- Issuer
- JPMorgan
- Inception Date
- Jul 14, 2025
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $111M
Highlights
- Avg. Volume (1M)
- 4K
- Avg. Volume Value (1M)
- $226.17K
Share Price Chart
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Performance
LVDS Performance Chart
JPMorgan Fundamental Data Science Large Value ETF (LVDS) is up 21.3% since the beginning of the year. LVDS is currently trading at $60 per share.
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Returns By Period
JPMorgan Fundamental Data Science Large Value ETF (LVDS) has returned 21.33% so far this year and 32.37% over the past 12 months.
JPMorgan Fundamental Data Science Large Value ETF
- 1D
- 0.63%
- 1M
- 3.07%
- 6M
- 15.80%
- YTD
- 21.33%
- 1Y
- 32.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 28.81%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
LVDS Monthly Returns History
Based on dividend-adjusted daily data since Jul 14, 2025, LVDS's average daily return is +0.10%, while the average monthly return is +2.10%. At this rate, an investment would double in approximately 2.8 years.
Historically, 77% of months were positive and 23% were negative. The best month was Apr 2026 with a return of +8.2%, while the worst month was Mar 2026 at -4.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.
On a daily basis, LVDS closed higher 57% of trading days. The best single day was Apr 8, 2026 with a return of +2.4%, while the worst single day was Oct 10, 2025 at -1.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.78% | 1.91% | -4.50% | 8.19% | 2.02% | 2.97% | 4.68% | 21.33% | |||||
| 2025 | -0.34% | 3.01% | 0.94% | -0.25% | 2.82% | 1.06% | 7.40% |
Benchmark Metrics
JPMorgan Fundamental Data Science Large Value ETF has an annualized alpha of 15.20%, beta of 0.65, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since July 14, 2025.
- This ETF captured 78.61% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -93.16%) - a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 15.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.65 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 15.20%
- Beta
- 0.65
- R²
- 0.60
- Upside Capture
- 78.61%
- Downside Capture
- -93.16%
Expense Ratio
LVDS has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
LVDS ranks 95 for risk / return — above 95% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and compare them to S&P 500 Index.
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.
| LVDS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.25 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | 2.00 | +2.65 |
| Martin ratioReturn relative to average drawdown | 19.27 | 8.49 | +10.78 |
Dividends
Dividend History
JPMorgan Fundamental Data Science Large Value ETF provided a 7.42% dividend yield over the last twelve months, with an annual payout of $4.44 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $4.44 | $4.10 |
Dividend yield | 7.42% | 8.25% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Fundamental Data Science Large Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.19 | $0.00 | $0.34 | |||||
| 2025 | $0.23 | $0.00 | $0.00 | $3.86 | $4.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Fundamental Data Science Large Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JPMorgan Fundamental Data Science Large Value ETF was 6.64%, occurring on Mar 30, 2026. Recovery took 13 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-6.64%Mar 2026 | 1mo 16d | 18d | 2mo 4dFeb 2026 - Apr 2026 | — |
-3.59%Nov 2025 | 7d | 6d | 13dNov 2025 - Nov 2025 | — |
-2.91%Oct 2025 | 3d | 14d | 17dOct 2025 - Oct 2025 | — |
-2.60%Aug 2025 | 8d | 12d | 20dJul 2025 - Aug 2025 | — |
-2.22%Nov 2025 | 7d | 8d | 15dOct 2025 - Nov 2025 | — |
Drawdown Indicators
| LVDS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.64% | -56.78% | +50.14% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -9.10% | +2.46% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -0.89% | -10.70% | +9.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.14% | -0.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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