SWLVX vs. NEIMX
SWLVX (Schwab U.S. Large-Cap Value Index Fund) and NEIMX (Neiman Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 5 years, SWLVX returned 11.69%/yr vs 11.94%/yr for NEIMX. Their correlation of 0.90 means they have usually moved in the same direction. SWLVX charges 0.04%/yr vs 1.46%/yr for NEIMX.
Performance
SWLVX vs. NEIMX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SWLVX having a 20.05% return and NEIMX slightly lower at 19.10%.
SWLVX
- 1D
- 0.46%
- 1M
- 1.46%
- 6M
- 14.82%
- YTD
- 20.05%
- 1Y
- 32.19%
- 3Y*
- 17.67%
- 5Y*
- 11.69%
- 10Y*
- —
- ALL TIME*
- 10.94%
NEIMX
- 1D
- 1.55%
- 1M
- 2.10%
- 6M
- 11.59%
- YTD
- 19.10%
- 1Y
- 32.30%
- 3Y*
- 17.85%
- 5Y*
- 11.94%
- 10Y*
- 10.32%
- ALL TIME*
- 7.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SWLVX vs. NEIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWLVX Schwab U.S. Large-Cap Value Index Fund | 20.05% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
NEIMX Neiman Large Cap Value Fund | 19.10% | 18.68% | 13.50% | 6.15% | -5.16% | 23.85% | -5.97% | 23.49% | -9.76% | 0.07% |
Correlation
The correlation between SWLVX and NEIMX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.90 |
The correlation between SWLVX and NEIMX shifts across timeframes, from 0.77 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SWLVX vs. NEIMX — Risk / Return Rank
SWLVX
NEIMX
SWLVX vs. NEIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value Index Fund (SWLVX) 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.
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.
| SWLVX | NEIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.49 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 5.28 | -0.95 |
| Martin ratioReturn relative to average drawdown | 18.59 | 21.01 | -2.42 |
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Drawdowns
SWLVX vs. NEIMX - Drawdown Comparison
The maximum SWLVX drawdown since its inception was -38.34%, smaller than the maximum NEIMX drawdown of -92.94%. Use the drawdown chart below to compare losses from any high point for SWLVX and NEIMX.
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Drawdown Indicators
| SWLVX | NEIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.34% | -92.94% | +54.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.82% | -5.75% | -1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -92.94% | +77.33% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -92.94% | +73.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.94% | — |
Current DrawdownCurrent decline from peak | -0.56% | -88.82% | +88.26% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -11.05% | +6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.45% | +0.15% |
Volatility
SWLVX vs. NEIMX - Volatility Comparison
Schwab U.S. Large-Cap Value Index Fund (SWLVX) has a higher volatility of 2.94% compared to Neiman Large Cap Value Fund (NEIMX) at 2.79%. This indicates that SWLVX's price experiences larger fluctuations and is considered to be riskier than NEIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SWLVX | NEIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 2.79% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 8.53% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 11.18% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 576.53% | -561.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 407.62% | -389.16% |
SWLVX vs. NEIMX - Expense Ratio Comparison
SWLVX has a 0.04% expense ratio, which is lower than NEIMX's 1.46% expense ratio.
Dividends
SWLVX vs. NEIMX - Dividend Comparison
SWLVX's dividend yield for the trailing twelve months is around 1.68%, more than NEIMX's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEIMX Neiman Large Cap Value Fund | 0.70% | 0.76% | 1.10% | 1.36% | 3.60% | 17.65% | 1.20% | 2.26% | 1.20% | 6.64% | 10.20% | 4.19% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.68% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SWLVX and NEIMX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWLVX has higher volatility (2.94%) compared to NEIMX (2.79%). In terms of maximum drawdown, SWLVX dropped -38.34% vs NEIMX's -92.94%.
NEIMX currently has the higher Sharpe Ratio (2.72 vs 2.59), 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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