LVDS vs. BAMV

Last updated Aug 2, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and BAMV (Brookstone Value Stock ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, LVDS returned 32.37% vs 19.28% for BAMV. Their 0.79 correlation means they have sometimes moved together and sometimes differently. LVDS charges 0.30%/yr vs 0.95%/yr for BAMV.

Performance

LVDS vs. BAMV - Performance Comparison

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

Returns By Period

In the year-to-date period, LVDS achieves a 21.33% return, which is significantly higher than BAMV's 14.45% return.

LVDS

• 1D: 0.63%
• 1M: 3.07%
• 6M: 15.80%
• YTD: 21.33%
• 1Y: 32.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.81%

BAMV

• 1D: 0.55%
• 1M: 3.79%
• 6M: 11.36%
• YTD: 14.45%
• 1Y: 19.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.23%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BAMV Brookstone Value Stock ETF	$485.78K	$484.91K	$458.78K
LVDS JPMorgan Fundamental Data Science Large Value ETF	$280.78K	$226.17K	$161.39K

LVDS vs. BAMV - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	21.33%	7.40%
BAMV Brookstone Value Stock ETF	14.45%	1.59%

Correlation

The correlation between LVDS and BAMV is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.79
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.79

The correlation between LVDS and BAMV has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.

LVDS vs. BAMV - Sectors Allocation Comparison

Sectors	LVDS	BAMV
Technology	19.0%	23.8%
Financial Services	18.5%	30.8%
Consumer Cyclical	12.2%	2.3%
Healthcare	11.8%	9.8%
Industrials	11.7%	10.7%
Consumer Defensive	6.2%	0.8%
Energy	5.8%	5.9%
Utilities	4.6%	0.4%
Real Estate	4.1%	2.9%
Communication Services	3.4%	8.0%
Basic Materials	2.7%	4.5%

Return for Risk

LVDS vs. BAMV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LVDS

LVDS Risk / Return Rank: 95
LVDS Sharpe Ratio Rank: 96
LVDS Sortino Ratio Rank: 95
LVDS Omega Ratio Rank: 94
LVDS Calmar Ratio Rank: 93
LVDS Martin Ratio Rank: 94

BAMV

BAMV Risk / Return Rank: 71
BAMV Sharpe Ratio Rank: 67
BAMV Sortino Ratio Rank: 70
BAMV Omega Ratio Rank: 62
BAMV Calmar Ratio Rank: 81
BAMV Martin Ratio Rank: 74

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LVDS vs. BAMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Brookstone Value Stock ETF (BAMV). 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.

	LVDS	BAMV	Difference
Sharpe ratio: Return per unit of total volatility	2.92	1.56	+1.36
Sortino ratio: Return per unit of downside risk	4.09	2.27	+1.82
Omega ratio: Gain probability vs. loss probability	1.52	1.27	+0.25
Calmar ratio: Return relative to maximum drawdown	4.65	2.97	+1.68
Martin ratio: Return relative to average drawdown	19.27	9.28	+9.99

LVDS vs. BAMV - Sharpe Ratio Comparison

The current LVDS Sharpe Ratio is 2.92, which is higher than the BAMV Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of LVDS and BAMV, 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

LVDS vs. BAMV - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum BAMV drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for LVDS and BAMV.

Drawdown Indicators

	LVDS	BAMV	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-14.56%	+7.92%
Max Drawdown (1Y) Largest decline over 1 year	-6.64%	-6.23%	-0.41%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.89%	-1.94%	+1.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	1.99%	-0.39%

Volatility

LVDS vs. BAMV - Volatility Comparison

The current volatility for JPMorgan Fundamental Data Science Large Value ETF (LVDS) is 2.79%, while Brookstone Value Stock ETF (BAMV) has a volatility of 3.01%. This indicates that LVDS experiences smaller price fluctuations and is considered to be less risky than BAMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVDS	BAMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	3.01%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	8.12%	8.56%	-0.44%
Volatility (1Y) Calculated over the trailing 1-year period	10.62%	12.04%	-1.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.53%	13.59%	-3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.53%	13.59%	-3.06%

LVDS vs. BAMV - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is lower than BAMV's 0.95% expense ratio.

Dividends

LVDS vs. BAMV - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.42%, more than BAMV's 1.22% yield.

Position	TTM	2025	2024	2023
BAMV Brookstone Value Stock ETF	1.22%	1.32%	3.66%	0.19%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.42%	8.25%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LVDS and BAMV in my portfolio?

LVDS and BAMV have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LVDS or BAMV?

BAMV has higher volatility (3.01%) compared to LVDS (2.79%). In terms of maximum drawdown, LVDS dropped -6.64% vs BAMV's -14.56%.

Which ETF is better, LVDS or BAMV?

On 1-year performance, LVDS leads with 32.37% vs 19.28% for BAMV. On fees, LVDS is cheaper at 0.30% per year. On volatility, LVDS has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LVDS or BAMV?

Over the 1-year period, LVDS has performed better with a 32.37% return vs 19.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LVDS or BAMV?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.95% for BAMV.

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

LVDS has the higher dividend yield at 7.42%, compared with 1.22% for BAMV.

What is the main difference between LVDS and BAMV?

They also come from different issuers: JPMorgan and Brookstone. Their fees differ too: 0.30% for LVDS and 0.95% for BAMV.

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (2.92 vs 1.56), 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.