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NEIMX vs. FDEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEIMX vs. FDEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neiman Large Cap Value Fund (NEIMX) and Fidelity Advisor Capital Development Fund Class I (FDEIX). The values are adjusted to include any dividend payments, if applicable.

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NEIMX vs. FDEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEIMX
Neiman Large Cap Value Fund
3.55%18.68%13.50%6.15%-5.16%23.85%-5.97%23.49%-9.76%19.00%
FDEIX
Fidelity Advisor Capital Development Fund Class I
-5.08%27.44%26.86%24.00%-8.17%25.18%8.93%31.14%-9.21%16.45%

Returns By Period

In the year-to-date period, NEIMX achieves a 3.55% return, which is significantly higher than FDEIX's -5.08% return. Over the past 10 years, NEIMX has underperformed FDEIX with an annualized return of 9.03%, while FDEIX has yielded a comparatively higher 14.51% annualized return.


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%

FDEIX

1D
-0.60%
1M
-8.09%
YTD
-5.08%
6M
-0.22%
1Y
23.90%
3Y*
21.30%
5Y*
14.36%
10Y*
14.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEIMX vs. FDEIX - Expense Ratio Comparison

NEIMX has a 1.46% expense ratio, which is higher than FDEIX's 0.71% expense ratio.


Return for Risk

NEIMX vs. FDEIX — Risk / Return Rank

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

NEIMX
NEIMX Risk / Return Rank: 8686
Overall Rank
NEIMX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NEIMX Sortino Ratio Rank: 8484
Sortino Ratio Rank
NEIMX Omega Ratio Rank: 8686
Omega Ratio Rank
NEIMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
NEIMX Martin Ratio Rank: 9191
Martin Ratio Rank

FDEIX
FDEIX Risk / Return Rank: 7777
Overall Rank
FDEIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FDEIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FDEIX Omega Ratio Rank: 7979
Omega Ratio Rank
FDEIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FDEIX Martin Ratio Rank: 8282
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.

NEIMX vs. FDEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neiman Large Cap Value Fund (NEIMX) and Fidelity Advisor Capital Development Fund Class I (FDEIX). 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.


NEIMXFDEIXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.33

+0.25

Sortino ratio

Return per unit of downside risk

2.21

1.89

+0.33

Omega ratio

Gain probability vs. loss probability

1.36

1.30

+0.06

Calmar ratio

Return relative to maximum drawdown

2.11

1.76

+0.34

Martin ratio

Return relative to average drawdown

10.67

8.12

+2.54

NEIMX vs. FDEIX - Sharpe Ratio Comparison

The current NEIMX Sharpe Ratio is 1.58, which is comparable to the FDEIX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of NEIMX and FDEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEIMXFDEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.33

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.82

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.77

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.51

-0.48

Correlation

The correlation between NEIMX and FDEIX 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

NEIMX vs. FDEIX - Dividend Comparison

NEIMX's dividend yield for the trailing twelve months is around 0.73%, less than FDEIX's 10.83% yield.


TTM20252024202320222021202020192018201720162015
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%
FDEIX
Fidelity Advisor Capital Development Fund Class I
10.83%10.28%8.81%4.21%5.46%5.49%4.32%7.30%15.57%5.32%2.82%5.75%

Drawdowns

NEIMX vs. FDEIX - Drawdown Comparison

The maximum NEIMX drawdown since its inception was -92.94%, which is greater than FDEIX's maximum drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for NEIMX and FDEIX.


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Drawdown Indicators


NEIMXFDEIXDifference

Max Drawdown

Largest peak-to-trough decline

-92.94%

-57.82%

-35.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-12.44%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-92.94%

-21.81%

-71.13%

Max Drawdown (10Y)

Largest decline over 10 years

-92.94%

-36.61%

-56.33%

Current Drawdown

Current decline from peak

-90.28%

-9.64%

-80.64%

Average Drawdown

Average peak-to-trough decline

-9.91%

-8.19%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.70%

-0.57%

Volatility

NEIMX vs. FDEIX - Volatility Comparison

The current volatility for Neiman Large Cap Value Fund (NEIMX) is 3.41%, while Fidelity Advisor Capital Development Fund Class I (FDEIX) has a volatility of 4.45%. This indicates that NEIMX experiences smaller price fluctuations and is considered to be less risky than FDEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEIMXFDEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

4.45%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

9.54%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

18.44%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

576.30%

17.54%

+558.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

407.62%

18.81%

+388.81%