NEIMX vs. SCHX
Compare and contrast key facts about Neiman Large Cap Value Fund (NEIMX) and Schwab U.S. Large-Cap ETF (SCHX).
NEIMX is managed by Neiman Funds. It was launched on Apr 1, 2003. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Performance
NEIMX vs. SCHX - Performance Comparison
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NEIMX vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEIMX Neiman Large Cap Value Fund | 5.61% | 18.68% | 13.50% | 6.15% | -5.16% | 23.85% | -5.97% | 23.49% | -9.76% | 19.00% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 21.95% |
Returns By Period
In the year-to-date period, NEIMX achieves a 5.61% return, which is significantly higher than SCHX's -3.70% return. Over the past 10 years, NEIMX has underperformed SCHX with an annualized return of 9.24%, while SCHX has yielded a comparatively higher 14.02% annualized return.
NEIMX
- 1D
- 1.99%
- 1M
- -3.83%
- YTD
- 5.61%
- 6M
- 8.69%
- 1Y
- 25.83%
- 3Y*
- 14.76%
- 5Y*
- 10.37%
- 10Y*
- 9.24%
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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NEIMX vs. SCHX - Expense Ratio Comparison
NEIMX has a 1.46% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Return for Risk
NEIMX vs. SCHX — Risk / Return Rank
NEIMX
SCHX
NEIMX vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neiman Large Cap Value Fund (NEIMX) and Schwab U.S. Large-Cap ETF (SCHX). 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.
| NEIMX | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 0.98 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.50 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.23 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.51 | +0.98 |
Martin ratioReturn relative to average drawdown | 12.55 | 7.02 | +5.53 |
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
| NEIMX | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.98 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.66 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.78 | -0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.80 | -0.77 |
Correlation
The correlation between NEIMX and SCHX is 0.91, 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. SCHX - Dividend Comparison
NEIMX's dividend yield for the trailing twelve months is around 0.72%, less than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEIMX Neiman Large Cap Value Fund | 0.72% | 0.76% | 1.10% | 1.36% | 3.60% | 17.65% | 1.20% | 2.26% | 1.20% | 6.64% | 10.20% | 4.19% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
NEIMX vs. SCHX - Drawdown Comparison
The maximum NEIMX drawdown since its inception was -92.94%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for NEIMX and SCHX.
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Drawdown Indicators
| NEIMX | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.94% | -34.33% | -58.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -12.19% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -92.94% | -25.41% | -67.53% |
Max Drawdown (10Y)Largest decline over 10 years | -92.94% | -34.33% | -58.61% |
Current DrawdownCurrent decline from peak | -90.08% | -5.67% | -84.41% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -4.00% | -5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.62% | -0.48% |
Volatility
NEIMX vs. SCHX - Volatility Comparison
The current volatility for Neiman Large Cap Value Fund (NEIMX) is 4.05%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 5.36%. This indicates that NEIMX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEIMX | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 5.36% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 9.67% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 18.33% | -2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 576.30% | 17.13% | +559.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 407.62% | 18.13% | +389.49% |