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ILCV vs. LVDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ILCV vs. LVDS

Last updated Jun 4, 2026

ILCV (iShares Morningstar Value ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. ILCV is passively managed, while LVDS is actively managed. Their correlation of 0.90 suggests significant overlap in exposure. ILCV charges 0.04%/yr vs 0.30%/yr for LVDS.

Performance

ILCV vs. LVDS - Performance Comparison

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

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Returns By Period

In the year-to-date period, ILCV achieves a 7.75% return, which is significantly lower than LVDS's 13.56% return.

ILCV

1D
-0.44%
1M
2.76%
YTD
7.75%
6M
7.41%
1Y
26.58%
3Y*
18.61%
5Y*
11.42%
10Y*
11.68%

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)

ILCV vs. LVDS - Yearly Performance Comparison

2026 (YTD)2025
ILCV
iShares Morningstar Value ETF		7.75%12.68%
LVDS
JPMorgan Fundamental Data Science Large Value ETF		13.56%7.24%

Correlation

The correlation between ILCV and LVDS is 0.90, 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

0.90

ILCV vs. LVDS - Sectors Allocation Comparison

Sectors
ILCV
LVDS

Technology

23.8%
15.9%

Financial Services

16.5%
18.3%

Healthcare

11.5%
8.6%

Consumer Cyclical

9.5%
8.0%

Industrials

8.8%
10.2%

Communication Services

8.0%
7.5%

Consumer Defensive

7.6%
6.5%

Energy

6.0%
6.6%

Utilities

3.5%
4.8%

Basic Materials

2.4%
1.7%

Real Estate

2.0%
4.2%

Technology

ILCV
23.8%
LVDS
15.9%

Financial Services

ILCV
16.5%
LVDS
18.3%

Healthcare

ILCV
11.5%
LVDS
8.6%

Consumer Cyclical

ILCV
9.5%
LVDS
8.0%

Industrials

ILCV
8.8%
LVDS
10.2%

Communication Services

ILCV
8.0%
LVDS
7.5%

Consumer Defensive

ILCV
7.6%
LVDS
6.5%

Energy

ILCV
6.0%
LVDS
6.6%

Utilities

ILCV
3.5%
LVDS
4.8%

Basic Materials

ILCV
2.4%
LVDS
1.7%

Real Estate

ILCV
2.0%
LVDS
4.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Morningstar Value ETF

JPMorgan Fundamental Data Science Large Value ETF

Often compared with ILCV:
ILCV vs. VTVILCV vs. AVLVILCV vs. FIOOXILCV vs. SCHDILCV vs. HDVILCV vs. MGVILCV vs. SPY
Often compared with LVDS:
LVDS vs. FVALLVDS vs. DFRALVDS vs. DHLXLVDS vs. CAMXLVDS vs. VTVLVDS vs. FCFYLVDS vs. CSTK

Return for Risk

ILCV vs. LVDS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ILCV
ILCV Risk / Return Rank: 8282
Overall Rank
ILCV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ILCV Sortino Ratio Rank: 8484
Sortino Ratio Rank
ILCV Omega Ratio Rank: 8181
Omega Ratio Rank
ILCV Calmar Ratio Rank: 7979
Calmar Ratio Rank
ILCV Martin Ratio Rank: 8383
Martin Ratio Rank
LVDS
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.

ILCV vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Value ETF (ILCV) 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.

ILCVLVDSDifference
Sharpe ratioReturn per unit of total volatility
2.72

—

—

Sortino ratioReturn per unit of downside risk
3.85

—

—

Omega ratioGain probability vs. loss probability

1.50

—

—

Calmar ratioReturn relative to maximum drawdown

4.08

—

—

Martin ratioReturn relative to average drawdown

16.87

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILCV vs. LVDS - Sharpe Ratio Comparison

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Sharpe Ratios by Period

ILCVLVDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.72

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

2.39

-1.92

Drawdowns

ILCV vs. LVDS - Drawdown Comparison

The maximum ILCV drawdown since its inception was -58.63%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for ILCV and LVDS.

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Drawdown Indicators

ILCVLVDSDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-6.64%

-51.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-18.58%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-35.53%

—

—

Current Drawdown

Current decline from peak

-0.60%

0.00%

-0.60%

Average Drawdown

Average peak-to-trough decline

-9.32%

-0.98%

-8.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

—

—

Volatility

ILCV vs. LVDS - Volatility Comparison

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Volatility by Period

ILCVLVDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.01%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

6.97%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

9.82%

10.43%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

10.43%

+3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

10.43%

+6.23%

ILCV vs. LVDS - Expense Ratio Comparison

ILCV has a 0.04% expense ratio, which is lower than LVDS's 0.30% expense ratio.

Dividends

ILCV vs. LVDS - Dividend Comparison

ILCV's dividend yield for the trailing twelve months is around 1.63%, less than LVDS's 7.56% yield.

PositionTTM20252024202320222021202020192018201720162015
ILCV
iShares Morningstar Value ETF		1.63%1.77%1.99%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%
LVDS
JPMorgan Fundamental Data Science Large Value ETF		7.56%8.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.90, ILCV and LVDS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ILCV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ILCV is cheaper with a 0.04% expense ratio, compared with 0.30% for LVDS.

LVDS has the higher dividend yield at 7.56%, compared with 1.63% for ILCV.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.04% for ILCV and 0.30% for LVDS.

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