DVAL vs. LVDS

Last updated Aug 2, 2026

DVAL (BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, DVAL returned 18.55% vs 32.37% for LVDS. Their correlation of 0.83 means they have usually moved in the same direction. DVAL charges 0.49%/yr vs 0.30%/yr for LVDS.

Performance

DVAL vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) 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, DVAL achieves a 13.26% return, which is significantly lower than LVDS's 21.33% return.

DVAL

• 1D: 0.33%
• 1M: 2.88%
• 6M: 8.79%
• YTD: 13.26%
• 1Y: 18.55%
• 3Y*: 12.37%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.11%

LVDS

• 1D: 0.63%
• 1M: 3.07%
• 6M: 15.80%
• YTD: 21.33%
• 1Y: 32.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.81%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	$286.13K	$154.34K	$233.85K
LVDS JPMorgan Fundamental Data Science Large Value ETF	$280.78K	$226.17K	$161.39K

DVAL vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	13.26%	2.44%
LVDS JPMorgan Fundamental Data Science Large Value ETF	21.33%	7.40%

Correlation

The correlation between DVAL and LVDS is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.83

The correlation between DVAL and LVDS has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

DVAL vs. LVDS - Sectors Allocation Comparison

Sectors	DVAL	LVDS
Financial Services	32.9%	18.5%
Industrials	14.1%	11.7%
Technology	14.0%	19.0%
Consumer Cyclical	10.1%	12.2%
Healthcare	9.4%	11.8%
Communication Services	9.3%	3.4%
Energy	5.5%	5.8%
Consumer Defensive	4.3%	6.2%
Utilities	0.3%	4.6%
Basic Materials	0.1%	2.7%
Real Estate	-	4.1%

Return for Risk

DVAL vs. LVDS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DVAL

DVAL Risk / Return Rank: 73
DVAL Sharpe Ratio Rank: 71
DVAL Sortino Ratio Rank: 74
DVAL Omega Ratio Rank: 66
DVAL Calmar Ratio Rank: 78
DVAL Martin Ratio Rank: 75

LVDS

LVDS Risk / Return Rank: 95
LVDS Sharpe Ratio Rank: 96
LVDS Sortino Ratio Rank: 95
LVDS Omega Ratio Rank: 94
LVDS Calmar Ratio Rank: 93
LVDS Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DVAL vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) 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.

	DVAL	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	1.63	2.92	-1.29
Sortino ratio: Return per unit of downside risk	2.41	4.09	-1.68
Omega ratio: Gain probability vs. loss probability	1.28	1.52	-0.24
Calmar ratio: Return relative to maximum drawdown	2.79	4.65	-1.87
Martin ratio: Return relative to average drawdown	9.36	19.27	-9.91

DVAL vs. LVDS - Sharpe Ratio Comparison

The current DVAL Sharpe Ratio is 1.63, which is lower than the LVDS Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of DVAL and LVDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DVAL vs. LVDS - Drawdown Comparison

The maximum DVAL drawdown since its inception was -18.11%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for DVAL and LVDS.

Drawdown Indicators

	DVAL	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-18.11%	-6.64%	-11.47%
Max Drawdown (1Y) Largest decline over 1 year	-6.20%	-6.64%	+0.44%
Max Drawdown (3Y) Largest decline over 3 years	-18.11%	—	—
Current Drawdown Current decline from peak	-0.80%	0.00%	-0.80%
Average Drawdown Average peak-to-trough decline	-3.50%	-0.89%	-2.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	1.60%	+0.24%

Volatility

DVAL vs. LVDS - Volatility Comparison

BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF (DVAL) has a higher volatility of 3.03% compared to JPMorgan Fundamental Data Science Large Value ETF (LVDS) at 2.79%. This indicates that DVAL's price experiences larger fluctuations and is considered to be riskier than LVDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DVAL	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.03%	2.79%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	7.73%	8.12%	-0.39%
Volatility (1Y) Calculated over the trailing 1-year period	10.61%	10.62%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.11%	10.53%	+3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.11%	10.53%	+3.58%

DVAL vs. LVDS - Expense Ratio Comparison

DVAL has a 0.49% expense ratio, which is higher than LVDS's 0.30% expense ratio.

Dividends

DVAL vs. LVDS - Dividend Comparison

DVAL's dividend yield for the trailing twelve months is around 1.77%, less than LVDS's 7.42% yield.

Position	TTM	2025	2024	2023	2022
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	1.77%	2.00%	2.82%	1.16%	13.13%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.42%	8.25%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DVAL and LVDS in my portfolio?

DVAL and LVDS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DVAL or LVDS?

DVAL has higher volatility (3.03%) compared to LVDS (2.79%). In terms of maximum drawdown, DVAL dropped -18.11% vs LVDS's -6.64%.

Which ETF is better, DVAL or LVDS?

On 1-year performance, LVDS leads with 32.37% vs 18.55% for DVAL. On fees, LVDS is cheaper at 0.30% per year. On volatility, LVDS has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DVAL or LVDS?

Over the 1-year period, LVDS has performed better with a 32.37% return vs 18.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DVAL or LVDS?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.49% for DVAL.

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

LVDS has the higher dividend yield at 7.42%, compared with 1.77% for DVAL.

What is the main difference between DVAL and LVDS?

They also come from different issuers: BrandywineGLOBAL and JPMorgan. Their fees differ too: 0.49% for DVAL and 0.30% for LVDS.

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (2.92 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.