FCFY vs. LVDS

Last updated Jul 17, 2026

FCFY (First Trust S&P 500 Diversified Free Cash Flow ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. FCFY is passively managed, while LVDS is actively managed. Over the past year, FCFY returned 13.60% vs 29.17% for LVDS. A 0.68 correlation means they provide meaningful diversification when combined. FCFY charges 0.60%/yr vs 0.30%/yr for LVDS.

Performance

FCFY vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) 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, FCFY achieves a 2.26% return, which is significantly lower than LVDS's 19.24% return.

FCFY

• 1D: 1.21%
• 1M: 2.13%
• 6M: 1.06%
• YTD: 2.26%
• 1Y: 13.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

FCFY vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
FCFY First Trust S&P 500 Diversified Free Cash Flow ETF	2.26%	8.84%
LVDS JPMorgan Fundamental Data Science Large Value ETF	19.24%	7.40%

Correlation

The correlation between FCFY and LVDS is 0.68, 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	0.68
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.68

The correlation between FCFY and LVDS has been stable across timeframes, ranging from 0.68 to 0.68 - a consistent structural relationship.

FCFY vs. LVDS - Sectors Allocation Comparison

Sectors	FCFY	LVDS
Technology	40.9%	18.7%
Financial Services	10.7%	18.7%
Consumer Cyclical	9.9%	8.4%
Healthcare	9.8%	10.1%
Communication Services	9.2%	7.5%
Industrials	5.6%	12.1%
Consumer Defensive	4.8%	6.4%
Energy	3.4%	6.6%
Utilities	2.2%	4.7%
Real Estate	1.9%	4.1%
Basic Materials	1.6%	2.7%

Return for Risk

FCFY vs. LVDS — Risk / Return Rank

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

FCFY

FCFY Risk / Return Rank: 28
FCFY Sharpe Ratio Rank: 28
FCFY Sortino Ratio Rank: 28
FCFY Omega Ratio Rank: 27
FCFY Calmar Ratio Rank: 28
FCFY Martin Ratio Rank: 27

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.

FCFY vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) 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.

	FCFY	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	0.85	2.79	-1.95
Sortino ratio: Return per unit of downside risk	1.29	3.94	-2.65
Omega ratio: Gain probability vs. loss probability	1.16	1.50	-0.35
Calmar ratio: Return relative to maximum drawdown	1.14	4.41	-3.27
Martin ratio: Return relative to average drawdown	2.85	17.88	-15.04

FCFY vs. LVDS - Sharpe Ratio Comparison

The current FCFY Sharpe Ratio is 0.85, which is lower than the LVDS Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of FCFY 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

FCFY vs. LVDS - Drawdown Comparison

The maximum FCFY drawdown since its inception was -21.36%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for FCFY and LVDS.

Drawdown Indicators

	FCFY	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-21.36%	-6.64%	-14.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.94%	-6.64%	-5.30%
Current Drawdown Current decline from peak	-2.97%	0.00%	-2.97%
Average Drawdown Average peak-to-trough decline	-3.56%	-0.92%	-2.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.79%	1.64%	+3.15%

Volatility

FCFY vs. LVDS - Volatility Comparison

First Trust S&P 500 Diversified Free Cash Flow ETF (FCFY) has a higher volatility of 4.35% compared to JPMorgan Fundamental Data Science Large Value ETF (LVDS) at 2.88%. This indicates that FCFY'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

	FCFY	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.35%	2.88%	+1.47%
Volatility (6M) Calculated over the trailing 6-month period	11.64%	8.16%	+3.48%
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	10.50%	+5.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.43%	10.56%	+6.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.43%	10.56%	+6.87%

FCFY vs. LVDS - Expense Ratio Comparison

FCFY has a 0.60% expense ratio, which is higher than LVDS's 0.30% expense ratio.

Dividends

FCFY vs. LVDS - Dividend Comparison

FCFY's dividend yield for the trailing twelve months is around 1.44%, less than LVDS's 7.55% yield.

Position	TTM	2025	2024	2023
FCFY First Trust S&P 500 Diversified Free Cash Flow ETF	1.44%	1.48%	1.76%	0.73%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.55%	8.25%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FCFY and LVDS in my portfolio?

FCFY and LVDS have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCFY or LVDS?

FCFY has higher volatility (4.35%) compared to LVDS (2.88%). In terms of maximum drawdown, FCFY dropped -21.36% vs LVDS's -6.64%.

Which ETF is better, FCFY or LVDS?

On 1-year performance, LVDS leads with 29.17% vs 13.60% for FCFY. 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, FCFY or LVDS?

Over the 1-year period, LVDS has performed better with a 29.17% return vs 13.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FCFY or LVDS?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.60% for FCFY.

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

LVDS has the higher dividend yield at 7.55%, compared with 1.44% for FCFY.

What is the main difference between FCFY and LVDS?

They also come from different issuers: First Trust and JPMorgan. Their fees differ too: 0.60% for FCFY and 0.30% for LVDS.

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (2.79 vs 0.84), 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.