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DPIGX vs. TNTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPIGX vs. TNTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dupree Intermediate Government Bond Series (DPIGX) and Dupree Tennessee Tax Free Income Series Fund (TNTIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DPIGX achieves a -0.18% return, which is significantly lower than TNTIX's 2.92% return. Over the past 10 years, DPIGX has underperformed TNTIX with an annualized return of 1.59%, while TNTIX has yielded a comparatively higher 2.72% annualized return.


DPIGX

1D
0.00%
1M
0.39%
YTD
-0.18%
6M
0.21%
1Y
2.59%
3Y*
4.05%
5Y*
1.76%
10Y*
1.59%

TNTIX

1D
0.19%
1M
1.79%
YTD
2.92%
6M
3.81%
1Y
9.62%
3Y*
4.50%
5Y*
2.01%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPIGX vs. TNTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPIGX
Dupree Intermediate Government Bond Series
-0.18%5.66%3.67%3.90%-3.50%-1.47%3.92%4.50%0.68%1.35%
TNTIX
Dupree Tennessee Tax Free Income Series Fund
2.92%4.82%2.09%5.44%-6.10%2.12%4.83%7.06%2.11%4.84%

Correlation

The correlation between DPIGX and TNTIX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 15, 1993

0.55

The correlation between DPIGX and TNTIX shifts across timeframes, from 0.40 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DPIGX vs. TNTIX — Risk / Return Rank

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

DPIGX
DPIGX Risk / Return Rank: 2323
Overall Rank
DPIGX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DPIGX Sortino Ratio Rank: 2525
Sortino Ratio Rank
DPIGX Omega Ratio Rank: 2323
Omega Ratio Rank
DPIGX Calmar Ratio Rank: 2626
Calmar Ratio Rank
DPIGX Martin Ratio Rank: 2323
Martin Ratio Rank

TNTIX
TNTIX Risk / Return Rank: 9090
Overall Rank
TNTIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TNTIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
TNTIX Omega Ratio Rank: 9797
Omega Ratio Rank
TNTIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
TNTIX Martin Ratio Rank: 8383
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.

DPIGX vs. TNTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dupree Intermediate Government Bond Series (DPIGX) and Dupree Tennessee Tax Free Income Series Fund (TNTIX). 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.


DPIGXTNTIXDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-3.32

Omega ratioGain probability vs. loss probability

1.23

1.96

-0.73

Calmar ratioReturn relative to maximum drawdown

1.78

3.46

-1.68

Martin ratioReturn relative to average drawdown

5.16

14.39

-9.24

DPIGX vs. TNTIX - Sharpe Ratio Comparison

The current DPIGX Sharpe Ratio is 1.20, which is lower than the TNTIX Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of DPIGX and TNTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DPIGX vs. TNTIX - Drawdown Comparison

The maximum DPIGX drawdown since its inception was -10.25%, smaller than the maximum TNTIX drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for DPIGX and TNTIX.


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Drawdown Indicators


DPIGXTNTIXDifference

Max Drawdown

Largest peak-to-trough decline

-10.25%

-11.89%

+1.64%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-2.79%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-7.32%

+5.86%

Max Drawdown (5Y)

Largest decline over 5 years

-5.89%

-10.24%

+4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-6.59%

-10.24%

+3.65%

Current Drawdown

Current decline from peak

-0.93%

0.00%

-0.93%

Average Drawdown

Average peak-to-trough decline

-1.57%

-1.47%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.67%

-0.17%

Volatility

DPIGX vs. TNTIX - Volatility Comparison

The current volatility for Dupree Intermediate Government Bond Series (DPIGX) is 0.73%, while Dupree Tennessee Tax Free Income Series Fund (TNTIX) has a volatility of 0.80%. This indicates that DPIGX experiences smaller price fluctuations and is considered to be less risky than TNTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPIGXTNTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.80%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

2.42%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

2.17%

3.25%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.14%

4.75%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.32%

4.13%

-1.81%

DPIGX vs. TNTIX - Expense Ratio Comparison

Both DPIGX and TNTIX have an expense ratio of 0.70%.


Dividends

DPIGX vs. TNTIX - Dividend Comparison

DPIGX's dividend yield for the trailing twelve months is around 3.43%, less than TNTIX's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
DPIGX
Dupree Intermediate Government Bond Series
3.43%4.00%3.39%2.84%2.51%1.91%2.29%2.39%2.76%2.55%2.51%2.51%
TNTIX
Dupree Tennessee Tax Free Income Series Fund
4.20%3.94%4.27%3.32%3.51%3.30%3.15%3.55%4.46%3.57%2.95%3.02%

Frequently Asked Questions


DPIGX and TNTIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TNTIX has higher volatility (0.80%) compared to DPIGX (0.73%). In terms of maximum drawdown, DPIGX dropped -10.25% vs TNTIX's -11.89%.

TNTIX currently has the higher Sharpe Ratio (2.97 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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