PortfoliosLab logoPortfoliosLab logo
NEIMX vs. VEIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEIMX vs. VEIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neiman Large Cap Value Fund (NEIMX) and Vanguard Equity Income Fund Investor Shares (VEIPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

NEIMX vs. VEIPX - 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%
VEIPX
Vanguard Equity Income Fund Investor Shares
-0.15%17.14%14.80%7.66%-0.16%25.41%2.97%25.21%-5.75%17.60%

Returns By Period

In the year-to-date period, NEIMX achieves a 3.55% return, which is significantly higher than VEIPX's -0.15% return. Over the past 10 years, NEIMX has underperformed VEIPX with an annualized return of 9.03%, while VEIPX has yielded a comparatively higher 11.06% 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%

VEIPX

1D
0.05%
1M
-6.02%
YTD
-0.15%
6M
3.42%
1Y
13.87%
3Y*
13.89%
5Y*
10.46%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NEIMX vs. VEIPX - Expense Ratio Comparison

NEIMX has a 1.46% expense ratio, which is higher than VEIPX's 0.28% expense ratio.


Return for Risk

NEIMX vs. VEIPX — 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

VEIPX
VEIPX Risk / Return Rank: 5656
Overall Rank
VEIPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VEIPX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VEIPX Omega Ratio Rank: 5959
Omega Ratio Rank
VEIPX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VEIPX Martin Ratio Rank: 5858
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. VEIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neiman Large Cap Value Fund (NEIMX) and Vanguard Equity Income Fund Investor Shares (VEIPX). 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.


NEIMXVEIPXDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.00

+0.58

Sortino ratio

Return per unit of downside risk

2.21

1.45

+0.76

Omega ratio

Gain probability vs. loss probability

1.36

1.22

+0.14

Calmar ratio

Return relative to maximum drawdown

2.11

1.26

+0.84

Martin ratio

Return relative to average drawdown

10.67

5.61

+5.05

NEIMX vs. VEIPX - Sharpe Ratio Comparison

The current NEIMX Sharpe Ratio is 1.58, which is higher than the VEIPX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of NEIMX and VEIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NEIMXVEIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.00

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.76

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.68

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.64

-0.61

Correlation

The correlation between NEIMX and VEIPX is 0.90, 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. VEIPX - Dividend Comparison

NEIMX's dividend yield for the trailing twelve months is around 0.73%, less than VEIPX's 11.02% 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%
VEIPX
Vanguard Equity Income Fund Investor Shares
11.02%10.94%9.74%7.87%8.69%7.62%2.77%4.36%10.87%2.98%3.78%6.39%

Drawdowns

NEIMX vs. VEIPX - Drawdown Comparison

The maximum NEIMX drawdown since its inception was -92.94%, which is greater than VEIPX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for NEIMX and VEIPX.


Loading graphics...

Drawdown Indicators


NEIMXVEIPXDifference

Max Drawdown

Largest peak-to-trough decline

-92.94%

-54.12%

-38.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-10.97%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-92.94%

-15.16%

-77.78%

Max Drawdown (10Y)

Largest decline over 10 years

-92.94%

-35.26%

-57.68%

Current Drawdown

Current decline from peak

-90.28%

-6.85%

-83.43%

Average Drawdown

Average peak-to-trough decline

-9.91%

-5.52%

-4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.47%

-0.34%

Volatility

NEIMX vs. VEIPX - Volatility Comparison

Neiman Large Cap Value Fund (NEIMX) has a higher volatility of 3.41% compared to Vanguard Equity Income Fund Investor Shares (VEIPX) at 3.14%. This indicates that NEIMX's price experiences larger fluctuations and is considered to be riskier than VEIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NEIMXVEIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

3.14%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

7.69%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

15.00%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

576.30%

13.91%

+562.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

407.62%

16.29%

+391.33%