LVDS vs. JPLD

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Fundamental Data Science Large Value ETF (LVDS) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD).

LVDS and JPLD 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. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993.

Performance

LVDS vs. JPLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Value ETF (LVDS) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

LVDS vs. JPLD - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	0.38%	2.88%

Returns By Period

In the year-to-date period, LVDS achieves a 1.98% return, which is significantly higher than JPLD's 0.38% return.

LVDS

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

JPLD

• 1D: -0.08%
• 1M: -0.74%
• YTD: 0.38%
• 6M: 1.58%
• 1Y: 4.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LVDS vs. JPLD - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is higher than JPLD's 0.24% expense ratio.

LVDS

JPMorgan Fundamental Data Science Large Value ETF

JPLD

J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF

Return for Risk

LVDS vs. JPLD — Risk / Return Rank

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

JPLD

JPLD Risk / Return Rank: 97
JPLD Sharpe Ratio Rank: 97
JPLD Sortino Ratio Rank: 98
JPLD Omega Ratio Rank: 97
JPLD Calmar Ratio Rank: 95
JPLD Martin Ratio Rank: 97

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. JPLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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	JPLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	3.28	-1.98

Correlation

The correlation between LVDS and JPLD is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LVDS vs. JPLD - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 8.42%, more than JPLD's 4.22% yield.

	TTM	2025	2024	2023
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%	0.00%	0.00%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	4.22%	4.24%	4.47%	1.83%

Drawdowns

LVDS vs. JPLD - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for LVDS and JPLD.

Drawdown Indicators

	LVDS	JPLD	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-1.17%	-5.47%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.17%	—
Current Drawdown Current decline from peak	-4.86%	-0.74%	-4.12%
Average Drawdown Average peak-to-trough decline	-1.04%	-0.14%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.24%	—

Volatility

Volatility by Period

	LVDS	JPLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.54%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.29%	1.79%	+8.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.29%	1.86%	+8.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.29%	1.86%	+8.43%