TGLR vs. LVDS

Last updated Jun 24, 2026

TGLR (LAFFER|TENGLER Equity Income ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.77 correlation means they provide meaningful diversification when combined. TGLR charges 0.95%/yr vs 0.30%/yr for LVDS.

Performance

TGLR vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LAFFER|TENGLER Equity Income ETF (TGLR) 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, TGLR achieves a 12.16% return, which is significantly lower than LVDS's 15.18% return.

TGLR

• 1D: -0.75%
• 1M: 1.45%
• YTD: 12.16%
• 6M: 11.12%
• 1Y: 29.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVDS

• 1D: -1.20%
• 1M: 2.78%
• YTD: 15.18%
• 6M: 14.56%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TGLR vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
TGLR LAFFER|TENGLER Equity Income ETF	12.16%	10.67%
LVDS JPMorgan Fundamental Data Science Large Value ETF	15.18%	7.40%

Correlation

The correlation between TGLR and LVDS is 0.77, 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 14, 2025	0.77

TGLR vs. LVDS - Sectors Allocation Comparison

Sectors	TGLR	LVDS
Technology	24.6%	18.7%
Financial Services	15.2%	18.7%
Industrials	15.0%	12.1%
Consumer Cyclical	13.1%	8.4%
Healthcare	8.8%	10.1%
Energy	7.6%	6.6%
Consumer Defensive	4.7%	6.4%
Communication Services	3.7%	7.5%
Basic Materials	3.0%	2.7%
Utilities	2.1%	4.7%
Real Estate	2.1%	4.1%

Return for Risk

TGLR vs. LVDS — Risk / Return Rank

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

TGLR

TGLR Risk / Return Rank: 77
TGLR Sharpe Ratio Rank: 77
TGLR Sortino Ratio Rank: 79
TGLR Omega Ratio Rank: 75
TGLR Calmar Ratio Rank: 73
TGLR Martin Ratio Rank: 80

LVDS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

TGLR vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LAFFER|TENGLER Equity Income ETF (TGLR) 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.

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.

	TGLR	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	2.31	—	—
Sortino ratio: Return per unit of downside risk	3.26	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	3.49	—	—
Martin ratio: Return relative to average drawdown	14.73	—	—

Drawdowns

TGLR vs. LVDS - Drawdown Comparison

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

Drawdown Indicators

	TGLR	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-19.82%	-6.64%	-13.18%
Max Drawdown (1Y) Largest decline over 1 year	-8.62%	—	—
Current Drawdown Current decline from peak	-1.49%	-1.20%	-0.29%
Average Drawdown Average peak-to-trough decline	-2.34%	-0.95%	-1.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	—	—

Volatility

Volatility by Period

	TGLR	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.18%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	10.68%	+2.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.28%	10.68%	+4.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.28%	10.68%	+4.60%

TGLR vs. LVDS - Expense Ratio Comparison

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

Dividends

TGLR vs. LVDS - Dividend Comparison

TGLR's dividend yield for the trailing twelve months is around 0.88%, less than LVDS's 7.45% yield.

Position	TTM	2025	2024	2023
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.45%	8.25%	0.00%	0.00%
TGLR LAFFER|TENGLER Equity Income ETF	0.88%	1.16%	1.02%	0.65%

Frequently Asked Questions

Can I hold both TGLR and LVDS in my portfolio?

TGLR and LVDS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TGLR 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, TGLR or LVDS?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.95% for TGLR.

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

LVDS has the higher dividend yield at 7.45%, compared with 0.88% for TGLR.

What is the main difference between TGLR and LVDS?

They also come from different issuers: LAFFER TENGLER and JPMorgan. Their fees differ too: 0.95% for TGLR and 0.30% for LVDS.