TSWEX vs. NEIMX
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and Neiman Large Cap Value Fund (NEIMX).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. NEIMX is managed by Neiman Funds. It was launched on Apr 1, 2003.
Performance
TSWEX vs. NEIMX - Performance Comparison
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TSWEX vs. NEIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 2.84% | 2.29% | 11.12% | 6.47% | 0.85% | 25.23% | 7.37% | 21.26% | -1.91% | 14.52% |
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, TSWEX achieves a 2.84% return, which is significantly lower than NEIMX's 5.61% return. Both investments have delivered pretty close results over the past 10 years, with TSWEX having a 9.38% annualized return and NEIMX not far behind at 9.24%.
TSWEX
- 1D
- 1.13%
- 1M
- -4.29%
- YTD
- 2.84%
- 6M
- -9.78%
- 1Y
- -1.95%
- 3Y*
- 8.25%
- 5Y*
- 6.78%
- 10Y*
- 9.38%
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%
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TSWEX vs. NEIMX - Expense Ratio Comparison
TSWEX has a 0.75% expense ratio, which is lower than NEIMX's 1.46% expense ratio.
Return for Risk
TSWEX vs. NEIMX — Risk / Return Rank
TSWEX
NEIMX
TSWEX vs. NEIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) 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.
| TSWEX | NEIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 1.65 | -1.76 |
Sortino ratioReturn per unit of downside risk | 0.00 | 2.32 | -2.32 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.38 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 2.49 | -2.43 |
Martin ratioReturn relative to average drawdown | 0.14 | 12.55 | -12.41 |
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
| TSWEX | NEIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 1.65 | -1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.02 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.02 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.03 | +0.44 |
Correlation
The correlation between TSWEX 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
TSWEX vs. NEIMX - Dividend Comparison
TSWEX's dividend yield for the trailing twelve months is around 0.66%, less than NEIMX's 0.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 0.66% | 1.05% | 8.86% | 8.12% | 12.42% | 13.07% | 5.12% | 4.40% | 16.09% | 8.52% | 11.06% | 6.91% |
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
TSWEX vs. NEIMX - Drawdown Comparison
The maximum TSWEX drawdown since its inception was -53.14%, smaller than the maximum NEIMX drawdown of -92.94%. Use the drawdown chart below to compare losses from any high point for TSWEX and NEIMX.
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Drawdown Indicators
| TSWEX | NEIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.14% | -92.94% | +39.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -10.78% | -3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -92.94% | +76.60% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -92.94% | +59.04% |
Current DrawdownCurrent decline from peak | -11.51% | -90.08% | +78.57% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -9.92% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.24% | 2.14% | +4.10% |
Volatility
TSWEX vs. NEIMX - Volatility Comparison
The current volatility for TSW Large Cap Value Fund (TSWEX) is 3.27%, while Neiman Large Cap Value Fund (NEIMX) has a volatility of 4.05%. This indicates that TSWEX experiences smaller price fluctuations and is considered to be less risky 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
| TSWEX | NEIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 4.05% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 16.46% | 8.52% | +7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 15.65% | +6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 576.30% | -561.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 407.62% | -391.28% |