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DUMSX vs. DPIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUMSX vs. DPIGX - Performance Comparison

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

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DUMSX vs. DPIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUMSX
Dupree Mississippi Tax-Free Income Series
-0.48%6.98%2.35%5.16%-7.10%2.23%4.69%6.87%2.20%5.98%
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, DUMSX achieves a -0.48% return, which is significantly lower than DPIGX's -0.39% return. Over the past 10 years, DUMSX has outperformed DPIGX with an annualized return of 2.71%, while DPIGX has yielded a comparatively lower 1.66% annualized return.


DUMSX

1D
0.18%
1M
-2.24%
YTD
-0.48%
6M
1.41%
1Y
5.59%
3Y*
3.94%
5Y*
1.74%
10Y*
2.71%

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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DUMSX vs. DPIGX - Expense Ratio Comparison

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


Return for Risk

DUMSX vs. DPIGX — Risk / Return Rank

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

DUMSX
DUMSX Risk / Return Rank: 6767
Overall Rank
DUMSX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DUMSX Sortino Ratio Rank: 6969
Sortino Ratio Rank
DUMSX Omega Ratio Rank: 9393
Omega Ratio Rank
DUMSX Calmar Ratio Rank: 5252
Calmar Ratio Rank
DUMSX Martin Ratio Rank: 5757
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.

DUMSX vs. DPIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dupree Mississippi Tax-Free Income Series (DUMSX) 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.


DUMSXDPIGXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.68

-0.54

Sortino ratio

Return per unit of downside risk

1.73

2.71

-0.98

Omega ratio

Gain probability vs. loss probability

1.45

1.34

+0.12

Calmar ratio

Return relative to maximum drawdown

1.28

2.61

-1.33

Martin ratio

Return relative to average drawdown

5.57

10.93

-5.35

DUMSX vs. DPIGX - Sharpe Ratio Comparison

The current DUMSX Sharpe Ratio is 1.15, which is lower than the DPIGX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of DUMSX 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


DUMSXDPIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.68

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.83

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.71

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.98

+0.13

Correlation

The correlation between DUMSX 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

DUMSX vs. DPIGX - Dividend Comparison

DUMSX's dividend yield for the trailing twelve months is around 4.59%, more than DPIGX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
DUMSX
Dupree Mississippi Tax-Free Income Series
4.59%6.09%4.79%3.25%3.22%3.19%3.11%3.72%4.66%4.12%2.94%3.01%
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

DUMSX vs. DPIGX - Drawdown Comparison

The maximum DUMSX drawdown since its inception was -11.62%, which is greater than DPIGX's maximum drawdown of -10.25%. Use the drawdown chart below to compare losses from any high point for DUMSX and DPIGX.


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Drawdown Indicators


DUMSXDPIGXDifference

Max Drawdown

Largest peak-to-trough decline

-11.62%

-10.25%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.08%

-1.46%

-4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-11.03%

-5.89%

-5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-11.03%

-6.59%

-4.44%

Current Drawdown

Current decline from peak

-2.24%

-1.14%

-1.10%

Average Drawdown

Average peak-to-trough decline

-1.59%

-1.58%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

0.35%

+1.05%

Volatility

DUMSX vs. DPIGX - Volatility Comparison

Dupree Mississippi Tax-Free Income Series (DUMSX) and Dupree Intermediate Government Bond Series (DPIGX) have volatilities of 0.85% and 0.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUMSXDPIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

0.87%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

1.46%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

6.66%

2.14%

+4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.15%

2.09%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.85%

2.35%

+1.50%