GVALX vs. NEIMX
Compare and contrast key facts about Gotham Large Value Fund (GVALX) and Neiman Large Cap Value Fund (NEIMX).
GVALX is managed by Gotham. It was launched on Dec 31, 2015. NEIMX is managed by Neiman Funds. It was launched on Apr 1, 2003.
Performance
GVALX vs. NEIMX - Performance Comparison
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GVALX vs. NEIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GVALX Gotham Large Value Fund | 1.49% | 13.83% | 11.88% | 11.74% | -6.84% | 28.96% | 3.42% | 12.79% |
NEIMX Neiman Large Cap Value Fund | 3.55% | 18.68% | 13.50% | 6.15% | -5.16% | 23.85% | -5.97% | 12.12% |
Returns By Period
In the year-to-date period, GVALX achieves a 1.49% return, which is significantly lower than NEIMX's 3.55% return.
GVALX
- 1D
- -0.28%
- 1M
- -7.46%
- YTD
- 1.49%
- 6M
- 4.69%
- 1Y
- 12.67%
- 3Y*
- 12.73%
- 5Y*
- 9.42%
- 10Y*
- —
NEIMX
- 1D
- -0.44%
- 1M
- -5.42%
- YTD
- 3.55%
- 6M
- 6.65%
- 1Y
- 23.29%
- 3Y*
- 14.01%
- 5Y*
- 10.16%
- 10Y*
- 9.03%
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GVALX vs. NEIMX - Expense Ratio Comparison
GVALX has a 1.05% expense ratio, which is lower than NEIMX's 1.46% expense ratio.
Return for Risk
GVALX vs. NEIMX — Risk / Return Rank
GVALX
NEIMX
GVALX vs. NEIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Large Value Fund (GVALX) 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.
| GVALX | NEIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.58 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.21 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.36 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.11 | -1.11 |
Martin ratioReturn relative to average drawdown | 4.41 | 10.67 | -6.25 |
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
| GVALX | NEIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.58 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.02 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.03 | +0.51 |
Correlation
The correlation between GVALX and NEIMX is 0.89, 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
GVALX vs. NEIMX - Dividend Comparison
GVALX's dividend yield for the trailing twelve months is around 11.64%, more than NEIMX's 0.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVALX Gotham Large Value Fund | 11.64% | 11.81% | 10.72% | 9.77% | 7.59% | 18.49% | 1.61% | 2.40% | 0.00% | 0.00% | 0.00% | 0.00% |
NEIMX Neiman Large Cap Value Fund | 0.73% | 0.76% | 1.10% | 1.36% | 3.60% | 17.65% | 1.20% | 2.26% | 1.20% | 6.64% | 10.20% | 4.19% |
Drawdowns
GVALX vs. NEIMX - Drawdown Comparison
The maximum GVALX drawdown since its inception was -38.56%, smaller than the maximum NEIMX drawdown of -92.94%. Use the drawdown chart below to compare losses from any high point for GVALX and NEIMX.
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Drawdown Indicators
| GVALX | NEIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.56% | -92.94% | +54.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -10.78% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -18.68% | -92.94% | +74.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.94% | — |
Current DrawdownCurrent decline from peak | -7.46% | -90.28% | +82.82% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -9.91% | +5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.13% | +0.60% |
Volatility
GVALX vs. NEIMX - Volatility Comparison
Gotham Large Value Fund (GVALX) and Neiman Large Cap Value Fund (NEIMX) have volatilities of 3.31% and 3.41%, 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.
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Volatility by Period
| GVALX | NEIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.41% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.08% | 8.30% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 15.57% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 576.30% | -560.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 407.62% | -387.96% |