LVAMX vs. NEIMX
LVAMX (LSV U.S. Managed Volatility Fund) and NEIMX (Neiman Large Cap Value Fund) are both mutual funds - LVAMX is a Low Volatility fund managed by BlackRock, while NEIMX is a Large Cap Value Equities fund managed by Neiman. Over the past 10 years, LVAMX returned 7.84%/yr vs 10.32%/yr for NEIMX. Their correlation of 0.84 means they have usually moved in the same direction. LVAMX charges 0.94%/yr vs 1.46%/yr for NEIMX.
Performance
LVAMX vs. NEIMX - Performance Comparison
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Returns By Period
In the year-to-date period, LVAMX achieves a 15.50% return, which is significantly lower than NEIMX's 19.10% return. Over the past 10 years, LVAMX has underperformed NEIMX with an annualized return of 7.84%, while NEIMX has yielded a comparatively higher 10.32% annualized return.
LVAMX
- 1D
- -0.71%
- 1M
- 4.36%
- 6M
- 12.28%
- YTD
- 15.50%
- 1Y
- 25.13%
- 3Y*
- 11.22%
- 5Y*
- 7.56%
- 10Y*
- 7.84%
- ALL TIME*
- 8.08%
NEIMX
- 1D
- 1.55%
- 1M
- 2.10%
- 6M
- 11.59%
- YTD
- 19.10%
- 1Y
- 32.30%
- 3Y*
- 17.85%
- 5Y*
- 11.94%
- 10Y*
- 10.32%
- ALL TIME*
- 7.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LVAMX vs. NEIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVAMX LSV U.S. Managed Volatility Fund | 15.50% | 15.33% | 2.07% | 4.16% | -2.66% | 20.97% | -6.86% | 22.91% | -2.17% | 13.52% |
NEIMX Neiman Large Cap Value Fund | 19.10% | 18.68% | 13.50% | 6.15% | -5.16% | 23.85% | -5.97% | 23.49% | -9.76% | 19.00% |
Correlation
The correlation between LVAMX and NEIMX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2014 | 0.84 |
Over the past year, the correlation between LVAMX and NEIMX has dropped to 0.49 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
LVAMX vs. NEIMX — Risk / Return Rank
LVAMX
NEIMX
LVAMX vs. NEIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV U.S. Managed Volatility Fund (LVAMX) 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.
| LVAMX | NEIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.49 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | 5.28 | -0.62 |
| Martin ratioReturn relative to average drawdown | 16.95 | 21.01 | -4.06 |
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Drawdowns
LVAMX vs. NEIMX - Drawdown Comparison
The maximum LVAMX drawdown since its inception was -33.38%, smaller than the maximum NEIMX drawdown of -92.94%. Use the drawdown chart below to compare losses from any high point for LVAMX and NEIMX.
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Drawdown Indicators
| LVAMX | NEIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.38% | -92.94% | +59.56% |
Max Drawdown (1Y)Largest decline over 1 year | -5.13% | -5.75% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -20.84% | -92.94% | +72.10% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -92.94% | +72.10% |
Max Drawdown (10Y)Largest decline over 10 years | -33.38% | -92.94% | +59.56% |
Current DrawdownCurrent decline from peak | -1.06% | -88.82% | +87.76% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -11.05% | +6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 1.45% | -0.04% |
Volatility
LVAMX vs. NEIMX - Volatility Comparison
LSV U.S. Managed Volatility Fund (LVAMX) and Neiman Large Cap Value Fund (NEIMX) have volatilities of 2.92% and 2.79%, 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
| LVAMX | NEIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.79% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 8.53% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.81% | 11.18% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 576.53% | -560.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.13% | 407.62% | -391.49% |
LVAMX vs. NEIMX - Expense Ratio Comparison
LVAMX has a 0.94% expense ratio, which is lower than NEIMX's 1.46% expense ratio.
Dividends
LVAMX vs. NEIMX - Dividend Comparison
LVAMX's dividend yield for the trailing twelve months is around 18.31%, more than NEIMX's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVAMX LSV U.S. Managed Volatility Fund | 18.31% | 21.15% | 3.30% | 17.00% | 10.71% | 6.62% | 3.15% | 9.37% | 6.98% | 3.79% | 1.98% | 2.22% |
NEIMX Neiman Large Cap Value Fund | 0.70% | 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
LVAMX and NEIMX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LVAMX has higher volatility (2.92%) compared to NEIMX (2.79%). In terms of maximum drawdown, LVAMX dropped -33.38% vs NEIMX's -92.94%.
NEIMX currently has the higher Sharpe Ratio (2.72 vs 2.44), 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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