Data science applications are increasingly entwined in students’ educational experiences. One prominent application of data science in education is to predict students’ risk of failing a course in or dropping out from college. There is growing interest among higher education researchers and administrators in whether learning management system (LMS) data, which capture very detailed information on students’ engagement in and performance on course activities, can improve model performance. We systematically evaluate whether incorporating LMS data into course performance prediction models improves model performance. We conduct this analysis within an entire state community college system. Among students with prior academic history in college, administrative data-only models substantially outperform LMS data-only models and are quite accurate at predicting whether students will struggle in a course. Among first-time students, LMS data-only models outperform administrative data-only models. We achieve the highest performance for first-time students with models that include data from both sources. We also show that models achieve similar performance with a small and judiciously selected set of predictors; models trained on system-wide data achieve similar performance as models trained on individual courses.