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TFLO vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TFLO and JEPI is -0.09. 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.


-0.50.00.51.0-0.1

Performance

TFLO vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Floating Rate Bond ETF (TFLO) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
12.73%
75.54%
TFLO
JEPI

Key characteristics

Sharpe Ratio

TFLO:

16.61

JEPI:

2.21

Sortino Ratio

TFLO:

65.70

JEPI:

3.10

Omega Ratio

TFLO:

17.43

JEPI:

1.43

Calmar Ratio

TFLO:

206.86

JEPI:

4.05

Martin Ratio

TFLO:

1,013.34

JEPI:

15.09

Ulcer Index

TFLO:

0.01%

JEPI:

1.04%

Daily Std Dev

TFLO:

0.32%

JEPI:

7.07%

Max Drawdown

TFLO:

-5.01%

JEPI:

-13.71%

Current Drawdown

TFLO:

0.00%

JEPI:

-2.18%

Returns By Period

In the year-to-date period, TFLO achieves a 5.15% return, which is significantly lower than JEPI's 14.89% return.


TFLO

YTD

5.15%

1M

0.44%

6M

2.48%

1Y

5.31%

5Y (annualized)

2.53%

10Y (annualized)

2.42%

JEPI

YTD

14.89%

1M

0.39%

6M

8.86%

1Y

15.68%

5Y (annualized)

N/A

10Y (annualized)

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TFLO vs. JEPI - Expense Ratio Comparison

TFLO has a 0.15% expense ratio, which is lower than JEPI's 0.35% expense ratio.


JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for TFLO: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

TFLO vs. JEPI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TFLO, currently valued at 16.61, compared to the broader market0.002.004.0016.612.21
The chart of Sortino ratio for TFLO, currently valued at 65.70, compared to the broader market-2.000.002.004.006.008.0010.0065.703.10
The chart of Omega ratio for TFLO, currently valued at 17.43, compared to the broader market0.501.001.502.002.503.0017.431.43
The chart of Calmar ratio for TFLO, currently valued at 206.86, compared to the broader market0.005.0010.0015.00206.864.05
The chart of Martin ratio for TFLO, currently valued at 1013.34, compared to the broader market0.0020.0040.0060.0080.00100.001,013.3415.09
TFLO
JEPI

The current TFLO Sharpe Ratio is 16.61, which is higher than the JEPI Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of TFLO and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00JulyAugustSeptemberOctoberNovemberDecember
16.61
2.21
TFLO
JEPI

Dividends

TFLO vs. JEPI - Dividend Comparison

TFLO's dividend yield for the trailing twelve months is around 4.82%, less than JEPI's 7.19% yield.


TTM2023202220212020201920182017201620152014
TFLO
iShares Treasury Floating Rate Bond ETF
4.82%4.89%1.67%0.00%0.36%2.08%1.65%0.86%0.30%0.15%0.08%
JEPI
JPMorgan Equity Premium Income ETF
7.19%8.40%11.68%6.59%5.79%0.00%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. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-2.18%
TFLO
JEPI

Volatility

TFLO vs. JEPI - Volatility Comparison

The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.09%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 1.41%. 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.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
0.09%
1.41%
TFLO
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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