FLV vs. LVDS

Last updated Apr 2, 2026

Compare and contrast key facts about American Century Focused Large Cap Value ETF (FLV) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

FLV and LVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLV is an actively managed fund by American Century. It was launched on Mar 31, 2020. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

FLV vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Focused Large Cap Value ETF (FLV) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

FLV vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
FLV American Century Focused Large Cap Value ETF	1.30%	7.61%
LVDS JPMorgan Fundamental Data Science Large Value ETF	2.47%	7.24%

Returns By Period

In the year-to-date period, FLV achieves a 1.30% return, which is significantly lower than LVDS's 2.47% return.

FLV

• 1D: -0.17%
• 1M: -6.26%
• YTD: 1.30%
• 6M: 4.73%
• 1Y: 12.16%
• 3Y*: 11.87%
• 5Y*: 8.92%
• 10Y*: —

LVDS

• 1D: 0.48%
• 1M: -4.12%
• YTD: 2.47%
• 6M: 6.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FLV vs. LVDS - Expense Ratio Comparison

FLV has a 0.42% expense ratio, which is higher than LVDS's 0.30% expense ratio.

FLV

American Century Focused Large Cap Value ETF

LVDS

JPMorgan Fundamental Data Science Large Value ETF

Return for Risk

FLV vs. LVDS — Risk / Return Rank

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

FLV

FLV Risk / Return Rank: 44
FLV Sharpe Ratio Rank: 47
FLV Sortino Ratio Rank: 45
FLV Omega Ratio Rank: 46
FLV Calmar Ratio Rank: 40
FLV 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.

FLV vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Large Cap Value ETF (FLV) 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.

	FLV	LVDS	Difference
Sharpe ratio Return per unit of total volatility	0.91	—	—
Sortino ratio Return per unit of downside risk	1.31	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	1.12	—	—
Martin ratio Return relative to average drawdown	4.28	—	—
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

	FLV	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	1.37	-0.33

Correlation

The correlation between FLV and LVDS is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FLV vs. LVDS - Dividend Comparison

FLV's dividend yield for the trailing twelve months is around 1.74%, less than LVDS's 8.38% yield.

	TTM	2025	2024	2023	2022	2021	2020
FLV American Century Focused Large Cap Value ETF	1.74%	1.90%	2.07%	2.07%	4.98%	4.05%	0.87%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.38%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FLV vs. LVDS - Drawdown Comparison

The maximum FLV drawdown since its inception was -15.06%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for FLV and LVDS.

Drawdown Indicators

	FLV	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-15.06%	-6.64%	-8.42%
Max Drawdown (1Y) Largest decline over 1 year	-10.12%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.06%	—	—
Current Drawdown Current decline from peak	-6.46%	-4.41%	-2.05%
Average Drawdown Average peak-to-trough decline	-2.73%	-1.06%	-1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	—	—

Volatility

Volatility by Period

	FLV	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.33%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.39%	10.28%	+3.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.68%	10.28%	+2.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.36%	10.28%	+4.08%