LCDS vs. MTUM
LCDS (JPMorgan Fundamental Data Science Large Core ETF) and MTUM (iShares MSCI USA Momentum Factor ETF) are both exchange-traded funds - LCDS is a Large Cap Blend Equities fund actively managed by JPMorgan, while MTUM is a Momentum fund tracking the MSCI USA Momentum SR Variant Index. LCDS is actively managed, while MTUM is passively managed. Over the past year, LCDS returned 27.91% vs 40.55% for MTUM. Their correlation of 0.86 suggests significant overlap in exposure. LCDS charges 0.30%/yr vs 0.15%/yr for MTUM.
Performance
LCDS vs. MTUM - Performance Comparison
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Returns By Period
In the year-to-date period, LCDS achieves a 10.64% return, which is significantly lower than MTUM's 30.30% return.
LCDS
- 1D
- 0.29%
- 1M
- 4.42%
- YTD
- 10.64%
- 6M
- 11.27%
- 1Y
- 27.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MTUM
- 1D
- -1.10%
- 1M
- 11.94%
- YTD
- 30.30%
- 6M
- 29.99%
- 1Y
- 40.55%
- 3Y*
- 34.34%
- 5Y*
- 14.96%
- 10Y*
- 17.19%
LCDS vs. MTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LCDS JPMorgan Fundamental Data Science Large Core ETF | 10.64% | 17.66% | 10.32% |
MTUM iShares MSCI USA Momentum Factor ETF | 30.30% | 22.15% | 13.84% |
Correlation
The correlation between LCDS and MTUM is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2024 | 0.86 |
The correlation between LCDS and MTUM has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
LCDS vs. MTUM — Risk / Return Rank
LCDS
MTUM
LCDS vs. MTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Core ETF (LCDS) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.
| LCDS | MTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.38 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 3.53 | -0.43 |
| Martin ratioReturn relative to average drawdown | 14.00 | 14.10 | -0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LCDS | MTUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.14 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.73 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.37 | 0.84 | +0.52 |
Drawdowns
LCDS vs. MTUM - Drawdown Comparison
The maximum LCDS drawdown since its inception was -18.39%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for LCDS and MTUM.
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Drawdown Indicators
| LCDS | MTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.39% | -34.08% | +15.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -11.54% | +2.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.99% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.08% | — |
Current DrawdownCurrent decline from peak | -0.33% | -1.10% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -2.18% | -6.21% | +4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.89% | -0.89% |
Volatility
LCDS vs. MTUM - Volatility Comparison
The current volatility for JPMorgan Fundamental Data Science Large Core ETF (LCDS) is 2.73%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 7.67%. This indicates that LCDS experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCDS | MTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 7.67% | -4.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 16.51% | -7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 19.08% | -7.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 20.60% | -4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 21.03% | -4.81% |
LCDS vs. MTUM - Expense Ratio Comparison
LCDS has a 0.30% expense ratio, which is higher than MTUM's 0.15% expense ratio.
Dividends
LCDS vs. MTUM - Dividend Comparison
LCDS's dividend yield for the trailing twelve months is around 0.87%, more than MTUM's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCDS JPMorgan Fundamental Data Science Large Core ETF | 0.87% | 0.92% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MTUM iShares MSCI USA Momentum Factor ETF | 0.60% | 0.91% | 0.75% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% |
Frequently Asked Questions
LCDS and MTUM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTUM has higher volatility (7.67%) compared to LCDS (2.73%). In terms of maximum drawdown, LCDS dropped -18.39% vs MTUM's -34.08%.
On 1-year performance, MTUM leads with 40.55% vs 27.91% for LCDS. On fees, MTUM is cheaper at 0.15% per year. On volatility, LCDS has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MTUM has performed better with a 40.55% return vs 27.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MTUM is cheaper with a 0.15% expense ratio, compared with 0.30% for LCDS.
LCDS has the higher dividend yield at 0.87%, compared with 0.60% for MTUM.
LCDS is categorized as Large Cap Blend Equities, while MTUM is Momentum. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.30% for LCDS and 0.15% for MTUM.
LCDS currently has the higher Sharpe Ratio (2.40 vs 2.14), 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.
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