CSTK vs. LVDS

Last updated Jun 24, 2026

CSTK (Invesco Comstock Contrarian Equity ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Their correlation of 0.94 suggests significant overlap in exposure. CSTK charges 0.35%/yr vs 0.30%/yr for LVDS.

Performance

CSTK vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Comstock Contrarian Equity ETF (CSTK) 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, CSTK achieves a 12.57% return, which is significantly lower than LVDS's 15.18% return.

CSTK

• 1D: -0.49%
• 1M: 0.84%
• YTD: 12.57%
• 6M: 12.10%
• 1Y: 25.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVDS

• 1D: -1.20%
• 1M: 2.78%
• YTD: 15.18%
• 6M: 14.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CSTK vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
CSTK Invesco Comstock Contrarian Equity ETF	12.57%	7.77%
LVDS JPMorgan Fundamental Data Science Large Value ETF	15.18%	7.40%

Correlation

The correlation between CSTK and LVDS is 0.94, 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 14, 2025	0.94

Return for Risk

CSTK vs. LVDS — Risk / Return Rank

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

CSTK

CSTK Risk / Return Rank: 73
CSTK Sharpe Ratio Rank: 78
CSTK Sortino Ratio Rank: 80
CSTK Omega Ratio Rank: 74
CSTK Calmar Ratio Rank: 64
CSTK Martin Ratio Rank: 68

LVDS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CSTK vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Contrarian Equity ETF (CSTK) 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.

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.

	CSTK	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	2.26	—	—
Sortino ratio: Return per unit of downside risk	3.24	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	2.91	—	—
Martin ratio: Return relative to average drawdown	11.38	—	—

Drawdowns

CSTK vs. LVDS - Drawdown Comparison

The maximum CSTK drawdown since its inception was -8.87%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for CSTK and LVDS.

Drawdown Indicators

	CSTK	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-8.87%	-6.64%	-2.23%
Max Drawdown (1Y) Largest decline over 1 year	-8.87%	—	—
Current Drawdown Current decline from peak	-0.86%	-1.20%	+0.34%
Average Drawdown Average peak-to-trough decline	-1.24%	-0.95%	-0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	—	—

Volatility

Volatility by Period

	CSTK	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.42%	10.68%	+0.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.64%	10.68%	+0.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.64%	10.68%	+0.96%

CSTK vs. LVDS - Expense Ratio Comparison

CSTK has a 0.35% expense ratio, which is higher than LVDS's 0.30% expense ratio.

Dividends

CSTK vs. LVDS - Dividend Comparison

CSTK's dividend yield for the trailing twelve months is around 2.18%, less than LVDS's 7.45% yield.

Position	TTM	2025
CSTK Invesco Comstock Contrarian Equity ETF	2.18%	1.44%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.45%	8.25%

Frequently Asked Questions

Can I hold both CSTK and LVDS in my portfolio?

With a correlation of 0.94, CSTK and LVDS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, CSTK 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, CSTK or LVDS?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.35% for CSTK.

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

LVDS has the higher dividend yield at 7.45%, compared with 2.18% for CSTK.

What is the main difference between CSTK and LVDS?

They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.35% for CSTK and 0.30% for LVDS.