DVAL vs. LVDS

Last updated Jun 4, 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. Their correlation of 0.85 suggests significant overlap in exposure. 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 6.15% return, which is significantly lower than LVDS's 13.56% return.

DVAL

• 1D: -0.80%
• 1M: 1.63%
• YTD: 6.15%
• 6M: 7.12%
• 1Y: 12.93%
• 3Y*: 12.66%
• 5Y*: —
• 10Y*: —

LVDS

• 1D: 0.18%
• 1M: 3.85%
• YTD: 13.56%
• 6M: 14.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DVAL vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	6.15%	2.08%
LVDS JPMorgan Fundamental Data Science Large Value ETF	13.56%	7.24%

Correlation

The correlation between DVAL and LVDS is 0.85, 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	0.85

DVAL vs. LVDS - Sectors Allocation Comparison

Sectors	DVAL	LVDS
Financial Services	31.6%	18.3%
Industrials	14.7%	10.2%
Technology	11.1%	15.9%
Consumer Cyclical	10.2%	8.0%
Communication Services	10.0%	7.5%
Healthcare	7.9%	8.6%
Consumer Defensive	6.6%	6.5%
Energy	6.1%	6.6%
Utilities	1.1%	4.8%
Basic Materials	0.1%	1.7%
Real Estate	-	4.2%

Return for Risk

DVAL vs. LVDS — Risk / Return Rank

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

DVAL

DVAL Risk / Return Rank: 37
DVAL Sharpe Ratio Rank: 35
DVAL Sortino Ratio Rank: 35
DVAL Omega Ratio Rank: 32
DVAL Calmar Ratio Rank: 43
DVAL Martin Ratio Rank: 42

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.

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.

	DVAL	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	1.23	—	—
Sortino ratio: Return per unit of downside risk	1.84	—	—
Omega ratio: Gain probability vs. loss probability	1.21	—	—
Calmar ratio: Return relative to maximum drawdown	2.09	—	—
Martin ratio: Return relative to average drawdown	6.71	—	—
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

	DVAL	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	2.39	-1.63

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%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.11%	—	—
Current Drawdown Current decline from peak	-1.09%	0.00%	-1.09%
Average Drawdown Average peak-to-trough decline	-3.64%	-0.98%	-2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	—	—

Volatility

Volatility by Period

	DVAL	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.59%	10.43%	+0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.24%	10.43%	+3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.24%	10.43%	+3.81%

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 1.88%, less than LVDS's 7.56% yield.

Position	TTM	2025	2024	2023	2022
DVAL BrandywineGLOBAL Dynamic U.S. Large Cap Value ETF	1.88%	2.00%	2.82%	1.16%	13.13%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.56%	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 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DVAL 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, 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 7.56%, compared with 1.88% 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.