JQUA vs TFLO

Comparison between JPMORGAN U.S. QUALITY FACTOR ETF (JQUA, ETF) and ISHARES TREASURY FLOATING RATE BOND ETF (TFLO, ETF).

5-Year PerformanceJQUA has outperformed TFLO, delivering a return of +12.8% compared to +3.6%

JQUA vs TFLO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JQUA(ETF)	TFLO(ETF)
Net Assets	$6.80B	$6.80B
Expense Ratio	0.12%	0.15%
Max Drawdown	32.92%	5.02%
Sharpe Ratio	1.43	1.45
5Y Beta	0.84	-0.00
P/E Ratio	25.01	N/A
Forward P/E	19.00	N/A
PEG Ratio	0.31	N/A
5Y Dividends CAGR	7.25%	134.46%
5Y EPS CAGR	19.72%	N/A
Debt to Equity	4.53%	N/A
P/S Ratio	3.51	N/A
P/B Ratio	5.52	N/A

Net Assets

JQUA

$6.80B

TFLO

$6.80B

Expense Ratio

Winner

JQUA

0.12%

TFLO

0.15%

Max Drawdown

JQUA

32.92%

Winner

TFLO

5.02%

Sharpe Ratio

JQUA

1.43

Winner

TFLO

1.45

5Y Beta

JQUA

0.84

Winner

TFLO

-0.00

P/E Ratio

JQUA

25.01

TFLO

N/A

Forward P/E

JQUA

19.00

TFLO

N/A

PEG Ratio

JQUA

0.31

TFLO

N/A

5Y Dividends CAGR

JQUA

7.25%

Winner

TFLO

134.46%

5Y EPS CAGR

JQUA

19.72%

TFLO

N/A

Debt to Equity

JQUA

4.53%

TFLO

N/A

P/S Ratio

JQUA

3.51

TFLO

N/A

P/B Ratio

JQUA

5.52

TFLO

N/A

JQUA vs TFLO - Historical Returns

Returns include dividend reinvestment.

Period	JQUA	TFLO
1 month	+7.50%	+0.34%
3 months	+6.57%	+0.91%
6 months	+10.87%	+1.96%
1 year	+20.89%	+4.12%
5 years(CAGR)	+12.81%	+3.58%
10 years(CAGR)	+14.32%	+2.33%
Max(CAGR)	+14.32%	+1.93%

Winner

JQUA

+7.50%

TFLO

+0.34%

Winner

JQUA

+6.57%

TFLO

+0.91%

Winner

JQUA

+10.87%

TFLO

+1.96%

Winner

JQUA

+20.89%

TFLO

+4.12%

5Y(CAGR)

Winner

JQUA

+12.81%

TFLO

+3.58%

10Y(CAGR)

Winner

JQUA

+14.32%

TFLO

+2.33%

Max(CAGR)

Winner

JQUA

+14.32%

TFLO

+1.93%

JQUA vs TFLO - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	JQUA	TFLO
2026	+8.39%	+1.31%
2025	+12.00%	+4.20%
2024	+21.92%	+5.34%
2023	+25.36%	+5.12%
2022	-13.11%	+1.99%
2021	+30.71%	-0.01%
2020	+15.70%	+0.43%
2019	+28.30%	+2.04%
2018	-2.96%	+1.90%
2017	+5.07%	+1.03%
2016	N/A	+0.21%
2015	N/A	+0.65%
2014	N/A	+0.06%

JQUA vs TFLO Drawdown Comparison

The maximum drawdown for JQUA was -32.92%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

The maximum drawdown for TFLO was -5.01%, occurring on Dec 19, 2014. Recovery took 293 trading sessions.

Rank	JQUA	TFLO
#1	-32.92% Feb 19, 2020 - Aug 12, 2020	-5.01% Oct 28, 2014 - Dec 28, 2015
#2	-22.47% Dec 29, 2021 - Jul 13, 2023	-0.76% Dec 28, 2015 - May 22, 2017
#3	-17.07% Sep 21, 2018 - Mar 21, 2019	-0.34% Oct 13, 2014 - Oct 16, 2014
#4	-16.81% Feb 18, 2025 - Jul 3, 2025	-0.26% Oct 16, 2014 - Oct 28, 2014
#5	-9.67% Jan 26, 2018 - Aug 9, 2018	-0.16% Feb 20, 2018 - Feb 27, 2018
#6	-8.78% Jul 31, 2023 - Nov 20, 2023	-0.15% Feb 25, 2020 - Mar 17, 2020
#7	-8.22% Sep 2, 2020 - Nov 11, 2020	-0.15% May 14, 2014 - Jul 31, 2014
#8	-7.13% Jan 27, 2026 - Apr 15, 2026	-0.14% Sep 2, 2014 - Oct 2, 2014
#9	-6.32% Jul 16, 2024 - Aug 19, 2024	-0.14% Dec 29, 2017 - Jan 11, 2018
#10	-5.88% Apr 30, 2019 - Jun 19, 2019	-0.13% Jul 29, 2022 - Aug 12, 2022
#11	-5.84% Mar 21, 2024 - Jun 17, 2024	-0.12% Oct 2, 2014 - Oct 9, 2014
#12	-5.82% Sep 3, 2021 - Oct 25, 2021	-0.12% Sep 12, 2017 - Sep 27, 2017
#13	-5.52% Jul 26, 2019 - Oct 28, 2019	-0.12% Nov 3, 2017 - Nov 13, 2017
#14	-5.48% Dec 6, 2024 - Feb 5, 2025	-0.12% Oct 19, 2017 - Oct 23, 2017
#15	-5.36% Oct 27, 2025 - Dec 10, 2025	-0.12% Feb 7, 2018 - Feb 20, 2018

Correlation

Correlation between JQUA and TFLO is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2014 - 2026)

JQUA vs TFLO dividend yield comparison.

Year	JQUA	TFLO
2026	0.26%	1.18%
2025	1.19%	4.16%
2024	1.24%	5.21%
2023	1.22%	4.88%
2022	1.60%	1.68%
2021	1.32%	0.00%
2020	1.44%	0.36%
2019	1.67%	2.08%
2018	2.10%	1.65%
2017	0.40%	0.86%
2016	0.00%	0.31%
2015	0.00%	0.15%
2014	0.00%	0.08%