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DUALX vs. DPIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUALX vs. DPIGX - Performance Comparison

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

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DUALX vs. DPIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUALX
Dupree Alabama Tax Free Income Series Fund
-1.05%4.52%1.88%5.58%-7.77%2.26%6.13%8.36%2.44%5.69%
DPIGX
Dupree Intermediate Government Bond Series
-0.39%5.66%3.67%3.90%-3.50%-1.47%3.92%4.50%0.68%1.35%

Returns By Period

In the year-to-date period, DUALX achieves a -1.05% return, which is significantly lower than DPIGX's -0.39% return. Over the past 10 years, DUALX has outperformed DPIGX with an annualized return of 2.63%, while DPIGX has yielded a comparatively lower 1.66% annualized return.


DUALX

1D
0.27%
1M
-2.84%
YTD
-1.05%
6M
0.78%
1Y
3.57%
3Y*
2.79%
5Y*
1.08%
10Y*
2.63%

DPIGX

1D
0.21%
1M
-1.14%
YTD
-0.39%
6M
0.66%
1Y
3.07%
3Y*
3.86%
5Y*
1.73%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DUALX vs. DPIGX - Expense Ratio Comparison

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


Return for Risk

DUALX vs. DPIGX — Risk / Return Rank

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

DUALX
DUALX Risk / Return Rank: 3737
Overall Rank
DUALX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DUALX Sortino Ratio Rank: 2929
Sortino Ratio Rank
DUALX Omega Ratio Rank: 7373
Omega Ratio Rank
DUALX Calmar Ratio Rank: 2727
Calmar Ratio Rank
DUALX Martin Ratio Rank: 2323
Martin Ratio Rank

DPIGX
DPIGX Risk / Return Rank: 8989
Overall Rank
DPIGX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DPIGX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DPIGX Omega Ratio Rank: 8383
Omega Ratio Rank
DPIGX Calmar Ratio Rank: 9191
Calmar Ratio Rank
DPIGX Martin Ratio Rank: 9292
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.

DUALX vs. DPIGX - Risk-Adjusted Trends Comparison

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


DUALXDPIGXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.68

-0.96

Sortino ratio

Return per unit of downside risk

1.08

2.71

-1.63

Omega ratio

Gain probability vs. loss probability

1.28

1.34

-0.06

Calmar ratio

Return relative to maximum drawdown

0.79

2.61

-1.82

Martin ratio

Return relative to average drawdown

2.44

10.93

-8.49

DUALX vs. DPIGX - Sharpe Ratio Comparison

The current DUALX Sharpe Ratio is 0.72, which is lower than the DPIGX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of DUALX and DPIGX, 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


DUALXDPIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.68

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.83

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.71

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.98

+0.12

Correlation

The correlation between DUALX and DPIGX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DUALX vs. DPIGX - Dividend Comparison

DUALX's dividend yield for the trailing twelve months is around 2.33%, less than DPIGX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
DUALX
Dupree Alabama Tax Free Income Series Fund
2.33%3.79%4.33%3.08%3.49%3.09%3.24%3.75%4.87%4.44%3.13%3.20%
DPIGX
Dupree Intermediate Government Bond Series
3.14%4.00%3.39%2.84%2.51%1.91%2.29%2.39%2.76%2.55%2.51%2.51%

Drawdowns

DUALX vs. DPIGX - Drawdown Comparison

The maximum DUALX drawdown since its inception was -12.15%, which is greater than DPIGX's maximum drawdown of -10.25%. Use the drawdown chart below to compare losses from any high point for DUALX and DPIGX.


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Drawdown Indicators


DUALXDPIGXDifference

Max Drawdown

Largest peak-to-trough decline

-12.15%

-10.25%

-1.90%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-1.46%

-5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-12.11%

-5.89%

-6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-12.11%

-6.59%

-5.52%

Current Drawdown

Current decline from peak

-2.84%

-1.14%

-1.70%

Average Drawdown

Average peak-to-trough decline

-1.59%

-1.58%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

0.35%

+2.01%

Volatility

DUALX vs. DPIGX - Volatility Comparison

Dupree Alabama Tax Free Income Series Fund (DUALX) has a higher volatility of 1.29% compared to Dupree Intermediate Government Bond Series (DPIGX) at 0.87%. This indicates that DUALX's price experiences larger fluctuations and is considered to be riskier than DPIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUALXDPIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.87%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

1.46%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

7.72%

2.14%

+5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

2.09%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

2.35%

+1.91%