ELCV vs. LVDS

Last updated Jun 24, 2026

ELCV (Eventide High Dividend ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. ELCV charges 0.49%/yr vs 0.30%/yr for LVDS.

Performance

ELCV vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide High Dividend ETF (ELCV) 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, ELCV achieves a 23.11% return, which is significantly higher than LVDS's 15.18% return.

ELCV

• 1D: -0.82%
• 1M: 3.30%
• YTD: 23.11%
• 6M: 22.31%
• 1Y: 32.57%
• 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)

ELCV vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
ELCV Eventide High Dividend ETF	23.11%	4.42%
LVDS JPMorgan Fundamental Data Science Large Value ETF	15.18%	7.40%

Correlation

The correlation between ELCV and LVDS is 0.83, 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	0.83

Return for Risk

ELCV vs. LVDS — Risk / Return Rank

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

ELCV

ELCV Risk / Return Rank: 89
ELCV Sharpe Ratio Rank: 89
ELCV Sortino Ratio Rank: 88
ELCV Omega Ratio Rank: 85
ELCV Calmar Ratio Rank: 94
ELCV Martin Ratio Rank: 93

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.

ELCV vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide High Dividend ETF (ELCV) 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.

	ELCV	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	2.74	—	—
Sortino ratio: Return per unit of downside risk	3.70	—	—
Omega ratio: Gain probability vs. loss probability	1.48	—	—
Calmar ratio: Return relative to maximum drawdown	6.48	—	—
Martin ratio: Return relative to average drawdown	22.65	—	—

Drawdowns

ELCV vs. LVDS - Drawdown Comparison

The maximum ELCV drawdown since its inception was -18.38%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for ELCV and LVDS.

Drawdown Indicators

	ELCV	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-18.38%	-6.64%	-11.74%
Max Drawdown (1Y) Largest decline over 1 year	-5.05%	—	—
Current Drawdown Current decline from peak	-0.82%	-1.20%	+0.38%
Average Drawdown Average peak-to-trough decline	-3.65%	-0.95%	-2.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.44%	—	—

Volatility

Volatility by Period

	ELCV	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.97%	10.68%	+1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.46%	10.68%	+4.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.46%	10.68%	+4.78%

ELCV vs. LVDS - Expense Ratio Comparison

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

Dividends

ELCV vs. LVDS - Dividend Comparison

ELCV's dividend yield for the trailing twelve months is around 1.73%, less than LVDS's 7.45% yield.

Position	TTM	2025	2024
ELCV Eventide High Dividend ETF	1.73%	2.34%	0.29%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.45%	8.25%	0.00%

Frequently Asked Questions

Can I hold both ELCV and LVDS in my portfolio?

ELCV 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 ETF is better, ELCV 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, ELCV or LVDS?

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

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

LVDS has the higher dividend yield at 7.45%, compared with 1.73% for ELCV.

What is the main difference between ELCV and LVDS?

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