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BFMCX vs. DUTMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFMCX vs. DUTMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Core Bond Portfolio (BFMCX) and Dupree Taxable Municipal Bond Fund (DUTMX). The values are adjusted to include any dividend payments, if applicable.

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BFMCX vs. DUTMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFMCX
BlackRock Core Bond Portfolio
-0.83%7.43%0.66%5.32%-14.35%-1.52%8.32%9.85%-0.28%3.16%
DUTMX
Dupree Taxable Municipal Bond Fund
0.30%6.44%1.09%6.83%-25.27%0.28%6.24%6.66%2.04%5.12%

Returns By Period

In the year-to-date period, BFMCX achieves a -0.83% return, which is significantly lower than DUTMX's 0.30% return. Over the past 10 years, BFMCX has outperformed DUTMX with an annualized return of 1.54%, while DUTMX has yielded a comparatively lower 0.53% annualized return.


BFMCX

1D
0.49%
1M
-2.72%
YTD
-0.83%
6M
0.16%
1Y
3.70%
3Y*
2.90%
5Y*
-0.33%
10Y*
1.54%

DUTMX

1D
0.82%
1M
-2.38%
YTD
0.30%
6M
1.16%
1Y
3.94%
3Y*
3.13%
5Y*
-2.03%
10Y*
0.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFMCX vs. DUTMX - Expense Ratio Comparison

BFMCX has a 0.44% expense ratio, which is lower than DUTMX's 1.00% expense ratio.


Return for Risk

BFMCX vs. DUTMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BFMCX
BFMCX Risk / Return Rank: 4848
Overall Rank
BFMCX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BFMCX Sortino Ratio Rank: 4646
Sortino Ratio Rank
BFMCX Omega Ratio Rank: 3535
Omega Ratio Rank
BFMCX Calmar Ratio Rank: 6666
Calmar Ratio Rank
BFMCX Martin Ratio Rank: 4747
Martin Ratio Rank

DUTMX
DUTMX Risk / Return Rank: 2929
Overall Rank
DUTMX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DUTMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
DUTMX Omega Ratio Rank: 2121
Omega Ratio Rank
DUTMX Calmar Ratio Rank: 4242
Calmar Ratio Rank
DUTMX Martin Ratio Rank: 2626
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.

BFMCX vs. DUTMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Portfolio (BFMCX) 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.


BFMCXDUTMXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.71

+0.23

Sortino ratio

Return per unit of downside risk

1.33

1.03

+0.30

Omega ratio

Gain probability vs. loss probability

1.16

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

1.50

1.08

+0.42

Martin ratio

Return relative to average drawdown

4.75

2.78

+1.97

BFMCX vs. DUTMX - Sharpe Ratio Comparison

The current BFMCX Sharpe Ratio is 0.94, which is higher than the DUTMX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BFMCX and DUTMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BFMCXDUTMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.71

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.23

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.08

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.37

+0.50

Correlation

The correlation between BFMCX and DUTMX is 0.82, 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

BFMCX vs. DUTMX - Dividend Comparison

BFMCX's dividend yield for the trailing twelve months is around 3.92%, less than DUTMX's 4.13% yield.


TTM20252024202320222021202020192018201720162015
BFMCX
BlackRock Core Bond Portfolio
3.92%4.10%3.86%3.21%1.86%2.11%5.78%2.86%3.02%2.69%2.41%2.57%
DUTMX
Dupree Taxable Municipal Bond Fund
4.13%4.57%4.26%4.02%4.28%2.32%4.69%5.18%5.04%4.89%4.84%4.77%

Drawdowns

BFMCX vs. DUTMX - Drawdown Comparison

The maximum BFMCX drawdown since its inception was -19.49%, smaller than the maximum DUTMX drawdown of -30.53%. Use the drawdown chart below to compare losses from any high point for BFMCX and DUTMX.


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Drawdown Indicators


BFMCXDUTMXDifference

Max Drawdown

Largest peak-to-trough decline

-19.49%

-30.53%

+11.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-5.08%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-19.32%

-30.53%

+11.21%

Max Drawdown (10Y)

Largest decline over 10 years

-19.49%

-30.53%

+11.04%

Current Drawdown

Current decline from peak

-4.73%

-15.30%

+10.57%

Average Drawdown

Average peak-to-trough decline

-2.73%

-6.85%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.98%

-0.97%

Volatility

BFMCX vs. DUTMX - Volatility Comparison

The current volatility for BlackRock Core Bond Portfolio (BFMCX) is 1.78%, while Dupree Taxable Municipal Bond Fund (DUTMX) has a volatility of 2.04%. This indicates that BFMCX experiences smaller price fluctuations and is considered to be less risky than DUTMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFMCXDUTMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

2.04%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

3.64%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

6.60%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

8.86%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

7.06%

-2.03%