SABTX vs. NEIMX
Compare and contrast key facts about SA U.S. Value Fund (SABTX) and Neiman Large Cap Value Fund (NEIMX).
SABTX is managed by SA Funds. It was launched on Aug 5, 1999. NEIMX is managed by Neiman Funds. It was launched on Apr 1, 2003.
Performance
SABTX vs. NEIMX - Performance Comparison
Loading graphics...
SABTX vs. NEIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SABTX SA U.S. Value Fund | 4.27% | 17.69% | 11.32% | 11.82% | -6.35% | 27.06% | -2.04% | 24.85% | -12.14% | 18.45% |
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% |
Returns By Period
In the year-to-date period, SABTX achieves a 4.27% return, which is significantly lower than NEIMX's 5.61% return. Over the past 10 years, SABTX has outperformed NEIMX with an annualized return of 10.54%, while NEIMX has yielded a comparatively lower 9.24% annualized return.
SABTX
- 1D
- 1.95%
- 1M
- -3.93%
- YTD
- 4.27%
- 6M
- 9.19%
- 1Y
- 19.31%
- 3Y*
- 14.89%
- 5Y*
- 9.48%
- 10Y*
- 10.54%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SABTX vs. NEIMX - Expense Ratio Comparison
SABTX has a 0.73% expense ratio, which is lower than NEIMX's 1.46% expense ratio.
Return for Risk
SABTX vs. NEIMX — Risk / Return Rank
SABTX
NEIMX
SABTX vs. NEIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA U.S. Value Fund (SABTX) 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.
| SABTX | NEIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.65 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.77 | 2.32 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.38 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.49 | -1.44 |
Martin ratioReturn relative to average drawdown | 3.98 | 12.55 | -8.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SABTX | NEIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.65 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.02 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.02 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.03 | +0.32 |
Correlation
The correlation between SABTX and NEIMX is 0.86, 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
SABTX vs. NEIMX - Dividend Comparison
SABTX's dividend yield for the trailing twelve months is around 3.72%, more than NEIMX's 0.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SABTX SA U.S. Value Fund | 3.72% | 3.88% | 2.60% | 1.67% | 7.66% | 4.25% | 1.52% | 5.14% | 9.80% | 10.36% | 5.08% | 6.83% |
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% |
Drawdowns
SABTX vs. NEIMX - Drawdown Comparison
The maximum SABTX drawdown since its inception was -66.96%, smaller than the maximum NEIMX drawdown of -92.94%. Use the drawdown chart below to compare losses from any high point for SABTX and NEIMX.
Loading graphics...
Drawdown Indicators
| SABTX | NEIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.96% | -92.94% | +25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.45% | -10.78% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -92.94% | +72.52% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -92.94% | +50.94% |
Current DrawdownCurrent decline from peak | -4.54% | -90.08% | +85.54% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -9.92% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.14% | +1.70% |
Volatility
SABTX vs. NEIMX - Volatility Comparison
SA U.S. Value Fund (SABTX) and Neiman Large Cap Value Fund (NEIMX) have volatilities of 4.17% and 4.05%, 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.
Loading graphics...
Volatility by Period
| SABTX | NEIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 4.05% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 8.52% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 15.65% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 576.30% | -559.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 407.62% | -388.44% |