BBISX vs. NEIMX
Compare and contrast key facts about Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) and Neiman Large Cap Value Fund (NEIMX).
BBISX is managed by Sterling Capital. It was launched on Oct 9, 1992. NEIMX is managed by Neiman Funds. It was launched on Apr 1, 2003.
Performance
BBISX vs. NEIMX - Performance Comparison
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BBISX vs. NEIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund | 4.32% | 23.54% | 20.93% | 12.49% | -5.96% | 31.07% | -1.57% | 23.81% | -10.28% | 18.82% |
NEIMX Neiman Large Cap Value Fund | 5.61% | 18.68% | 13.50% | 6.15% | -5.16% | 23.85% | -5.97% | 23.49% | -9.76% | 19.00% |
Returns By Period
In the year-to-date period, BBISX achieves a 4.32% return, which is significantly lower than NEIMX's 5.61% return. Over the past 10 years, BBISX has outperformed NEIMX with an annualized return of 12.07%, while NEIMX has yielded a comparatively lower 9.24% annualized return.
BBISX
- 1D
- 1.96%
- 1M
- -4.12%
- YTD
- 4.32%
- 6M
- 9.98%
- 1Y
- 24.40%
- 3Y*
- 20.61%
- 5Y*
- 13.26%
- 10Y*
- 12.07%
NEIMX
- 1D
- 1.99%
- 1M
- -3.83%
- YTD
- 5.61%
- 6M
- 8.69%
- 1Y
- 25.83%
- 3Y*
- 14.76%
- 5Y*
- 10.37%
- 10Y*
- 9.24%
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BBISX vs. NEIMX - Expense Ratio Comparison
BBISX has a 0.77% expense ratio, which is lower than NEIMX's 1.46% expense ratio.
Return for Risk
BBISX vs. NEIMX — Risk / Return Rank
BBISX
NEIMX
BBISX vs. NEIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) and Neiman Large Cap Value Fund (NEIMX). 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.
| BBISX | NEIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.65 | -0.09 |
Sortino ratioReturn per unit of downside risk | 2.11 | 2.32 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.38 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.49 | -0.32 |
Martin ratioReturn relative to average drawdown | 10.30 | 12.55 | -2.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBISX | NEIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.65 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.02 | +0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.02 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.03 | +0.42 |
Correlation
The correlation between BBISX and NEIMX is 0.88, 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
BBISX vs. NEIMX - Dividend Comparison
BBISX's dividend yield for the trailing twelve months is around 1.43%, more than NEIMX's 0.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund | 1.43% | 1.53% | 1.88% | 1.73% | 1.56% | 0.43% | 3.22% | 8.20% | 11.93% | 2.86% | 1.90% | 1.68% |
NEIMX Neiman Large Cap Value Fund | 0.72% | 0.76% | 1.10% | 1.36% | 3.60% | 17.65% | 1.20% | 2.26% | 1.20% | 6.64% | 10.20% | 4.19% |
Drawdowns
BBISX vs. NEIMX - Drawdown Comparison
The maximum BBISX drawdown since its inception was -59.31%, smaller than the maximum NEIMX drawdown of -92.94%. Use the drawdown chart below to compare losses from any high point for BBISX and NEIMX.
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Drawdown Indicators
| BBISX | NEIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.31% | -92.94% | +33.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -10.78% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -19.45% | -92.94% | +73.49% |
Max Drawdown (10Y)Largest decline over 10 years | -38.37% | -92.94% | +54.57% |
Current DrawdownCurrent decline from peak | -4.19% | -90.08% | +85.89% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -9.92% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.14% | +0.37% |
Volatility
BBISX vs. NEIMX - Volatility Comparison
Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) has a higher volatility of 4.57% compared to Neiman Large Cap Value Fund (NEIMX) at 4.05%. This indicates that BBISX's price experiences larger fluctuations and is considered to be riskier than NEIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBISX | NEIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.05% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 8.52% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.72% | 15.65% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 576.30% | -560.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 407.62% | -389.98% |