JMOM vs. LVDS

Last updated Jun 25, 2026

JMOM (JPMorgan U.S. Momentum Factor ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both exchange-traded funds - JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index, while LVDS is a Large Cap Value Equities fund actively managed by JPMorgan. JMOM is passively managed, while LVDS is actively managed. A 0.76 correlation means they provide meaningful diversification when combined. JMOM charges 0.12%/yr vs 0.30%/yr for LVDS.

Performance

JMOM vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Momentum Factor ETF (JMOM) 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, JMOM achieves a 21.80% return, which is significantly higher than LVDS's 15.33% return.

JMOM

• 1D: -0.10%
• 1M: 2.98%
• YTD: 21.80%
• 6M: 19.67%
• 1Y: 32.36%
• 3Y*: 27.42%
• 5Y*: 15.02%
• 10Y*: —

LVDS

• 1D: -0.20%
• 1M: 2.91%
• YTD: 15.33%
• 6M: 14.27%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JMOM vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
JMOM JPMorgan U.S. Momentum Factor ETF	21.80%	7.44%
LVDS JPMorgan Fundamental Data Science Large Value ETF	15.33%	7.40%

Correlation

The correlation between JMOM and LVDS is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.76

JMOM vs. LVDS - Sectors Allocation Comparison

Sectors	JMOM	LVDS
Technology	43.1%	18.7%
Industrials	12.0%	12.1%
Financial Services	9.0%	18.7%
Healthcare	8.1%	10.1%
Communication Services	7.7%	7.5%
Consumer Cyclical	6.3%	8.4%
Consumer Defensive	5.0%	6.4%
Energy	3.3%	6.6%
Real Estate	2.2%	4.1%
Utilities	2.0%	4.7%
Basic Materials	1.3%	2.7%

Return for Risk

JMOM vs. LVDS — Risk / Return Rank

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

JMOM

JMOM Risk / Return Rank: 78
JMOM Sharpe Ratio Rank: 73
JMOM Sortino Ratio Rank: 71
JMOM Omega Ratio Rank: 70
JMOM Calmar Ratio Rank: 84
JMOM Martin Ratio Rank: 90

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.

JMOM vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Momentum Factor ETF (JMOM) 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.

	JMOM	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	2.09	—	—
Sortino ratio: Return per unit of downside risk	2.84	—	—
Omega ratio: Gain probability vs. loss probability	1.37	—	—
Calmar ratio: Return relative to maximum drawdown	4.13	—	—
Martin ratio: Return relative to average drawdown	18.51	—	—

Drawdowns

JMOM vs. LVDS - Drawdown Comparison

The maximum JMOM drawdown since its inception was -34.31%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for JMOM and LVDS.

Drawdown Indicators

	JMOM	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-34.31%	-6.64%	-27.67%
Max Drawdown (1Y) Largest decline over 1 year	-7.87%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.51%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.26%	—	—
Current Drawdown Current decline from peak	-2.45%	-1.07%	-1.38%
Average Drawdown Average peak-to-trough decline	-6.29%	-0.95%	-5.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.75%	—	—

Volatility

Volatility by Period

	JMOM	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.04%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.64%	10.62%	+5.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.86%	10.62%	+8.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.19%	10.62%	+9.57%

JMOM vs. LVDS - Expense Ratio Comparison

JMOM has a 0.12% expense ratio, which is lower than LVDS's 0.30% expense ratio.

Dividends

JMOM vs. LVDS - Dividend Comparison

JMOM's dividend yield for the trailing twelve months is around 0.74%, less than LVDS's 7.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JMOM JPMorgan U.S. Momentum Factor ETF	0.74%	0.86%	0.75%	1.21%	1.39%	0.64%	0.85%	1.11%	1.38%	0.29%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.80%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JMOM and LVDS in my portfolio?

JMOM and LVDS have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JMOM or LVDS?

On fees, JMOM is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JMOM or LVDS?

JMOM is cheaper with a 0.12% expense ratio, compared with 0.30% for LVDS.

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

LVDS has the higher dividend yield at 7.80%, compared with 0.74% for JMOM.

What is the main difference between JMOM and LVDS?

JMOM is categorized as Momentum, while LVDS is Large Cap Value Equities. Their fees differ too: 0.12% for JMOM and 0.30% for LVDS.