium Income ETF | 0.46% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, TFLO achieves a 0.94% return, which is significantly higher than JEPI's 0.46% return.
TFLO
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 0.94%
- 6M
- 2.01%
- 1Y
- 4.08%
- 3Y*
- 4.85%
- 5Y*
- 3.49%
- 10Y*
- 2.27%
JEPI
- 1D
- 0.27%
- 1M
- -4.29%
- YTD
- 0.46%
- 6M
- 3.19%
- 1Y
- 8.06%
- 3Y*
- 9.67%
- 5Y*
- 8.32%
- 10Y*
- —
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TFLO vs. JEPI - Expense Ratio Comparison
TFLO has a 0.15% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
TFLO vs. JEPI — Risk / Return Rank
TFLO
JEPI
TFLO vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) and JPMorgan Equity Premium Income ETF (JEPI). 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.
| TFLO | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 13.82 | 0.61 | +13.21 |
Sortino ratioReturn per unit of downside risk | 45.26 | 0.95 | +44.30 |
Omega ratioGain probability vs. loss probability | 11.00 | 1.16 | +9.85 |
Calmar ratioReturn relative to maximum drawdown | 207.22 | 0.79 | +206.43 |
Martin ratioReturn relative to average drawdown | 736.01 | 3.83 | +732.18 |
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
| TFLO | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 13.82 | 0.61 | +13.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 9.84 | 0.76 | +9.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 4.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 1.04 | -0.07 |
Correlation
The correlation between TFLO and JEPI is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
TFLO vs. JEPI - Dividend Comparison
TFLO's dividend yield for the trailing twelve months is around 4.00%, less than JEPI's 8.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFLO iShares Treasury Floating Rate Bond ETF | 4.00% | 4.16% | 5.21% | 4.88% | 1.68% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.31% | 0.15% |
JEPI JPMorgan Equity Premium Income ETF | 8.46% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TFLO vs. JEPI - Drawdown Comparison
The maximum TFLO drawdown since its inception was -5.01%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for TFLO and JEPI.
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Drawdown Indicators
| TFLO | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.01% | -13.71% | +8.70% |
Max Drawdown (1Y)Largest decline over 1 year | -0.02% | -10.28% | +10.26% |
Max Drawdown (5Y)Largest decline over 5 years | -0.13% | -13.71% | +13.58% |
Max Drawdown (10Y)Largest decline over 10 years | -0.50% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.53% | +4.53% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -2.07% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 2.12% | -2.11% |
Volatility
TFLO vs. JEPI - Volatility Comparison
The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.07%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.90%. This indicates that TFLO experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFLO | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.07% | 3.90% | -3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 0.21% | 6.36% | -6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.30% | 13.24% | -12.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.36% | 11.06% | -10.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.50% | 10.88% | -10.38% |