DHLX vs. LVDS

Last updated Apr 2, 2026

Compare and contrast key facts about Diamond Hill Large Cap Concentrated ETF (DHLX) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

DHLX and LVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DHLX is a passively managed fund by Diamond Hill that tracks the performance of the Actively Managed. It was launched on Feb 26, 2021. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

DHLX vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Diamond Hill Large Cap Concentrated ETF (DHLX) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

DHLX vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
DHLX Diamond Hill Large Cap Concentrated ETF	-2.84%	1.24%
LVDS JPMorgan Fundamental Data Science Large Value ETF	2.47%	3.81%

Returns By Period

In the year-to-date period, DHLX achieves a -2.84% return, which is significantly lower than LVDS's 2.47% return.

DHLX

• 1D: 0.31%
• 1M: -6.17%
• YTD: -2.84%
• 6M: -1.39%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVDS

• 1D: 0.48%
• 1M: -4.12%
• YTD: 2.47%
• 6M: 6.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DHLX vs. LVDS - Expense Ratio Comparison

DHLX has a 0.55% expense ratio, which is higher than LVDS's 0.30% expense ratio.

DHLX

Diamond Hill Large Cap Concentrated ETF

LVDS

JPMorgan Fundamental Data Science Large Value ETF

Return for Risk

DHLX vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Diamond Hill Large Cap Concentrated ETF (DHLX) 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.

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

Sharpe Ratios by Period

	DHLX	LVDS	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.28	1.37	-1.65

Correlation

The correlation between DHLX and LVDS is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DHLX vs. LVDS - Dividend Comparison

DHLX's dividend yield for the trailing twelve months is around 0.42%, less than LVDS's 8.38% yield.

	TTM	2025
DHLX Diamond Hill Large Cap Concentrated ETF	0.42%	0.15%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.38%	8.25%

Drawdowns

DHLX vs. LVDS - Drawdown Comparison

The maximum DHLX drawdown since its inception was -8.40%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for DHLX and LVDS.

Drawdown Indicators

	DHLX	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-8.40%	-6.64%	-1.76%
Current Drawdown Current decline from peak	-6.64%	-4.41%	-2.23%
Average Drawdown Average peak-to-trough decline	-1.91%	-1.06%	-0.85%

Volatility

Volatility by Period

	DHLX	LVDS	Difference
Volatility (1Y) Calculated over the trailing 1-year period	11.68%	10.28%	+1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.68%	10.28%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.68%	10.28%	+1.40%