FSTUX vs. NEIMX

Last updated Jun 4, 2026

FSTUX (Invesco Dividend Income Fund) and NEIMX (Neiman Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, FSTUX returned 8.13%/yr vs 10.34%/yr for NEIMX. Their correlation of 0.81 suggests significant overlap in exposure. FSTUX charges 0.94%/yr vs 1.46%/yr for NEIMX.

Performance

FSTUX vs. NEIMX - Performance Comparison

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

Returns By Period

In the year-to-date period, FSTUX achieves a 4.93% return, which is significantly lower than NEIMX's 17.29% return. Over the past 10 years, FSTUX has underperformed NEIMX with an annualized return of 8.13%, while NEIMX has yielded a comparatively higher 10.34% annualized return.

FSTUX

• 1D: 1.05%
• 1M: 0.94%
• YTD: 4.93%
• 6M: 6.03%
• 1Y: 16.38%
• 3Y*: 13.39%
• 5Y*: 8.39%
• 10Y*: 8.13%

NEIMX

• 1D: 1.26%
• 1M: 4.85%
• YTD: 17.29%
• 6M: 17.10%
• 1Y: 34.32%
• 3Y*: 19.56%
• 5Y*: 12.08%
• 10Y*: 10.34%

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

FSTUX vs. NEIMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSTUX Invesco Dividend Income Fund	4.93%	15.48%	11.49%	7.10%	0.58%	18.98%	0.56%	18.10%	-7.45%	8.88%
NEIMX Neiman Large Cap Value Fund	17.29%	18.68%	13.50%	6.15%	-5.16%	23.85%	-5.97%	23.49%	-9.76%	19.00%

Correlation

The correlation between FSTUX and NEIMX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Apr 1, 2003	0.81

The correlation between FSTUX and NEIMX shifts across timeframes, from 0.76 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

FSTUX vs. NEIMX — Risk / Return Rank

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

FSTUX

FSTUX Risk / Return Rank: 39
FSTUX Sharpe Ratio Rank: 38
FSTUX Sortino Ratio Rank: 39
FSTUX Omega Ratio Rank: 36
FSTUX Calmar Ratio Rank: 44
FSTUX Martin Ratio Rank: 39

NEIMX

NEIMX Risk / Return Rank: 94
NEIMX Sharpe Ratio Rank: 95
NEIMX Sortino Ratio Rank: 93
NEIMX Omega Ratio Rank: 89
NEIMX Calmar Ratio Rank: 96
NEIMX Martin Ratio Rank: 97

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.

FSTUX vs. NEIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dividend Income Fund (FSTUX) 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.

	FSTUX	NEIMX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	3.45	-1.65
Sortino ratio: Return per unit of downside risk	2.63	4.78	-2.15
Omega ratio: Gain probability vs. loss probability	1.32	1.63	-0.31
Calmar ratio: Return relative to maximum drawdown	2.51	6.10	-3.59
Martin ratio: Return relative to average drawdown	8.49	25.48	-16.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSTUX vs. NEIMX - Sharpe Ratio Comparison

The current FSTUX Sharpe Ratio is 1.80, which is lower than the NEIMX Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of FSTUX 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.

Sharpe Ratios by Period

	FSTUX	NEIMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	3.45	-1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.02	+0.63
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.03	+0.54
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.03	+0.36

Drawdowns

FSTUX vs. NEIMX - Drawdown Comparison

The maximum FSTUX drawdown since its inception was -62.41%, smaller than the maximum NEIMX drawdown of -92.94%. Use the drawdown chart below to compare losses from any high point for FSTUX and NEIMX.

Drawdown Indicators

	FSTUX	NEIMX	Difference
Max Drawdown Largest peak-to-trough decline	-62.41%	-92.94%	+30.53%
Max Drawdown (1Y) Largest decline over 1 year	-6.82%	-5.75%	-1.07%
Max Drawdown (3Y) Largest decline over 3 years	-12.99%	-92.94%	+79.95%
Max Drawdown (5Y) Largest decline over 5 years	-16.18%	-92.94%	+76.76%
Max Drawdown (10Y) Largest decline over 10 years	-31.89%	-92.94%	+61.05%
Current Drawdown Current decline from peak	-2.33%	-88.99%	+86.66%
Average Drawdown Average peak-to-trough decline	-11.91%	-10.51%	-1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	1.37%	+0.64%

Volatility

FSTUX vs. NEIMX - Volatility Comparison

Invesco Dividend Income Fund (FSTUX) and Neiman Large Cap Value Fund (NEIMX) have volatilities of 2.79% and 2.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSTUX	NEIMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	2.72%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	7.40%	7.81%	-0.41%
Volatility (1Y) Calculated over the trailing 1-year period	9.54%	10.18%	-0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.04%	576.30%	-563.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.52%	407.70%	-393.18%

FSTUX vs. NEIMX - Expense Ratio Comparison

FSTUX has a 0.94% expense ratio, which is lower than NEIMX's 1.46% expense ratio.

Dividends

FSTUX vs. NEIMX - Dividend Comparison

FSTUX's dividend yield for the trailing twelve months is around 11.45%, more than NEIMX's 0.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSTUX Invesco Dividend Income Fund	11.45%	11.91%	7.47%	5.59%	5.72%	6.49%	2.17%	3.24%	10.97%	4.09%	2.28%	4.24%
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

Can I hold both FSTUX and NEIMX in my portfolio?

FSTUX and NEIMX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSTUX or NEIMX?

FSTUX has higher volatility (2.79%) compared to NEIMX (2.72%). In terms of maximum drawdown, FSTUX dropped -62.41% vs NEIMX's -92.94%.

Which has better risk-adjusted returns?

NEIMX currently has the higher Sharpe Ratio (3.45 vs 1.80), 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.