Data as of Oct 28, 2026.
IBDW vs JFLX: Differences, Returns & Fees
IBDW's duration was 4.2 years on Jul 31, 2026 and JFLX's 3.2 on Aug 31, 2026; IBDW charges 0.10% to JFLX's 0.45%.
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Net assets: $2.7bn on Oct 27, 2026 for iShares iBonds Dec 2031 Term Corporate ETF, and $1.7bn on Oct 28, 2026 for JPMorgan Flexible Debt ETF.
Pair scorecard
IBDW costs 0.35 points a year less; their one-year returns differ by 2.3 points; IBDW is 1.7 times larger.
| Measure | IBDW | JFLX |
|---|---|---|
| Return | ||
| Total return, 1 year | −0.6% | +1.7% |
| Benchmark | ||
| What it tracks | Bloomberg December 2031 Maturity Corporate Index | No index, actively managed |
| Cost and size | ||
| Expense ratio | 0.10% | 0.45% |
| Net assets, as of Oct 26, 2026 | $2.7bn | $1.6bn |
| Holdings | ||
| Holdings in common | 1% | |
Holdings in common uses holdings dated Jul 31, 2026 and Aug 31, 2026. Method
Risk and return
Oct 10, 2025 to Oct 23, 2026 · 54 weekly returnsEach against its own benchmark: IBDW against IUSB, Jul 2, 2021 to Oct 23, 2026; JFLX against AGG, Oct 10, 2025 to Oct 23, 2026.
JFLX returned more: +2.6% to +0.2%. JFLX swung less: 2.8% to 3.2%. JFLX fell less at its worst: −2.4% to −3.4%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IBDW | JFLX | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +0.2% | +2.6% | JFLX | Price change plus distributions, reinvested. |
| Annualized | +0.2% | +2.5% | JFLX | Total return as a yearly rate. |
| Price return | −4.5% | −2.0% | JFLX | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 3.2% | 2.8% | JFLX | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 2.6% | 2.2% | JFLX | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −3.4% | −2.4% | JFLX | Deepest fall from a high to the low after it. |
| Upside capture | 120.9% | 75.7% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 114.3% | 54.1% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.21 | 0.65 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.93 | 0.72 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | −1.11 | −0.44 | JFLX | Return above Treasury bills per unit of volatility. |
| Sortino | −1.35 | −0.58 | JFLX | Return above Treasury bills per unit of downside deviation. |
| Treynor | −0.028 | −0.019 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.05 | 1.07 | JFLX | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | IUSB | AGG | The ETF each fund is measured against. | |
| Alpha | +0.9% a year | +1.5% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 1.14 | 1.01 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.6% to +2.4% | −1.5% to +4.5% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.06 | 1.51 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 2.1% | 2.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 54 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IBDW and JFLX hold 1% of their money in the same securities at the same weight. Holdings dated Jul 31, 2026 and Aug 31, 2026.
half
1% in common
Only in one fund ↓
Side by side
IBDW and JFLX on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IBDW and JFLX are built for the same job. How do they differ in cost, holdings and results?
- What each follows. IBDW follows Bloomberg December 2031 Maturity Corporate Index and JFLX follows No index, actively managed.
- Holdings in common. 1% of the weight is in the same securities (holdings dated Jul 31, 2026 and Aug 31, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 IBDW returned −0.6% and JFLX +1.7% with distributions reinvested, a gap of 2.3 points.
Data as of Oct 28, 2026.
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IBDW
IBDW tracks an index. Over the year to Oct 28, 2026 it returned −0.6% with distributions reinvested, against −1.2% for its benchmark, the Bloomberg U.S. Universal Index. The prospectus expense ratio is 0.10% a year.
JFLX
JFLX is actively managed and tracks no index. Over the year to Oct 28, 2026 it returned +1.7% with distributions reinvested, against −1.4% for its benchmark, the Bloomberg U.S. Aggregate Index. The prospectus expense ratio is 0.45% a year.
Questions people ask
- Which returned more over the last year, IBDW or JFLX?
- In the year to Oct 28, 2026, with distributions reinvested, IBDW returned −0.6% and JFLX +1.7%.
- Which is cheaper, IBDW or JFLX?
- IBDW is cheaper, by 0.35 percentage points a year. That is about $35 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, IBDW against JFLX, data as of Oct 28, 2026. https://etfiq.com/compare/any/ibdw-vs-jflx
ETFIQ. (Oct 28, 2026). IBDW against JFLX. Retrieved from https://etfiq.com/compare/any/ibdw-vs-jflx
[IBDW against JFLX (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/ibdw-vs-jflx)
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