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CILGX vs. NEIMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CILGX vs. NEIMX

Last updated Jun 24, 2026

CILGX (Clarkston Fund) and NEIMX (Neiman Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 5 years, CILGX returned 1.47%/yr vs 12.23%/yr for NEIMX. A 0.75 correlation means they provide meaningful diversification when combined. CILGX charges 0.70%/yr vs 1.46%/yr for NEIMX.

Performance

CILGX vs. NEIMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clarkston Fund (CILGX) and Neiman Large Cap Value Fund (NEIMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CILGX achieves a -9.14% return, which is significantly lower than NEIMX's 17.46% return.

CILGX

1D
-1.55%
1M
-2.21%
YTD
-9.14%
6M
-9.59%
1Y
-0.83%
3Y*
4.41%
5Y*
1.47%
10Y*
—

NEIMX

1D
0.46%
1M
0.86%
YTD
17.46%
6M
16.64%
1Y
32.87%
3Y*
19.59%
5Y*
12.23%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CILGX vs. NEIMX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CILGX
Clarkston Fund		-9.14%8.29%6.79%17.86%-8.60%10.90%16.93%27.46%-8.39%9.33%
NEIMX
Neiman Large Cap Value Fund		17.46%18.68%13.50%6.15%-5.16%23.85%-5.97%23.49%-9.76%19.00%

Correlation

The correlation between CILGX and NEIMX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.75

Over the past year, the correlation between CILGX and NEIMX has dropped to 0.39 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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Clarkston Fund

Neiman Large Cap Value Fund

Often compared with CILGX:
CILGX vs. CIMDXCILGX vs. ACTIXCILGX vs. CISMXCILGX vs. SPYCILGX vs. ACIIXCILGX vs. AVERXCILGX vs. LEXCX
Often compared with NEIMX:
NEIMX vs. JMGIXNEIMX vs. QQQNEIMX vs. AVLVXNEIMX vs. SCHXNEIMX vs. QRVLXNEIMX vs. BRLVXNEIMX vs. PEQSX

Return for Risk

CILGX vs. NEIMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CILGX
CILGX Risk / Return Rank: 33
Overall Rank
CILGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CILGX Sortino Ratio Rank: 33
Sortino Ratio Rank
CILGX Omega Ratio Rank: 33
Omega Ratio Rank
CILGX Calmar Ratio Rank: 22
Calmar Ratio Rank
CILGX Martin Ratio Rank: 22
Martin Ratio Rank
NEIMX
NEIMX Risk / Return Rank: 9494
Overall Rank
NEIMX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NEIMX Sortino Ratio Rank: 9393
Sortino Ratio Rank
NEIMX Omega Ratio Rank: 8888
Omega Ratio Rank
NEIMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
NEIMX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

CILGX vs. NEIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clarkston Fund (CILGX) 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.

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.

CILGXNEIMXDifference
Sharpe ratioReturn per unit of total volatility
-0.06
3.17

-3.23

Sortino ratioReturn per unit of downside risk
0.03
4.33

-4.30

Omega ratioGain probability vs. loss probability

1.00

1.58

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.07

5.89

-5.96

Martin ratioReturn relative to average drawdown

-0.16

23.87

-24.03

CILGX vs. NEIMX - Sharpe Ratio Comparison

The current CILGX Sharpe Ratio is -0.06, which is lower than the NEIMX Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of CILGX and NEIMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CILGX vs. NEIMX - Drawdown Comparison

The maximum CILGX drawdown since its inception was -33.57%, smaller than the maximum NEIMX drawdown of -92.94%. Use the drawdown chart below to compare losses from any high point for CILGX and NEIMX.

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Drawdown Indicators

CILGXNEIMXDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

-92.94%

+59.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-5.75%

-6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-15.60%

-92.94%

+77.34%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-92.94%

+71.14%

Max Drawdown (10Y)

Largest decline over 10 years

—

-92.94%

—

Current Drawdown

Current decline from peak

-12.30%

-88.97%

+76.67%

Average Drawdown

Average peak-to-trough decline

-5.84%

-10.68%

+4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

1.42%

+4.03%

Volatility

CILGX vs. NEIMX - Volatility Comparison

Clarkston Fund (CILGX) has a higher volatility of 4.58% compared to Neiman Large Cap Value Fund (NEIMX) at 4.15%. This indicates that CILGX'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

CILGXNEIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

4.15%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

8.31%

+3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

10.69%

+5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

576.53%

-559.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

407.78%

-389.85%

CILGX vs. NEIMX - Expense Ratio Comparison

CILGX has a 0.70% expense ratio, which is lower than NEIMX's 1.46% expense ratio.

Dividends

CILGX vs. NEIMX - Dividend Comparison

CILGX's dividend yield for the trailing twelve months is around 4.50%, more than NEIMX's 0.65% yield.

PositionTTM20252024202320222021202020192018201720162015
CILGX
Clarkston Fund		4.50%4.09%0.88%3.44%5.14%3.16%5.87%5.93%4.77%0.00%0.00%0.00%
NEIMX
Neiman Large Cap Value Fund		0.65%0.76%1.10%1.36%3.60%17.65%1.20%2.26%1.20%6.64%10.20%4.19%

Frequently Asked Questions

CILGX and NEIMX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CILGX has higher volatility (4.58%) compared to NEIMX (4.15%). In terms of maximum drawdown, CILGX dropped -33.57% vs NEIMX's -92.94%.

NEIMX currently has the higher Sharpe Ratio (3.17 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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