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LVDS vs. PRXV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LVDS vs. PRXV - Performance Comparison

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

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Returns By Period


LVDS

1D
0.18%
1M
3.85%
YTD
13.56%
6M
14.52%
1Y
3Y*
5Y*
10Y*

PRXV

1D
-0.03%
1M
4.27%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LVDS vs. PRXV - Yearly Performance Comparison


Correlation

The correlation between LVDS and PRXV 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 (All Time)
Calculated using the full available price history since Apr 21, 2026

0.92

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Return for Risk

LVDS vs. PRXV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Praxis Impact Large Cap Value ETF (PRXV). 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. PRXV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LVDSPRXVDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.39

4.54

-2.16

Drawdowns

LVDS vs. PRXV - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, which is greater than PRXV's maximum drawdown of -1.18%. Use the drawdown chart below to compare losses from any high point for LVDS and PRXV.


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Drawdown Indicators


LVDSPRXVDifference

Max Drawdown

Largest peak-to-trough decline

-6.64%

-1.18%

-5.46%

Current Drawdown

Current decline from peak

0.00%

-0.03%

+0.03%

Average Drawdown

Average peak-to-trough decline

-0.98%

-0.32%

-0.66%

Volatility

LVDS vs. PRXV - Volatility Comparison


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Volatility by Period


LVDSPRXVDifference

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

9.66%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.43%

9.66%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.43%

9.66%

+0.77%

LVDS vs. PRXV - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is lower than PRXV's 0.36% expense ratio.


Dividends

LVDS vs. PRXV - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.56%, while PRXV has not paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.92, LVDS and PRXV 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.

On fees, LVDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LVDS is cheaper with a 0.30% expense ratio, compared with 0.36% for PRXV.

LVDS has the higher dividend yield at 7.56%, compared with 0.00% for PRXV.

They also come from different issuers: JPMorgan and Praxis. Their fees differ too: 0.30% for LVDS and 0.36% for PRXV.

Portfolio Optimizer

Find the right allocation for LVDS and PRXV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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