BGIG vs. LVDS

Last updated Jun 5, 2026

BGIG (Bahl & Gaynor Income Growth ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Their correlation of 0.80 suggests significant overlap in exposure. BGIG charges 0.45%/yr vs 0.30%/yr for LVDS.

Performance

BGIG vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bahl & Gaynor Income Growth ETF (BGIG) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BGIG achieves a 10.33% return, which is significantly lower than LVDS's 14.33% return.

BGIG

• 1D: 0.45%
• 1M: 2.02%
• YTD: 10.33%
• 6M: 10.33%
• 1Y: 20.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVDS

• 1D: 0.68%
• 1M: 3.71%
• YTD: 14.33%
• 6M: 15.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGIG vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
BGIG Bahl & Gaynor Income Growth ETF	10.33%	6.40%
LVDS JPMorgan Fundamental Data Science Large Value ETF	14.33%	7.24%

Correlation

The correlation between BGIG and LVDS is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025	0.80

BGIG vs. LVDS - Sectors Allocation Comparison

Sectors	BGIG	LVDS
Technology	24.6%	15.9%
Financial Services	14.8%	18.3%
Healthcare	14.6%	8.6%
Energy	11.2%	6.6%
Industrials	10.6%	10.2%
Utilities	7.9%	4.8%
Consumer Defensive	6.9%	6.5%
Consumer Cyclical	5.4%	8.0%
Real Estate	3.5%	4.2%
Basic Materials	0.6%	1.7%
Communication Services	-	7.5%

Return for Risk

BGIG vs. LVDS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGIG

BGIG Risk / Return Rank: 72
BGIG Sharpe Ratio Rank: 71
BGIG Sortino Ratio Rank: 74
BGIG Omega Ratio Rank: 70
BGIG Calmar Ratio Rank: 72
BGIG Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGIG vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Income Growth ETF (BGIG) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.

	BGIG	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	2.28	—	—
Sortino ratio: Return per unit of downside risk	3.27	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	3.53	—	—
Martin ratio: Return relative to average drawdown	13.58	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BGIG	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.40	2.47	-1.07

Drawdowns

BGIG vs. LVDS - Drawdown Comparison

The maximum BGIG drawdown since its inception was -13.24%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for BGIG and LVDS.

Drawdown Indicators

	BGIG	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-13.24%	-6.64%	-6.60%
Max Drawdown (1Y) Largest decline over 1 year	-5.81%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.70%	-0.97%	-0.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	—	—

Volatility

Volatility by Period

	BGIG	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.72%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.99%	10.42%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.94%	10.42%	+1.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.94%	10.42%	+1.52%

BGIG vs. LVDS - Expense Ratio Comparison

BGIG has a 0.45% expense ratio, which is higher than LVDS's 0.30% expense ratio.

Dividends

BGIG vs. LVDS - Dividend Comparison

BGIG's dividend yield for the trailing twelve months is around 1.74%, less than LVDS's 7.51% yield.

Position	TTM	2025	2024	2023
BGIG Bahl & Gaynor Income Growth ETF	1.74%	1.89%	2.02%	0.78%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.51%	8.25%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BGIG and LVDS in my portfolio?

BGIG and LVDS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BGIG or LVDS?

On fees, LVDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BGIG or LVDS?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.45% for BGIG.

Which ETF pays a higher dividend yield, BGIG or LVDS?

LVDS has the higher dividend yield at 7.51%, compared with 1.74% for BGIG.

What is the main difference between BGIG and LVDS?

They also come from different issuers: Bahl & Gaynor and JPMorgan. Their fees differ too: 0.45% for BGIG and 0.30% for LVDS.