NEIMX vs. SMVLX
NEIMX (Neiman Large Cap Value Fund) and SMVLX (Smead Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, NEIMX returned 10.28%/yr vs 12.33%/yr for SMVLX. Their correlation of 0.82 suggests significant overlap in exposure. NEIMX charges 1.46%/yr vs 1.26%/yr for SMVLX.
Performance
NEIMX vs. SMVLX - Performance Comparison
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Returns By Period
In the year-to-date period, NEIMX achieves a 16.92% return, which is significantly higher than SMVLX's 13.71% return. Over the past 10 years, NEIMX has underperformed SMVLX with an annualized return of 10.28%, while SMVLX has yielded a comparatively higher 12.33% annualized return.
NEIMX
- 1D
- 0.63%
- 1M
- 0.40%
- YTD
- 16.92%
- 6M
- 16.60%
- 1Y
- 33.07%
- 3Y*
- 18.73%
- 5Y*
- 12.45%
- 10Y*
- 10.28%
SMVLX
- 1D
- 0.25%
- 1M
- -0.57%
- YTD
- 13.71%
- 6M
- 12.91%
- 1Y
- 26.11%
- 3Y*
- 12.77%
- 5Y*
- 10.10%
- 10Y*
- 12.33%
NEIMX vs. SMVLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEIMX Neiman Large Cap Value Fund | 16.92% | 18.68% | 13.50% | 6.15% | -5.16% | 23.85% | -5.97% | 23.49% | -9.76% | 19.00% |
SMVLX Smead Value Fund | 13.71% | 5.05% | 4.78% | 16.87% | -2.79% | 42.46% | 1.71% | 26.29% | -4.79% | 19.73% |
Correlation
The correlation between NEIMX and SMVLX is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.82 |
Over the past year, the correlation between NEIMX and SMVLX has dropped to 0.50 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
NEIMX vs. SMVLX — Risk / Return Rank
NEIMX
SMVLX
NEIMX vs. SMVLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Neiman Large Cap Value Fund (NEIMX) and Smead Value Fund (SMVLX). 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.
| NEIMX | SMVLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.33 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 5.71 | 4.54 | +1.17 |
| Martin ratioReturn relative to average drawdown | 23.14 | 13.10 | +10.05 |
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Drawdowns
NEIMX vs. SMVLX - Drawdown Comparison
The maximum NEIMX drawdown since its inception was -92.94%, which is greater than SMVLX's maximum drawdown of -39.56%. Use the drawdown chart below to compare losses from any high point for NEIMX and SMVLX.
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Drawdown Indicators
| NEIMX | SMVLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.94% | -39.56% | -53.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.75% | -5.90% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -92.94% | -24.62% | -68.32% |
Max Drawdown (5Y)Largest decline over 5 years | -92.94% | -24.62% | -68.32% |
Max Drawdown (10Y)Largest decline over 10 years | -92.94% | -39.56% | -53.38% |
Current DrawdownCurrent decline from peak | -89.02% | -3.23% | -85.79% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -4.58% | -6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.04% | -0.62% |
Volatility
NEIMX vs. SMVLX - Volatility Comparison
Neiman Large Cap Value Fund (NEIMX) has a higher volatility of 4.13% compared to Smead Value Fund (SMVLX) at 3.53%. This indicates that NEIMX's price experiences larger fluctuations and is considered to be riskier than SMVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEIMX | SMVLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 3.53% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 8.76% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.67% | 14.25% | -3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 576.30% | 18.39% | +557.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 407.54% | 19.48% | +388.06% |
NEIMX vs. SMVLX - Expense Ratio Comparison
NEIMX has a 1.46% expense ratio, which is higher than SMVLX's 1.26% expense ratio.
Dividends
NEIMX vs. SMVLX - Dividend Comparison
NEIMX's dividend yield for the trailing twelve months is around 0.65%, less than SMVLX's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SMVLX Smead Value Fund | 1.47% | 1.67% | 1.08% | 1.34% | 1.78% | 3.91% | 1.40% | 3.83% | 7.47% | 0.22% | 3.14% | 3.10% |
Frequently Asked Questions
NEIMX and SMVLX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEIMX has higher volatility (4.13%) compared to SMVLX (3.53%). In terms of maximum drawdown, NEIMX dropped -92.94% vs SMVLX's -39.56%.
NEIMX currently has the higher Sharpe Ratio (3.08 vs 1.88), 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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