LVDS vs. JMOM

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan Fundamental Data Science Large Value ETF (LVDS) and JPMorgan U.S. Momentum Factor ETF (JMOM).

LVDS and JMOM 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. JMOM is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Momentum Factor Index. It was launched on Nov 8, 2017.

Performance

LVDS vs. JMOM - 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 U.S. Momentum Factor ETF (JMOM). The values are adjusted to include any dividend payments, if applicable.

LVDS vs. JMOM - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	2.47%	7.24%
JMOM JPMorgan U.S. Momentum Factor ETF	1.15%	6.55%

Returns By Period

In the year-to-date period, LVDS achieves a 2.47% return, which is significantly higher than JMOM's 1.15% return.

LVDS

• 1D: 0.48%
• 1M: -4.12%
• YTD: 2.47%
• 6M: 6.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JMOM

• 1D: 1.31%
• 1M: -3.52%
• YTD: 1.15%
• 6M: 1.77%
• 1Y: 22.38%
• 3Y*: 21.30%
• 5Y*: 12.68%
• 10Y*: —

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

LVDS vs. JMOM - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is higher than JMOM's 0.12% expense ratio.

LVDS

JPMorgan Fundamental Data Science Large Value ETF

JMOM

JPMorgan U.S. Momentum Factor ETF

Return for Risk

LVDS vs. JMOM — Risk / Return Rank

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

JMOM

JMOM Risk / Return Rank: 69
JMOM Sharpe Ratio Rank: 62
JMOM Sortino Ratio Rank: 65
JMOM Omega Ratio Rank: 65
JMOM Calmar Ratio Rank: 71
JMOM Martin Ratio Rank: 83

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. JMOM - 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 U.S. Momentum Factor ETF (JMOM). 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	JMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.14	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.37	0.70	+0.67

Correlation

The correlation between LVDS and JMOM is 0.77, 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. JMOM - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 8.38%, more than JMOM's 0.87% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.38%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JMOM JPMorgan U.S. Momentum Factor ETF	0.87%	0.86%	0.75%	1.21%	1.39%	0.64%	0.85%	1.11%	1.38%	0.29%

Drawdowns

LVDS vs. JMOM - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for LVDS and JMOM.

Drawdown Indicators

	LVDS	JMOM	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-34.31%	+27.67%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.26%	—
Current Drawdown Current decline from peak	-4.41%	-3.52%	-0.89%
Average Drawdown Average peak-to-trough decline	-1.06%	-6.43%	+5.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.38%	—

Volatility

Volatility by Period

	LVDS	JMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.53%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.39%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.28%	19.79%	-9.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.28%	18.62%	-8.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.28%	20.20%	-9.92%