LVDS vs. JEPI

Last updated Jul 17, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - LVDS is a Large Cap Value Equities fund actively managed by JPMorgan, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past year, LVDS returned 29.17% vs 8.94% for JEPI. Their correlation of 0.82 suggests significant overlap in exposure. LVDS charges 0.30%/yr vs 0.35%/yr for JEPI.

Performance

LVDS vs. JEPI - Performance Comparison

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

Returns By Period

In the year-to-date period, LVDS achieves a 19.24% return, which is significantly higher than JEPI's 3.70% return.

LVDS

• 1D: 0.73%
• 1M: 2.52%
• 6M: 15.52%
• YTD: 19.24%
• 1Y: 29.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPI

• 1D: 0.64%
• 1M: 1.46%
• 6M: 1.59%
• YTD: 3.70%
• 1Y: 8.94%
• 3Y*: 9.24%
• 5Y*: 7.39%
• 10Y*: —

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

LVDS vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	19.24%	7.40%
JEPI JPMorgan Equity Premium Income ETF	3.70%	4.86%

Correlation

The correlation between LVDS and JEPI is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.82

The correlation between LVDS and JEPI has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.

LVDS vs. JEPI - Sectors Allocation Comparison

Sectors	LVDS	JEPI
Financial Services	18.7%	9.1%
Technology	18.7%	15.5%
Industrials	12.1%	10.8%
Healthcare	10.1%	13.3%
Consumer Cyclical	8.4%	9.9%
Communication Services	7.5%	6.2%
Energy	6.6%	2.3%
Consumer Defensive	6.4%	7.8%
Utilities	4.7%	4.7%
Real Estate	4.1%	2.7%
Basic Materials	2.7%	1.7%

Return for Risk

LVDS vs. JEPI — Risk / Return Rank

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

LVDS

LVDS Risk / Return Rank: 93
LVDS Sharpe Ratio Rank: 94
LVDS Sortino Ratio Rank: 94
LVDS Omega Ratio Rank: 92
LVDS Calmar Ratio Rank: 90
LVDS Martin Ratio Rank: 92

JEPI

JEPI Risk / Return Rank: 35
JEPI Sharpe Ratio Rank: 37
JEPI Sortino Ratio Rank: 37
JEPI Omega Ratio Rank: 36
JEPI Calmar Ratio Rank: 32
JEPI Martin Ratio Rank: 32

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. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and JPMorgan Equity Premium Income ETF (JEPI). 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	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	2.79	1.12	+1.67
Sortino ratio: Return per unit of downside risk	3.94	1.67	+2.28
Omega ratio: Gain probability vs. loss probability	1.50	1.21	+0.30
Calmar ratio: Return relative to maximum drawdown	4.41	1.34	+3.07
Martin ratio: Return relative to average drawdown	17.88	3.81	+14.07

LVDS vs. JEPI - Sharpe Ratio Comparison

The current LVDS Sharpe Ratio is 2.79, which is higher than the JEPI Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of LVDS and JEPI, 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. JEPI - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for LVDS and JEPI.

Drawdown Indicators

	LVDS	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-13.71%	+7.07%
Max Drawdown (1Y) Largest decline over 1 year	-6.64%	-6.68%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.71%	—
Current Drawdown Current decline from peak	0.00%	-1.46%	+1.46%
Average Drawdown Average peak-to-trough decline	-0.92%	-2.13%	+1.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	2.35%	-0.71%

Volatility

LVDS vs. JEPI - Volatility Comparison

JPMorgan Fundamental Data Science Large Value ETF (LVDS) has a higher volatility of 2.88% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. This indicates that LVDS's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVDS	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	1.97%	+0.91%
Volatility (6M) Calculated over the trailing 6-month period	8.16%	6.34%	+1.82%
Volatility (1Y) Calculated over the trailing 1-year period	10.50%	8.02%	+2.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.56%	11.09%	-0.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.56%	10.75%	-0.19%

LVDS vs. JEPI - Expense Ratio Comparison

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

Dividends

LVDS vs. JEPI - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.55%, less than JEPI's 8.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
JEPI JPMorgan Equity Premium Income ETF	8.02%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.55%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LVDS and JEPI in my portfolio?

LVDS and JEPI have a correlation of 0.82, 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 JEPI?

LVDS has higher volatility (2.88%) compared to JEPI (1.97%). In terms of maximum drawdown, LVDS dropped -6.64% vs JEPI's -13.71%.

Which ETF is better, LVDS or JEPI?

On 1-year performance, LVDS leads with 29.17% vs 8.94% for JEPI. On fees, LVDS is cheaper at 0.30% per year. On volatility, JEPI has been the lower-risk option at 1.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LVDS or JEPI?

Over the 1-year period, LVDS has performed better with a 29.17% return vs 8.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LVDS or JEPI?

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

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

JEPI has the higher dividend yield at 8.02%, compared with 7.55% for LVDS.

What is the main difference between LVDS and JEPI?

LVDS is categorized as Large Cap Value Equities, while JEPI is Dividend. Their fees differ too: 0.30% for LVDS and 0.35% for JEPI.

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (2.79 vs 1.12), 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.