ACBPX vs. DUTMX
ACBPX (American Century Diversified Bond Fund) and DUTMX (Dupree Taxable Municipal Bond Fund) are both Intermediate Core Bond funds. Over the past 10 years, ACBPX returned 1.38%/yr vs 0.47%/yr for DUTMX. Their correlation of 0.83 suggests significant overlap in exposure. ACBPX charges 0.39%/yr vs 1.00%/yr for DUTMX.
Performance
ACBPX vs. DUTMX - Performance Comparison
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Returns By Period
In the year-to-date period, ACBPX achieves a 0.35% return, which is significantly lower than DUTMX's 1.56% return. Over the past 10 years, ACBPX has outperformed DUTMX with an annualized return of 1.38%, while DUTMX has yielded a comparatively lower 0.47% annualized return.
ACBPX
- 1D
- 0.22%
- 1M
- 0.92%
- YTD
- 0.35%
- 6M
- 0.85%
- 1Y
- 4.98%
- 3Y*
- 3.72%
- 5Y*
- -0.40%
- 10Y*
- 1.38%
DUTMX
- 1D
- 0.27%
- 1M
- 1.89%
- YTD
- 1.56%
- 6M
- 2.11%
- 1Y
- 6.44%
- 3Y*
- 3.63%
- 5Y*
- -2.63%
- 10Y*
- 0.47%
ACBPX vs. DUTMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACBPX American Century Diversified Bond Fund | 0.35% | 7.42% | 0.80% | 4.66% | -14.28% | -0.65% | 8.26% | 8.59% | -1.25% | 3.49% |
DUTMX Dupree Taxable Municipal Bond Fund | 1.56% | 6.44% | 1.09% | 6.83% | -25.27% | 0.28% | 6.24% | 6.66% | 2.04% | 5.12% |
Correlation
The correlation between ACBPX and DUTMX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2010 | 0.83 |
The correlation between ACBPX and DUTMX has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.
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Return for Risk
ACBPX vs. DUTMX — Risk / Return Rank
ACBPX
DUTMX
ACBPX vs. DUTMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Diversified Bond Fund (ACBPX) and Dupree Taxable Municipal Bond Fund (DUTMX). 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.
| ACBPX | DUTMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.63 | +0.11 |
| Martin ratioReturn relative to average drawdown | 4.90 | 4.80 | +0.10 |
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Drawdowns
ACBPX vs. DUTMX - Drawdown Comparison
The maximum ACBPX drawdown since its inception was -18.99%, smaller than the maximum DUTMX drawdown of -30.53%. Use the drawdown chart below to compare losses from any high point for ACBPX and DUTMX.
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Drawdown Indicators
| ACBPX | DUTMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.99% | -30.53% | +11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -4.05% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -6.90% | -7.80% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -18.99% | -30.53% | +11.54% |
Max Drawdown (10Y)Largest decline over 10 years | -18.99% | -30.53% | +11.54% |
Current DrawdownCurrent decline from peak | -3.56% | -14.23% | +10.67% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -6.97% | +3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 1.38% | -0.34% |
Volatility
ACBPX vs. DUTMX - Volatility Comparison
American Century Diversified Bond Fund (ACBPX) and Dupree Taxable Municipal Bond Fund (DUTMX) have volatilities of 1.25% and 1.25%, 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.
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Volatility by Period
| ACBPX | DUTMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 1.25% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.93% | 3.80% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.93% | 5.53% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.14% | 8.81% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.04% | 7.08% | -2.04% |
ACBPX vs. DUTMX - Expense Ratio Comparison
ACBPX has a 0.39% expense ratio, which is lower than DUTMX's 1.00% expense ratio.
Dividends
ACBPX vs. DUTMX - Dividend Comparison
ACBPX's dividend yield for the trailing twelve months is around 4.57%, more than DUTMX's 4.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACBPX American Century Diversified Bond Fund | 4.57% | 4.60% | 3.89% | 3.32% | 2.07% | 2.60% | 4.57% | 2.48% | 2.83% | 2.30% | 2.63% | 2.88% |
DUTMX Dupree Taxable Municipal Bond Fund | 4.46% | 4.57% | 4.26% | 4.02% | 4.28% | 2.32% | 4.69% | 5.18% | 5.04% | 4.89% | 4.84% | 4.77% |
Frequently Asked Questions
ACBPX and DUTMX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUTMX has higher volatility (1.25%) compared to ACBPX (1.25%). In terms of maximum drawdown, ACBPX dropped -18.99% vs DUTMX's -30.53%.
ACBPX currently has the higher Sharpe Ratio (1.30 vs 1.20), 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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