LCDS vs. AVIE

Last updated Jul 15, 2026

LCDS (JPMorgan Fundamental Data Science Large Core ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, LCDS returned 21.46% vs 25.47% for AVIE. At a 0.38 correlation, their price movements are largely independent. LCDS charges 0.30%/yr vs 0.25%/yr for AVIE.

Performance

LCDS vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Core ETF (LCDS) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LCDS achieves a 10.76% return, which is significantly lower than AVIE's 16.28% return.

LCDS

• 1D: 0.45%
• 1M: 2.18%
• 6M: 9.14%
• YTD: 10.76%
• 1Y: 21.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AVIE

• 1D: -0.56%
• 1M: 1.10%
• 6M: 13.30%
• YTD: 16.28%
• 1Y: 25.47%
• 3Y*: 13.32%
• 5Y*: —
• 10Y*: —

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

LCDS vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LCDS JPMorgan Fundamental Data Science Large Core ETF	10.76%	17.66%	10.32%
AVIE Avantis Inflation Focused Equity ETF	16.28%	11.37%	-1.71%

Correlation

The correlation between LCDS and AVIE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (All Time) Calculated using the full available price history since Aug 8, 2024	0.38

The correlation between LCDS and AVIE shifts across timeframes, from 0.19 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LCDS vs. AVIE — Risk / Return Rank

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

LCDS

LCDS Risk / Return Rank: 66
LCDS Sharpe Ratio Rank: 68
LCDS Sortino Ratio Rank: 66
LCDS Omega Ratio Rank: 66
LCDS Calmar Ratio Rank: 60
LCDS Martin Ratio Rank: 70

AVIE

AVIE Risk / Return Rank: 91
AVIE Sharpe Ratio Rank: 92
AVIE Sortino Ratio Rank: 93
AVIE Omega Ratio Rank: 89
AVIE Calmar Ratio Rank: 93
AVIE Martin Ratio Rank: 90

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.

LCDS vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Core ETF (LCDS) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	LCDS	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.51	-0.74
Sortino ratio: Return per unit of downside risk	2.43	3.63	-1.20
Omega ratio: Gain probability vs. loss probability	1.32	1.44	-0.13
Calmar ratio: Return relative to maximum drawdown	2.39	5.15	-2.76
Martin ratio: Return relative to average drawdown	10.19	16.27	-6.08

LCDS vs. AVIE - Sharpe Ratio Comparison

The current LCDS Sharpe Ratio is 1.77, which is comparable to the AVIE Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of LCDS and AVIE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LCDS vs. AVIE - Drawdown Comparison

The maximum LCDS drawdown since its inception was -18.39%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for LCDS and AVIE.

Drawdown Indicators

	LCDS	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-18.39%	-12.39%	-6.00%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-4.97%	-4.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.39%	—
Current Drawdown Current decline from peak	-0.22%	-0.63%	+0.41%
Average Drawdown Average peak-to-trough decline	-2.16%	-2.97%	+0.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	1.58%	+0.53%

Volatility

LCDS vs. AVIE - Volatility Comparison

The current volatility for JPMorgan Fundamental Data Science Large Core ETF (LCDS) is 3.45%, while Avantis Inflation Focused Equity ETF (AVIE) has a volatility of 3.73%. This indicates that LCDS experiences smaller price fluctuations and is considered to be less risky than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCDS	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	3.73%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	7.50%	+2.14%
Volatility (1Y) Calculated over the trailing 1-year period	12.21%	10.21%	+2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	12.90%	+3.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	12.90%	+3.22%

LCDS vs. AVIE - Expense Ratio Comparison

LCDS has a 0.30% expense ratio, which is higher than AVIE's 0.25% expense ratio.

Dividends

LCDS vs. AVIE - Dividend Comparison

LCDS's dividend yield for the trailing twelve months is around 0.86%, less than AVIE's 1.43% yield.

Position	TTM	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	1.43%	1.75%	1.89%	3.72%	0.39%
LCDS JPMorgan Fundamental Data Science Large Core ETF	0.86%	0.92%	0.48%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LCDS and AVIE in my portfolio?

LCDS and AVIE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LCDS or AVIE?

AVIE has higher volatility (3.73%) compared to LCDS (3.45%). In terms of maximum drawdown, LCDS dropped -18.39% vs AVIE's -12.39%.

Which ETF is better, LCDS or AVIE?

On 1-year performance, AVIE leads with 25.47% vs 21.46% for LCDS. On fees, AVIE is cheaper at 0.25% per year. On volatility, LCDS has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LCDS or AVIE?

Over the 1-year period, AVIE has performed better with a 25.47% return vs 21.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LCDS or AVIE?

AVIE is cheaper with a 0.25% expense ratio, compared with 0.30% for LCDS.

Which ETF pays a higher dividend yield, LCDS or AVIE?

AVIE has the higher dividend yield at 1.43%, compared with 0.86% for LCDS.

What is the main difference between LCDS and AVIE?

They also come from different issuers: JPMorgan and Avantis. Their fees differ too: 0.30% for LCDS and 0.25% for AVIE.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (2.51 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.