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DUALX vs. TNTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUALX vs. TNTIX - 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 Tennessee Tax Free Income Series Fund (TNTIX). The values are adjusted to include any dividend payments, if applicable.

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DUALX vs. TNTIX - 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%
TNTIX
Dupree Tennessee Tax Free Income Series Fund
-0.38%6.43%2.32%5.44%-6.10%2.12%4.83%7.06%2.11%4.84%

Returns By Period

In the year-to-date period, DUALX achieves a -1.05% return, which is significantly lower than TNTIX's -0.38% return. Both investments have delivered pretty close results over the past 10 years, with DUALX having a 2.63% annualized return and TNTIX not far ahead at 2.68%.


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%

TNTIX

1D
0.29%
1M
-2.51%
YTD
-0.38%
6M
1.79%
1Y
6.07%
3Y*
3.83%
5Y*
1.94%
10Y*
2.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DUALX vs. TNTIX - Expense Ratio Comparison

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


Return for Risk

DUALX vs. TNTIX — 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

TNTIX
TNTIX Risk / Return Rank: 5757
Overall Rank
TNTIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TNTIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
TNTIX Omega Ratio Rank: 8989
Omega Ratio Rank
TNTIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TNTIX Martin Ratio Rank: 4343
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. TNTIX - 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 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.


DUALXTNTIXDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.02

-0.30

Sortino ratio

Return per unit of downside risk

1.08

1.51

-0.43

Omega ratio

Gain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratio

Return relative to maximum drawdown

0.79

1.14

-0.34

Martin ratio

Return relative to average drawdown

2.44

4.46

-2.02

DUALX vs. TNTIX - Sharpe Ratio Comparison

The current DUALX Sharpe Ratio is 0.72, which is comparable to the TNTIX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of DUALX and TNTIX, 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


DUALXTNTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.02

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.41

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.65

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.05

+0.06

Correlation

The correlation between DUALX and TNTIX is 0.91, 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

DUALX vs. TNTIX - Dividend Comparison

DUALX's dividend yield for the trailing twelve months is around 2.33%, less than TNTIX's 4.02% 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%
TNTIX
Dupree Tennessee Tax Free Income Series Fund
4.02%5.42%4.49%3.32%3.51%3.30%3.15%3.55%4.46%3.57%2.95%3.02%

Drawdowns

DUALX vs. TNTIX - Drawdown Comparison

The maximum DUALX drawdown since its inception was -12.15%, roughly equal to the maximum TNTIX drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for DUALX and TNTIX.


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Drawdown Indicators


DUALXTNTIXDifference

Max Drawdown

Largest peak-to-trough decline

-12.15%

-11.89%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-7.32%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-12.11%

-10.24%

-1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-12.11%

-10.24%

-1.87%

Current Drawdown

Current decline from peak

-2.84%

-2.51%

-0.33%

Average Drawdown

Average peak-to-trough decline

-1.59%

-1.47%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

1.86%

+0.50%

Volatility

DUALX vs. TNTIX - Volatility Comparison

Dupree Alabama Tax Free Income Series Fund (DUALX) has a higher volatility of 1.29% compared to Dupree Tennessee Tax Free Income Series Fund (TNTIX) at 1.11%. This indicates that DUALX's price experiences larger fluctuations and is considered to be riskier 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


DUALXTNTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.11%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

2.07%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.72%

7.99%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.84%

4.72%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

4.11%

+0.15%