LVDS vs. VTV

Last updated Aug 2, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. LVDS is actively managed, while VTV is passively managed. Over the past year, LVDS returned 32.37% vs 27.94% for VTV. Their correlation of 0.92 means they have usually moved in the same direction. LVDS charges 0.30%/yr vs 0.04%/yr for VTV.

Performance

LVDS vs. VTV - Performance Comparison

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

Returns By Period

In the year-to-date period, LVDS achieves a 21.33% return, which is significantly higher than VTV's 16.37% return.

LVDS

• 1D: 0.63%
• 1M: 3.07%
• 6M: 15.80%
• YTD: 21.33%
• 1Y: 32.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.81%

VTV

• 1D: -0.27%
• 1M: 0.36%
• 6M: 11.27%
• YTD: 16.37%
• 1Y: 27.94%
• 3Y*: 17.12%
• 5Y*: 12.29%
• 10Y*: 12.57%
• ALL TIME*: 9.67%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LVDS JPMorgan Fundamental Data Science Large Value ETF	$280.78K	$226.17K	$161.39K
VTV Vanguard Value ETF	$688.19M	$688.42M	$619.05M

LVDS vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	21.33%	7.40%
VTV Vanguard Value ETF	16.37%	8.24%

Correlation

The correlation between LVDS and VTV is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.92

The correlation between LVDS and VTV has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

LVDS vs. VTV - Sectors Allocation Comparison

Sectors	LVDS	VTV
Technology	19.0%	15.3%
Financial Services	18.5%	22.4%
Consumer Cyclical	12.2%	3.9%
Healthcare	11.8%	15.2%
Industrials	11.7%	14.3%
Consumer Defensive	6.2%	8.7%
Energy	5.8%	6.9%
Utilities	4.6%	4.8%
Real Estate	4.1%	2.5%
Communication Services	3.4%	2.9%
Basic Materials	2.7%	3.0%

Return for Risk

LVDS vs. VTV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LVDS

LVDS Risk / Return Rank: 95
LVDS Sharpe Ratio Rank: 96
LVDS Sortino Ratio Rank: 95
LVDS Omega Ratio Rank: 94
LVDS Calmar Ratio Rank: 93
LVDS Martin Ratio Rank: 94

VTV

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LVDS vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Vanguard Value ETF (VTV). 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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	2.92	2.62	+0.30
Sortino ratio: Return per unit of downside risk	4.09	3.74	+0.35
Omega ratio: Gain probability vs. loss probability	1.52	1.47	+0.05
Calmar ratio: Return relative to maximum drawdown	4.65	4.24	+0.41
Martin ratio: Return relative to average drawdown	19.27	16.42	+2.84

LVDS vs. VTV - Sharpe Ratio Comparison

The current LVDS Sharpe Ratio is 2.92, which is comparable to the VTV Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of LVDS and VTV, 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. VTV - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for LVDS and VTV.

Drawdown Indicators

	LVDS	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-59.27%	+52.63%
Max Drawdown (1Y) Largest decline over 1 year	-6.64%	-6.35%	-0.29%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.52%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	0.00%	-1.36%	+1.36%
Average Drawdown Average peak-to-trough decline	-0.89%	-7.82%	+6.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	1.64%	-0.04%

Volatility

LVDS vs. VTV - Volatility Comparison

JPMorgan Fundamental Data Science Large Value ETF (LVDS) has a higher volatility of 2.79% compared to Vanguard Value ETF (VTV) at 2.62%. This indicates that LVDS's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVDS	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	2.62%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	8.12%	7.72%	+0.40%
Volatility (1Y) Calculated over the trailing 1-year period	10.62%	10.36%	+0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.53%	13.82%	-3.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.53%	16.61%	-6.08%

LVDS vs. VTV - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is higher than VTV's 0.04% expense ratio.

Dividends

LVDS vs. VTV - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.42%, more than VTV's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.42%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTV Vanguard Value ETF	1.86%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both LVDS and VTV in my portfolio?

With a correlation of 0.91, LVDS and VTV 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 VTV?

LVDS has higher volatility (2.79%) compared to VTV (2.62%). In terms of maximum drawdown, LVDS dropped -6.64% vs VTV's -59.27%.

Which ETF is better, LVDS or VTV?

On 1-year performance, LVDS leads with 32.37% vs 27.94% for VTV. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LVDS or VTV?

Over the 1-year period, LVDS has performed better with a 32.37% return vs 27.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LVDS or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.30% for LVDS.

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

LVDS has the higher dividend yield at 7.42%, compared with 1.86% for VTV.

What is the main difference between LVDS and VTV?

They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.30% for LVDS and 0.04% for VTV.

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (2.92 vs 2.62), 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.