MVAL vs. LVDS

Last updated Jun 4, 2026

MVAL (VanEck Morningstar Wide Moat Value ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. MVAL is passively managed, while LVDS is actively managed. A 0.76 correlation means they provide meaningful diversification when combined. MVAL charges 0.49%/yr vs 0.30%/yr for LVDS.

Performance

MVAL vs. LVDS - Performance Comparison

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

Returns By Period

In the year-to-date period, MVAL achieves a -2.29% return, which is significantly lower than LVDS's 13.56% return.

MVAL

• 1D: -0.54%
• 1M: -0.15%
• YTD: -2.29%
• 6M: -2.26%
• 1Y: 13.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVDS

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

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

MVAL vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
MVAL VanEck Morningstar Wide Moat Value ETF	-2.29%	10.10%
LVDS JPMorgan Fundamental Data Science Large Value ETF	13.56%	7.24%

Correlation

The correlation between MVAL and LVDS is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025	0.76

Return for Risk

MVAL vs. LVDS — Risk / Return Rank

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

MVAL

MVAL Risk / Return Rank: 26
MVAL Sharpe Ratio Rank: 28
MVAL Sortino Ratio Rank: 30
MVAL Omega Ratio Rank: 26
MVAL Calmar Ratio Rank: 25
MVAL Martin Ratio Rank: 23

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.

MVAL vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Wide Moat Value ETF (MVAL) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.

	MVAL	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	1.02	—	—
Sortino ratio: Return per unit of downside risk	1.60	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.15	—	—
Martin ratio: Return relative to average drawdown	2.87	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MVAL	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	2.39	-1.86

Drawdowns

MVAL vs. LVDS - Drawdown Comparison

The maximum MVAL drawdown since its inception was -19.56%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for MVAL and LVDS.

Drawdown Indicators

	MVAL	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-19.56%	-6.64%	-12.92%
Max Drawdown (1Y) Largest decline over 1 year	-12.16%	—	—
Current Drawdown Current decline from peak	-10.57%	0.00%	-10.57%
Average Drawdown Average peak-to-trough decline	-3.78%	-0.98%	-2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	—	—

Volatility

Volatility by Period

	MVAL	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.59%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.73%	10.43%	+3.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.40%	10.43%	+4.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.40%	10.43%	+4.97%

MVAL vs. LVDS - Expense Ratio Comparison

MVAL has a 0.49% expense ratio, which is higher than LVDS's 0.30% expense ratio.

Dividends

MVAL vs. LVDS - Dividend Comparison

MVAL's dividend yield for the trailing twelve months is around 1.79%, less than LVDS's 7.56% yield.

Position	TTM	2025	2024
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.56%	8.25%	0.00%
MVAL VanEck Morningstar Wide Moat Value ETF	1.79%	1.75%	0.97%

Frequently Asked Questions

Can I hold both MVAL and LVDS in my portfolio?

MVAL and LVDS have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MVAL or LVDS?

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.

Which ETF is cheaper, MVAL or LVDS?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.49% for MVAL.

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

LVDS has the higher dividend yield at 7.56%, compared with 1.79% for MVAL.

What is the main difference between MVAL and LVDS?

They also come from different issuers: VanEck and JPMorgan. Their fees differ too: 0.49% for MVAL and 0.30% for LVDS.