LVDS vs. CSTK

Last updated Aug 2, 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. Over the past year, LVDS returned 32.37% vs 26.31% for CSTK. Their correlation of 0.92 means they have usually moved in the same direction. 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 21.33% return, which is significantly higher than CSTK's 15.11% return.

LVDS

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

CSTK

• 1D: 0.56%
• 1M: 1.00%
• 6M: 11.49%
• YTD: 15.11%
• 1Y: 26.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.36%

*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)
CSTK Invesco Comstock Contrarian Equity ETF	$127.37K	$163.03K	$231.23K
LVDS JPMorgan Fundamental Data Science Large Value ETF	$280.78K	$226.17K	$161.39K

LVDS vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	21.33%	7.40%
CSTK Invesco Comstock Contrarian Equity ETF	15.11%	7.77%

Correlation

The correlation between LVDS and CSTK is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.92

The correlation between LVDS and CSTK has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

Return for Risk

LVDS vs. CSTK — 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

CSTK

CSTK Risk / Return Rank: 86
CSTK Sharpe Ratio Rank: 89
CSTK Sortino Ratio Rank: 90
CSTK Omega Ratio Rank: 88
CSTK Calmar Ratio Rank: 79
CSTK Martin Ratio Rank: 83

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. 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	2.92	2.23	+0.69
Sortino ratio: Return per unit of downside risk	4.09	3.18	+0.92
Omega ratio: Gain probability vs. loss probability	1.52	1.40	+0.13
Calmar ratio: Return relative to maximum drawdown	4.65	2.84	+1.81
Martin ratio: Return relative to average drawdown	19.27	11.32	+7.95

LVDS vs. CSTK - Sharpe Ratio Comparison

The current LVDS Sharpe Ratio is 2.92, which is higher than the CSTK Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of LVDS and CSTK, 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. 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	-6.64%	-8.87%	+2.23%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.89%	-1.17%	+0.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	2.22%	-0.62%

Volatility

LVDS vs. CSTK - Volatility Comparison

JPMorgan Fundamental Data Science Large Value ETF (LVDS) has a higher volatility of 2.79% compared to Invesco Comstock Contrarian Equity ETF (CSTK) at 2.53%. This indicates that LVDS's price experiences larger fluctuations and is considered to be riskier than CSTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVDS	CSTK	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	2.53%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	8.12%	8.42%	-0.30%
Volatility (1Y) Calculated over the trailing 1-year period	10.62%	11.33%	-0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.53%	11.40%	-0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.53%	11.40%	-0.87%

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 7.42%, more than CSTK's 2.13% yield.

Position	TTM	2025
CSTK Invesco Comstock Contrarian Equity ETF	2.13%	1.44%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.42%	8.25%

Frequently Asked Questions

Can I hold both LVDS and CSTK in my portfolio?

With a correlation of 0.92, 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 is riskier, LVDS or CSTK?

LVDS has higher volatility (2.79%) compared to CSTK (2.53%). In terms of maximum drawdown, LVDS dropped -6.64% vs CSTK's -8.87%.

Which ETF is better, LVDS or CSTK?

On 1-year performance, LVDS leads with 32.37% vs 26.31% for CSTK. On fees, LVDS is cheaper at 0.30% per year. On volatility, CSTK has been the lower-risk option at 2.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LVDS or CSTK?

Over the 1-year period, LVDS has performed better with a 32.37% return vs 26.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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 7.42%, compared with 2.13% 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.

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (2.92 vs 2.23), 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.