BIMSX vs. DUTMX
BIMSX (Baird Intermediate Bond Fund) and DUTMX (Dupree Taxable Municipal Bond Fund) are both Intermediate Core Bond funds. Over the past 10 years, BIMSX returned 1.89%/yr vs 0.39%/yr for DUTMX. A 0.74 correlation means they provide meaningful diversification when combined. BIMSX charges 0.55%/yr vs 1.00%/yr for DUTMX.
Performance
BIMSX vs. DUTMX - Performance Comparison
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Returns By Period
In the year-to-date period, BIMSX achieves a -0.01% return, which is significantly lower than DUTMX's 1.01% return. Over the past 10 years, BIMSX has outperformed DUTMX with an annualized return of 1.89%, while DUTMX has yielded a comparatively lower 0.39% annualized return.
BIMSX
- 1D
- -0.09%
- 1M
- 0.32%
- YTD
- -0.01%
- 6M
- 0.26%
- 1Y
- 3.25%
- 3Y*
- 4.53%
- 5Y*
- 1.04%
- 10Y*
- 1.89%
DUTMX
- 1D
- -0.54%
- 1M
- 1.34%
- YTD
- 1.01%
- 6M
- 1.56%
- 1Y
- 5.57%
- 3Y*
- 3.31%
- 5Y*
- -2.58%
- 10Y*
- 0.39%
BIMSX vs. DUTMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIMSX Baird Intermediate Bond Fund | -0.01% | 6.76% | 3.21% | 5.53% | -8.88% | -1.68% | 7.16% | 6.83% | 0.30% | 2.53% |
DUTMX Dupree Taxable Municipal Bond Fund | 1.01% | 6.44% | 1.09% | 6.83% | -25.27% | 0.28% | 6.24% | 6.66% | 2.04% | 5.12% |
Correlation
The correlation between BIMSX and DUTMX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2010 | 0.74 |
The correlation between BIMSX and DUTMX has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
BIMSX vs. DUTMX — Risk / Return Rank
BIMSX
DUTMX
BIMSX vs. DUTMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund (BIMSX) 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.
| BIMSX | DUTMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.46 | +0.39 |
| Martin ratioReturn relative to average drawdown | 5.30 | 4.26 | +1.04 |
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Drawdowns
BIMSX vs. DUTMX - Drawdown Comparison
The maximum BIMSX drawdown since its inception was -13.07%, smaller than the maximum DUTMX drawdown of -30.53%. Use the drawdown chart below to compare losses from any high point for BIMSX and DUTMX.
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Drawdown Indicators
| BIMSX | DUTMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.07% | -30.53% | +17.46% |
Max Drawdown (1Y)Largest decline over 1 year | -1.87% | -4.05% | +2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -2.57% | -7.80% | +5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -13.00% | -30.53% | +17.53% |
Max Drawdown (10Y)Largest decline over 10 years | -13.07% | -30.53% | +17.46% |
Current DrawdownCurrent decline from peak | -1.16% | -14.69% | +13.53% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -6.97% | +5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 1.38% | -0.73% |
Volatility
BIMSX vs. DUTMX - Volatility Comparison
The current volatility for Baird Intermediate Bond Fund (BIMSX) is 0.79%, while Dupree Taxable Municipal Bond Fund (DUTMX) has a volatility of 1.21%. This indicates that BIMSX 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
| BIMSX | DUTMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 1.21% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.87% | 3.83% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.50% | 5.57% | -3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.88% | 8.81% | -4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.25% | 7.08% | -3.83% |
BIMSX vs. DUTMX - Expense Ratio Comparison
BIMSX has a 0.55% expense ratio, which is lower than DUTMX's 1.00% expense ratio.
Dividends
BIMSX vs. DUTMX - Dividend Comparison
BIMSX's dividend yield for the trailing twelve months is around 3.60%, less than DUTMX's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMSX Baird Intermediate Bond Fund | 3.30% | 3.50% | 3.44% | 2.81% | 1.81% | 1.90% | 3.08% | 2.16% | 2.14% | 1.98% | 1.89% | 2.21% |
DUTMX Dupree Taxable Municipal Bond Fund | 4.48% | 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
BIMSX and DUTMX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUTMX has higher volatility (1.21%) compared to BIMSX (0.79%). In terms of maximum drawdown, BIMSX dropped -13.07% vs DUTMX's -30.53%.
BIMSX currently has the higher Sharpe Ratio (1.38 vs 1.06), 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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