KVLE vs. LVDS

Last updated Apr 1, 2026

Compare and contrast key facts about KFA Value Liner Dynamic Core Equity Index ETF (KVLE) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

KVLE and LVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KVLE is a passively managed fund by CICC that tracks the performance of the 3D/L Value Line Dynamic Core Equity Index. It was launched on Nov 24, 2020. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

KVLE vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KFA Value Liner Dynamic Core Equity Index ETF (KVLE) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

KVLE vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
KVLE KFA Value Liner Dynamic Core Equity Index ETF	-2.24%	3.79%
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%

Returns By Period

In the year-to-date period, KVLE achieves a -2.24% return, which is significantly lower than LVDS's 1.98% return.

KVLE

• 1D: 2.22%
• 1M: -5.83%
• YTD: -2.24%
• 6M: -3.41%
• 1Y: 8.52%
• 3Y*: 10.14%
• 5Y*: 8.53%
• 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)

KVLE vs. LVDS - Expense Ratio Comparison

KVLE has a 0.56% expense ratio, which is higher than LVDS's 0.30% expense ratio.

KVLE

KFA Value Liner Dynamic Core Equity Index ETF

LVDS

JPMorgan Fundamental Data Science Large Value ETF

Return for Risk

KVLE vs. LVDS — Risk / Return Rank

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

KVLE

KVLE Risk / Return Rank: 32
KVLE Sharpe Ratio Rank: 29
KVLE Sortino Ratio Rank: 30
KVLE Omega Ratio Rank: 31
KVLE Calmar Ratio Rank: 33
KVLE Martin Ratio Rank: 36

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.

KVLE vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KFA Value Liner Dynamic Core Equity Index ETF (KVLE) 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.

	KVLE	LVDS	Difference
Sharpe ratio Return per unit of total volatility	0.53	—	—
Sortino ratio Return per unit of downside risk	0.87	—	—
Omega ratio Gain probability vs. loss probability	1.12	—	—
Calmar ratio Return relative to maximum drawdown	0.83	—	—
Martin ratio Return relative to average drawdown	3.33	—	—
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

	KVLE	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.53	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	1.30	-0.57

Correlation

The correlation between KVLE and LVDS is 0.84, 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

KVLE vs. LVDS - Dividend Comparison

KVLE's dividend yield for the trailing twelve months is around 8.23%, less than LVDS's 8.42% yield.

	TTM	2025	2024	2023	2022	2021	2020
KVLE KFA Value Liner Dynamic Core Equity Index ETF	8.23%	7.90%	7.99%	2.53%	5.78%	9.51%	0.35%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

KVLE vs. LVDS - Drawdown Comparison

The maximum KVLE drawdown since its inception was -18.38%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for KVLE and LVDS.

Drawdown Indicators

	KVLE	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-18.38%	-6.64%	-11.74%
Max Drawdown (1Y) Largest decline over 1 year	-11.56%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.38%	—	—
Current Drawdown Current decline from peak	-7.58%	-4.86%	-2.72%
Average Drawdown Average peak-to-trough decline	-3.27%	-1.04%	-2.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	—	—

Volatility

Volatility by Period

	KVLE	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.57%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.21%	10.29%	+5.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.54%	10.29%	+4.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.44%	10.29%	+4.15%