LVDS vs. CSTK

Last updated Jun 23, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and CSTK (Invesco Comstock Contrarian Equity ETF) are both Large Cap Value Equities funds. Both are actively managed. Their correlation of 0.94 suggests significant overlap in exposure. LVDS charges 0.30%/yr vs 0.35%/yr for CSTK.

Performance

LVDS vs. CSTK - Performance Comparison

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

Returns By Period

In the year-to-date period, LVDS achieves a 16.58% return, which is significantly higher than CSTK's 13.12% return.

LVDS

• 1D: 0.52%
• 1M: 4.03%
• YTD: 16.58%
• 6M: 16.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSTK

• 1D: 0.42%
• 1M: 1.34%
• YTD: 13.12%
• 6M: 12.73%
• 1Y: 27.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LVDS vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	16.58%	7.40%
CSTK Invesco Comstock Contrarian Equity ETF	13.12%	7.77%

Correlation

The correlation between LVDS and CSTK is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.94

Return for Risk

LVDS vs. CSTK — Risk / Return Rank

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

LVDS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CSTK

CSTK Risk / Return Rank: 73
CSTK Sharpe Ratio Rank: 78
CSTK Sortino Ratio Rank: 81
CSTK Omega Ratio Rank: 75
CSTK Calmar Ratio Rank: 64
CSTK Martin Ratio Rank: 68

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.

LVDS vs. CSTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Invesco Comstock Contrarian Equity ETF (CSTK). 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	CSTK	Difference
Sharpe ratio: Return per unit of total volatility	—	2.40	—
Sortino ratio: Return per unit of downside risk	—	3.42	—
Omega ratio: Gain probability vs. loss probability	—	1.42	—
Calmar ratio: Return relative to maximum drawdown	—	3.09	—
Martin ratio: Return relative to average drawdown	—	12.09	—

Drawdowns

LVDS vs. CSTK - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum CSTK drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for LVDS and CSTK.

Drawdown Indicators

	LVDS	CSTK	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-8.87%	+2.23%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.87%	—
Current Drawdown Current decline from peak	0.00%	-0.37%	+0.37%
Average Drawdown Average peak-to-trough decline	-0.95%	-1.24%	+0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.26%	—

Volatility

Volatility by Period

	LVDS	CSTK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.62%	11.42%	-0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.62%	11.65%	-1.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.62%	11.65%	-1.03%

LVDS vs. CSTK - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is lower than CSTK's 0.35% expense ratio.

Dividends

LVDS vs. CSTK - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.36%, more than CSTK's 2.16% yield.

Position	TTM	2025
CSTK Invesco Comstock Contrarian Equity ETF	2.16%	1.44%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.36%	8.25%

Frequently Asked Questions

Can I hold both LVDS and CSTK in my portfolio?

With a correlation of 0.94, LVDS and CSTK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, LVDS or CSTK?

On fees, LVDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LVDS or CSTK?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.35% for CSTK.

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

LVDS has the higher dividend yield at 7.36%, compared with 2.16% for CSTK.

What is the main difference between LVDS and CSTK?

They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.30% for LVDS and 0.35% for CSTK.