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BIMSX vs. DUTMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIMSX vs. DUTMX - Performance Comparison

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

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BIMSX vs. DUTMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIMSX
Baird Intermediate Bond Fund
-0.32%6.76%3.21%5.53%-8.88%-1.68%7.16%6.83%0.30%2.53%
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, BIMSX achieves a -0.32% return, which is significantly lower than DUTMX's 0.30% return. Over the past 10 years, BIMSX has outperformed DUTMX with an annualized return of 2.02%, while DUTMX has yielded a comparatively lower 0.53% annualized return.


BIMSX

1D
0.27%
1M
-1.48%
YTD
-0.32%
6M
0.79%
1Y
3.98%
3Y*
4.25%
5Y*
1.16%
10Y*
2.02%

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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BIMSX vs. DUTMX - Expense Ratio Comparison

BIMSX has a 0.55% expense ratio, which is lower than DUTMX's 1.00% expense ratio.


Return for Risk

BIMSX vs. DUTMX — Risk / Return Rank

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

BIMSX
BIMSX Risk / Return Rank: 8484
Overall Rank
BIMSX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BIMSX Sortino Ratio Rank: 8585
Sortino Ratio Rank
BIMSX Omega Ratio Rank: 7676
Omega Ratio Rank
BIMSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BIMSX Martin Ratio Rank: 8787
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.

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.


BIMSXDUTMXDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.71

+0.79

Sortino ratio

Return per unit of downside risk

2.23

1.03

+1.20

Omega ratio

Gain probability vs. loss probability

1.29

1.13

+0.16

Calmar ratio

Return relative to maximum drawdown

2.43

1.08

+1.35

Martin ratio

Return relative to average drawdown

9.20

2.78

+6.42

BIMSX vs. DUTMX - Sharpe Ratio Comparison

The current BIMSX Sharpe Ratio is 1.50, which is higher than the DUTMX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BIMSX 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


BIMSXDUTMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.71

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.23

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.08

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.37

+0.73

Correlation

The correlation between BIMSX and DUTMX is 0.74, 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

BIMSX vs. DUTMX - Dividend Comparison

BIMSX's dividend yield for the trailing twelve months is around 3.56%, less than DUTMX's 4.13% yield.


TTM20252024202320222021202020192018201720162015
BIMSX
Baird Intermediate Bond Fund
3.56%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
4.13%4.57%4.26%4.02%4.28%2.32%4.69%5.18%5.04%4.89%4.84%4.77%

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


BIMSXDUTMXDifference

Max Drawdown

Largest peak-to-trough decline

-13.07%

-30.53%

+17.46%

Max Drawdown (1Y)

Largest decline over 1 year

-1.87%

-5.08%

+3.21%

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 Drawdown

Current decline from peak

-1.48%

-15.30%

+13.82%

Average Drawdown

Average peak-to-trough decline

-1.59%

-6.85%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

1.98%

-1.49%

Volatility

BIMSX vs. DUTMX - Volatility Comparison

The current volatility for Baird Intermediate Bond Fund (BIMSX) is 1.05%, while Dupree Taxable Municipal Bond Fund (DUTMX) has a volatility of 2.04%. 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


BIMSXDUTMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

2.04%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

3.64%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

2.80%

6.60%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

8.86%

-5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

7.06%

-3.82%