LVDS vs. FAAR

Last updated Jun 4, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - LVDS is a Large Cap Value Equities fund actively managed by JPMorgan, while FAAR is a Commodities fund actively managed by First Trust. Both are actively managed. At a correlation of -0.03, they often move in opposite directions. LVDS charges 0.30%/yr vs 0.95%/yr for FAAR.

Performance

LVDS vs. FAAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Value ETF (LVDS) and First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LVDS achieves a 13.56% return, which is significantly lower than FAAR's 25.73% return.

LVDS

• 1D: 0.18%
• 1M: 3.85%
• YTD: 13.56%
• 6M: 14.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FAAR

• 1D: 0.01%
• 1M: -0.79%
• YTD: 25.73%
• 6M: 23.17%
• 1Y: 40.73%
• 3Y*: 11.79%
• 5Y*: 8.07%
• 10Y*: 5.17%

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

LVDS vs. FAAR - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	13.56%	7.24%
FAAR First Trust Alternative Absolute Return Strategy ETF	25.73%	5.76%

Correlation

The correlation between LVDS and FAAR is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025	-0.03

LVDS vs. FAAR - Sectors Allocation Comparison

Sectors	LVDS	FAAR
Financial Services	18.3%	100.0%
Technology	15.9%	-
Industrials	10.2%	-
Healthcare	8.6%	-
Consumer Cyclical	8.0%	-
Communication Services	7.5%	-
Energy	6.6%	-
Consumer Defensive	6.5%	-
Utilities	4.8%	-
Real Estate	4.2%	-
Basic Materials	1.7%	-

Return for Risk

LVDS vs. FAAR — Risk / Return Rank

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

FAAR

FAAR Risk / Return Rank: 90
FAAR Sharpe Ratio Rank: 89
FAAR Sortino Ratio Rank: 90
FAAR Omega Ratio Rank: 84
FAAR Calmar Ratio Rank: 95
FAAR Martin Ratio Rank: 92

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. FAAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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	FAAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.04	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.39	0.45	+1.94

Drawdowns

LVDS vs. FAAR - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum FAAR drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for LVDS and FAAR.

Drawdown Indicators

	LVDS	FAAR	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-18.03%	+11.39%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.85%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.54%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.03%	—
Current Drawdown Current decline from peak	0.00%	-1.11%	+1.11%
Average Drawdown Average peak-to-trough decline	-0.98%	-7.85%	+6.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.73%	—

Volatility

Volatility by Period

	LVDS	FAAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.72%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.43%	13.48%	-3.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.43%	13.02%	-2.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.43%	11.51%	-1.08%

LVDS vs. FAAR - Expense Ratio Comparison

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

Dividends

LVDS vs. FAAR - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.56%, less than FAAR's 9.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FAAR First Trust Alternative Absolute Return Strategy ETF	9.15%	11.63%	3.45%	3.20%	5.82%	6.49%	3.05%	1.02%	0.58%	2.83%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.56%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LVDS and FAAR in my portfolio?

LVDS and FAAR have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LVDS or FAAR?

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 FAAR?

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

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

FAAR has the higher dividend yield at 9.15%, compared with 7.56% for LVDS.

What is the main difference between LVDS and FAAR?

LVDS is categorized as Large Cap Value Equities, while FAAR is Commodities. They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.30% for LVDS and 0.95% for FAAR.