EQIN vs. LVDS

Last updated Jul 17, 2026

EQIN (Columbia U.S. Equity Income 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, EQIN returned 19.91% vs 29.17% for LVDS. A 0.78 correlation means they provide meaningful diversification when combined. EQIN charges 0.35%/yr vs 0.30%/yr for LVDS.

Performance

EQIN vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Equity Income ETF (EQIN) 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, EQIN achieves a 12.09% return, which is significantly lower than LVDS's 19.24% return.

EQIN

• 1D: 0.82%
• 1M: 1.31%
• 6M: 8.53%
• YTD: 12.09%
• 1Y: 19.91%
• 3Y*: 14.67%
• 5Y*: 11.28%
• 10Y*: 12.16%

LVDS

• 1D: 0.73%
• 1M: 2.52%
• 6M: 15.52%
• YTD: 19.24%
• 1Y: 29.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EQIN vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
EQIN Columbia U.S. Equity Income ETF	12.09%	5.59%
LVDS JPMorgan Fundamental Data Science Large Value ETF	19.24%	7.40%

Correlation

The correlation between EQIN and LVDS is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.78

The correlation between EQIN and LVDS has been stable across timeframes, ranging from 0.78 to 0.78 - a consistent structural relationship.

EQIN vs. LVDS - Sectors Allocation Comparison

Sectors	EQIN	LVDS
Financial Services	27.6%	18.7%
Energy	14.3%	6.6%
Technology	11.1%	18.7%
Industrials	10.3%	12.1%
Consumer Defensive	9.9%	6.4%
Consumer Cyclical	8.2%	8.4%
Communication Services	6.3%	7.5%
Healthcare	6.3%	10.1%
Utilities	4.0%	4.7%
Basic Materials	2.0%	2.7%
Real Estate	-	4.1%

Return for Risk

EQIN vs. LVDS — Risk / Return Rank

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

EQIN

EQIN Risk / Return Rank: 77
EQIN Sharpe Ratio Rank: 76
EQIN Sortino Ratio Rank: 79
EQIN Omega Ratio Rank: 72
EQIN Calmar Ratio Rank: 84
EQIN Martin Ratio Rank: 75

LVDS

LVDS Risk / Return Rank: 93
LVDS Sharpe Ratio Rank: 94
LVDS Sortino Ratio Rank: 94
LVDS Omega Ratio Rank: 92
LVDS Calmar Ratio Rank: 90
LVDS Martin Ratio Rank: 92

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.

EQIN vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Equity Income ETF (EQIN) 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.

	EQIN	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	1.93	2.79	-0.86
Sortino ratio: Return per unit of downside risk	2.84	3.94	-1.11
Omega ratio: Gain probability vs. loss probability	1.34	1.50	-0.17
Calmar ratio: Return relative to maximum drawdown	3.70	4.41	-0.72
Martin ratio: Return relative to average drawdown	11.07	17.88	-6.81

EQIN vs. LVDS - Sharpe Ratio Comparison

The current EQIN Sharpe Ratio is 1.93, which is lower than the LVDS Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of EQIN 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

EQIN vs. LVDS - Drawdown Comparison

The maximum EQIN drawdown since its inception was -42.16%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for EQIN and LVDS.

Drawdown Indicators

	EQIN	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-42.16%	-6.64%	-35.52%
Max Drawdown (1Y) Largest decline over 1 year	-5.41%	-6.64%	+1.23%
Max Drawdown (3Y) Largest decline over 3 years	-12.05%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.51%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.16%	—	—
Current Drawdown Current decline from peak	-0.09%	0.00%	-0.09%
Average Drawdown Average peak-to-trough decline	-4.84%	-0.92%	-3.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	1.64%	+0.16%

Volatility

EQIN vs. LVDS - Volatility Comparison

Columbia U.S. Equity Income ETF (EQIN) and JPMorgan Fundamental Data Science Large Value ETF (LVDS) have volatilities of 2.98% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQIN	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	2.88%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	7.26%	8.16%	-0.90%
Volatility (1Y) Calculated over the trailing 1-year period	10.37%	10.50%	-0.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.58%	10.56%	+4.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.46%	10.56%	+7.90%

EQIN vs. LVDS - Expense Ratio Comparison

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

Dividends

EQIN vs. LVDS - Dividend Comparison

EQIN's dividend yield for the trailing twelve months is around 1.86%, less than LVDS's 7.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EQIN Columbia U.S. Equity Income ETF	1.86%	2.05%	4.34%	2.41%	2.71%	2.57%	2.54%	2.70%	7.81%	11.52%	2.44%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.55%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EQIN and LVDS in my portfolio?

EQIN and LVDS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EQIN or LVDS?

EQIN has higher volatility (2.98%) compared to LVDS (2.88%). In terms of maximum drawdown, EQIN dropped -42.16% vs LVDS's -6.64%.

Which ETF is better, EQIN or LVDS?

On 1-year performance, LVDS leads with 29.17% vs 19.91% for EQIN. On fees, LVDS is cheaper at 0.30% per year. On volatility, LVDS has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EQIN or LVDS?

Over the 1-year period, LVDS has performed better with a 29.17% return vs 19.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EQIN or LVDS?

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

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

LVDS has the higher dividend yield at 7.55%, compared with 1.86% for EQIN.

What is the main difference between EQIN and LVDS?

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

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (2.79 vs 1.93), 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.