PortfoliosLab logoPortfoliosLab logo
LVDS vs. MFVL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LVDS vs. MFVL - Performance Comparison

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

Loading graphics...

LVDS vs. MFVL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LVDS achieves a 1.98% return, which is significantly higher than MFVL's -1.60% return.


LVDS

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

MFVL

1D
1.37%
1M
-5.21%
YTD
-1.60%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LVDS vs. MFVL - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is lower than MFVL's 0.50% expense ratio.


Return for Risk

LVDS vs. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Motley Fool Value Factor ETF (MFVL). 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.

LVDS vs. MFVL - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


LVDSMFVLDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

-0.07

+1.37

Correlation

The correlation between LVDS and MFVL is 0.76, 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. MFVL - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 8.42%, while MFVL has not paid dividends to shareholders.


Drawdowns

LVDS vs. MFVL - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, roughly equal to the maximum MFVL drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for LVDS and MFVL.


Loading graphics...

Drawdown Indicators


LVDSMFVLDifference

Max Drawdown

Largest peak-to-trough decline

-6.64%

-6.49%

-0.15%

Current Drawdown

Current decline from peak

-4.86%

-5.21%

+0.35%

Average Drawdown

Average peak-to-trough decline

-1.04%

-1.41%

+0.37%

Volatility

LVDS vs. MFVL - Volatility Comparison


Loading graphics...

Volatility by Period


LVDSMFVLDifference

Volatility (1Y)

Calculated over the trailing 1-year period

10.29%

11.67%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.29%

11.67%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.29%

11.67%

-1.38%