LVDS vs. PRF

Last updated Jul 17, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and PRF (Invesco RAFI US 1000 ETF) are both Large Cap Value Equities funds. LVDS is actively managed, while PRF is passively managed. Over the past year, LVDS returned 29.17% vs 30.76% for PRF. Their correlation of 0.92 suggests significant overlap in exposure. LVDS charges 0.30%/yr vs 0.34%/yr for PRF.

Performance

LVDS vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Invesco RAFI US 1000 ETF (PRF). 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 PRF's 17.38% return.

LVDS

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

PRF

• 1D: 0.24%
• 1M: 1.21%
• 6M: 13.09%
• YTD: 17.38%
• 1Y: 30.76%
• 3Y*: 20.35%
• 5Y*: 13.60%
• 10Y*: 13.54%

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

LVDS vs. PRF - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	19.24%	7.40%
PRF Invesco RAFI US 1000 ETF	17.38%	10.49%

Correlation

The correlation between LVDS and PRF is 0.92, 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	0.92
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.92

The correlation between LVDS and PRF has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

LVDS vs. PRF - Sectors Allocation Comparison

Sectors	LVDS	PRF
Financial Services	18.7%	16.2%
Technology	18.7%	21.6%
Industrials	12.1%	8.7%
Healthcare	10.1%	12.7%
Consumer Cyclical	8.4%	8.7%
Communication Services	7.5%	8.6%
Energy	6.6%	7.1%
Consumer Defensive	6.4%	6.1%
Utilities	4.7%	3.2%
Real Estate	4.1%	2.4%
Basic Materials	2.7%	3.2%

Return for Risk

LVDS vs. PRF — 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

PRF

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

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. PRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Invesco RAFI US 1000 ETF (PRF). 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	PRF	Difference
Sharpe ratio: Return per unit of total volatility	2.79	2.87	-0.08
Sortino ratio: Return per unit of downside risk	3.94	3.97	-0.03
Omega ratio: Gain probability vs. loss probability	1.50	1.53	-0.03
Calmar ratio: Return relative to maximum drawdown	4.41	4.69	-0.28
Martin ratio: Return relative to average drawdown	17.88	19.15	-1.27

LVDS vs. PRF - Sharpe Ratio Comparison

The current LVDS Sharpe Ratio is 2.79, which is comparable to the PRF Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of LVDS and PRF, 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. PRF - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for LVDS and PRF.

Drawdown Indicators

	LVDS	PRF	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-60.35%	+53.71%
Max Drawdown (1Y) Largest decline over 1 year	-6.64%	-6.59%	-0.05%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.82%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.72%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.16%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.92%	-6.89%	+5.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	1.61%	+0.03%

Volatility

LVDS vs. PRF - Volatility Comparison

JPMorgan Fundamental Data Science Large Value ETF (LVDS) has a higher volatility of 2.88% compared to Invesco RAFI US 1000 ETF (PRF) at 2.15%. This indicates that LVDS's price experiences larger fluctuations and is considered to be riskier than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVDS	PRF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	2.15%	+0.73%
Volatility (6M) Calculated over the trailing 6-month period	8.16%	8.07%	+0.09%
Volatility (1Y) Calculated over the trailing 1-year period	10.50%	10.78%	-0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.56%	15.15%	-4.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.56%	17.58%	-7.02%

LVDS vs. PRF - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is lower than PRF's 0.34% expense ratio.

Dividends

LVDS vs. PRF - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.55%, more than PRF's 1.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.55%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PRF Invesco RAFI US 1000 ETF	1.36%	1.59%	1.78%	1.84%	2.01%	1.58%	1.97%	1.99%	2.25%	1.58%	2.17%	2.25%

Frequently Asked Questions

Can I hold both LVDS and PRF in my portfolio?

With a correlation of 0.92, LVDS and PRF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LVDS or PRF?

LVDS has higher volatility (2.88%) compared to PRF (2.15%). In terms of maximum drawdown, LVDS dropped -6.64% vs PRF's -60.35%.

Which ETF is better, LVDS or PRF?

On 1-year performance, PRF leads with 30.76% vs 29.17% for LVDS. On fees, LVDS is cheaper at 0.30% per year. On volatility, PRF has been the lower-risk option at 2.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LVDS or PRF?

Over the 1-year period, PRF has performed better with a 30.76% return vs 29.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LVDS or PRF?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.34% for PRF.

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

LVDS has the higher dividend yield at 7.55%, compared with 1.36% for PRF.

What is the main difference between LVDS and PRF?

They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.30% for LVDS and 0.34% for PRF.

Which has better risk-adjusted returns?

PRF currently has the higher Sharpe Ratio (2.87 vs 2.79), 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.