LVDS vs. CSTK

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Invesco Comstock Contrarian Equity ETF (CSTK).

LVDS and CSTK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025. CSTK is an actively managed fund by Invesco. It was launched on May 5, 2025.

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.

LVDS vs. CSTK - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%
CSTK Invesco Comstock Contrarian Equity ETF	0.02%	7.90%

Returns By Period

In the year-to-date period, LVDS achieves a 1.98% return, which is significantly higher than CSTK's 0.02% return.

LVDS

• 1D: 1.91%
• 1M: -4.50%
• YTD: 1.98%
• 6M: 5.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSTK

• 1D: 2.30%
• 1M: -5.52%
• YTD: 0.02%
• 6M: 4.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LVDS vs. CSTK - Expense Ratio Comparison

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

CSTK

Invesco Comstock Contrarian Equity ETF

LVDS

JPMorgan Fundamental Data Science Large Value ETF

Return for Risk

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.

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

Sharpe Ratios by Period

	LVDS	CSTK	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	1.78	-0.48

Correlation

The correlation between LVDS and CSTK is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

LVDS vs. CSTK - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 8.42%, more than CSTK's 1.97% yield.

	TTM	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%
CSTK Invesco Comstock Contrarian Equity ETF	1.97%	1.44%

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%
Current Drawdown Current decline from peak	-4.86%	-6.78%	+1.92%
Average Drawdown Average peak-to-trough decline	-1.04%	-1.26%	+0.22%

Volatility

Volatility by Period

	LVDS	CSTK	Difference
Volatility (1Y) Calculated over the trailing 1-year period	10.29%	11.70%	-1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.29%	11.70%	-1.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.29%	11.70%	-1.41%