LVDS vs. TGLR

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Fundamental Data Science Large Value ETF (LVDS) and LAFFER|TENGLER Equity Income ETF (TGLR).

LVDS and TGLR 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. TGLR is an actively managed fund by LAFFER TENGLER. It was launched on Aug 7, 2023.

Performance

LVDS vs. TGLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Value ETF (LVDS) and LAFFER|TENGLER Equity Income ETF (TGLR). The values are adjusted to include any dividend payments, if applicable.

LVDS vs. TGLR - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%
TGLR LAFFER|TENGLER Equity Income ETF	0.36%	10.42%

Returns By Period

In the year-to-date period, LVDS achieves a 1.98% return, which is significantly higher than TGLR's 0.36% return.

LVDS

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

TGLR

• 1D: 2.54%
• 1M: -4.57%
• YTD: 0.36%
• 6M: 2.57%
• 1Y: 27.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LVDS vs. TGLR - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is lower than TGLR's 0.95% expense ratio.

TGLR

LAFFER|TENGLER Equity Income ETF

LVDS

JPMorgan Fundamental Data Science Large Value ETF

Return for Risk

LVDS vs. TGLR — Risk / Return Rank

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

TGLR

TGLR Risk / Return Rank: 83
TGLR Sharpe Ratio Rank: 80
TGLR Sortino Ratio Rank: 82
TGLR Omega Ratio Rank: 83
TGLR Calmar Ratio Rank: 81
TGLR Martin Ratio Rank: 87

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. TGLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and LAFFER|TENGLER Equity Income ETF (TGLR). 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	TGLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	1.14	+0.16

Correlation

The correlation between LVDS and TGLR is 0.81, 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. TGLR - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 8.42%, more than TGLR's 1.12% yield.

	TTM	2025	2024	2023
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%	0.00%	0.00%
TGLR LAFFER|TENGLER Equity Income ETF	1.12%	1.16%	1.02%	0.65%

Drawdowns

LVDS vs. TGLR - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum TGLR drawdown of -19.82%. Use the drawdown chart below to compare losses from any high point for LVDS and TGLR.

Drawdown Indicators

	LVDS	TGLR	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-19.82%	+13.18%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.59%	—
Current Drawdown Current decline from peak	-4.86%	-6.30%	+1.44%
Average Drawdown Average peak-to-trough decline	-1.04%	-2.44%	+1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.69%	—

Volatility

Volatility by Period

	LVDS	TGLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.49%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.81%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.29%	18.36%	-8.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.29%	15.39%	-5.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.29%	15.39%	-5.10%