JVAL vs. LVDS

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan U.S. Value Factor ETF (JVAL) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

JVAL and LVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JVAL is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Value Factor Index. It was launched on Nov 8, 2017. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

JVAL vs. LVDS - Performance Comparison

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

JVAL vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
JVAL JPMorgan U.S. Value Factor ETF	-0.10%	10.14%
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%

Returns By Period

In the year-to-date period, JVAL achieves a -0.10% return, which is significantly lower than LVDS's 1.98% return.

JVAL

• 1D: 2.67%
• 1M: -4.71%
• YTD: -0.10%
• 6M: 3.88%
• 1Y: 20.51%
• 3Y*: 15.45%
• 5Y*: 9.61%
• 10Y*: —

LVDS

• 1D: 1.91%
• 1M: -4.50%
• YTD: 1.98%
• 6M: 5.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JVAL vs. LVDS - Expense Ratio Comparison

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

LVDS

JPMorgan Fundamental Data Science Large Value ETF

JVAL

JPMorgan U.S. Value Factor ETF

Return for Risk

JVAL vs. LVDS — Risk / Return Rank

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

JVAL

JVAL Risk / Return Rank: 65
JVAL Sharpe Ratio Rank: 62
JVAL Sortino Ratio Rank: 64
JVAL Omega Ratio Rank: 64
JVAL Calmar Ratio Rank: 64
JVAL Martin Ratio Rank: 69

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.

JVAL vs. LVDS - Risk-Adjusted Trends Comparison

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

	JVAL	LVDS	Difference
Sharpe ratio Return per unit of total volatility	1.05	—	—
Sortino ratio Return per unit of downside risk	1.58	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.56	—	—
Martin ratio Return relative to average drawdown	6.84	—	—
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

	JVAL	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	1.30	-0.74

Correlation

The correlation between JVAL and LVDS is 0.90, 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

JVAL vs. LVDS - Dividend Comparison

JVAL's dividend yield for the trailing twelve months is around 2.06%, less than LVDS's 8.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JVAL JPMorgan U.S. Value Factor ETF	2.06%	2.08%	2.21%	2.43%	2.46%	1.88%	2.55%	2.58%	2.61%	0.45%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

JVAL vs. LVDS - Drawdown Comparison

The maximum JVAL drawdown since its inception was -40.42%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for JVAL and LVDS.

Drawdown Indicators

	JVAL	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-40.42%	-6.64%	-33.78%
Max Drawdown (1Y) Largest decline over 1 year	-13.56%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.39%	—	—
Current Drawdown Current decline from peak	-6.04%	-4.86%	-1.18%
Average Drawdown Average peak-to-trough decline	-5.39%	-1.04%	-4.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	—	—

Volatility

Volatility by Period

	JVAL	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.54%	10.29%	+9.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.11%	10.29%	+6.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.93%	10.29%	+9.64%