RPV vs. LVDS

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P 500® Pure Value ETF (RPV) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

RPV and LVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RPV is a passively managed fund by Invesco that tracks the performance of the S&P 500/Citigroup Pure Value Index. It was launched on Mar 1, 2006. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

RPV vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Pure Value ETF (RPV) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

RPV vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
RPV Invesco S&P 500® Pure Value ETF	4.29%	10.88%
LVDS JPMorgan Fundamental Data Science Large Value ETF	2.47%	7.24%

Returns By Period

In the year-to-date period, RPV achieves a 4.29% return, which is significantly higher than LVDS's 2.47% return.

RPV

• 1D: -0.27%
• 1M: -3.90%
• YTD: 4.29%
• 6M: 8.84%
• 1Y: 19.27%
• 3Y*: 14.98%
• 5Y*: 10.09%
• 10Y*: 10.34%

LVDS

• 1D: 0.48%
• 1M: -4.12%
• YTD: 2.47%
• 6M: 6.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RPV vs. LVDS - Expense Ratio Comparison

RPV has a 0.35% expense ratio, which is higher than LVDS's 0.30% expense ratio.

RPV

Invesco S&P 500® Pure Value ETF

LVDS

JPMorgan Fundamental Data Science Large Value ETF

Return for Risk

RPV vs. LVDS — Risk / Return Rank

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

RPV

RPV Risk / Return Rank: 61
RPV Sharpe Ratio Rank: 62
RPV Sortino Ratio Rank: 63
RPV Omega Ratio Rank: 58
RPV Calmar Ratio Rank: 59
RPV Martin Ratio Rank: 61

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.

RPV vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) 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.

	RPV	LVDS	Difference
Sharpe ratio Return per unit of total volatility	1.13	—	—
Sortino ratio Return per unit of downside risk	1.66	—	—
Omega ratio Gain probability vs. loss probability	1.22	—	—
Calmar ratio Return relative to maximum drawdown	1.57	—	—
Martin ratio Return relative to average drawdown	6.35	—	—
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

	RPV	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	1.37	-1.00

Correlation

The correlation between RPV and LVDS is 0.78, 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

RPV vs. LVDS - Dividend Comparison

RPV's dividend yield for the trailing twelve months is around 2.42%, less than LVDS's 8.38% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RPV Invesco S&P 500® Pure Value ETF	2.42%	2.50%	2.16%	2.38%	2.29%	1.92%	2.11%	2.28%	2.49%	1.73%	1.73%	2.39%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.38%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

RPV vs. LVDS - Drawdown Comparison

The maximum RPV drawdown since its inception was -75.32%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for RPV and LVDS.

Drawdown Indicators

	RPV	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-75.32%	-6.64%	-68.68%
Max Drawdown (1Y) Largest decline over 1 year	-12.11%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.64%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-50.67%	—	—
Current Drawdown Current decline from peak	-4.87%	-4.41%	-0.46%
Average Drawdown Average peak-to-trough decline	-10.76%	-1.06%	-9.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	—	—

Volatility

Volatility by Period

	RPV	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.16%	10.28%	+6.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.04%	10.28%	+7.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.97%	10.28%	+11.69%