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DUMSX vs. TNTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUMSX vs. TNTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dupree Mississippi Tax-Free Income Series (DUMSX) 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, DUMSX achieves a 2.45% return, which is significantly lower than TNTIX's 2.92% return. Over the past 10 years, DUMSX has outperformed TNTIX with an annualized return of 2.84%, while TNTIX has yielded a comparatively lower 2.69% annualized return.


DUMSX

1D
0.00%
1M
1.47%
YTD
2.45%
6M
3.27%
1Y
9.20%
3Y*
5.09%
5Y*
2.14%
10Y*
2.84%

TNTIX

1D
0.00%
1M
1.79%
YTD
2.92%
6M
3.81%
1Y
9.62%
3Y*
4.44%
5Y*
2.06%
10Y*
2.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUMSX vs. TNTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUMSX
Dupree Mississippi Tax-Free Income Series
2.45%6.98%2.35%5.16%-7.10%2.23%4.69%6.87%2.20%5.98%
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 DUMSX and TNTIX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.90

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1999

0.90

The correlation between DUMSX and TNTIX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

DUMSX vs. TNTIX — Risk / Return Rank

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

DUMSX
DUMSX Risk / Return Rank: 9494
Overall Rank
DUMSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DUMSX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DUMSX Omega Ratio Rank: 9898
Omega Ratio Rank
DUMSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DUMSX Martin Ratio Rank: 9191
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.

DUMSX vs. TNTIX - Risk-Adjusted Trends Comparison

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


DUMSXTNTIXDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

2.16

1.96

+0.20

Calmar ratioReturn relative to maximum drawdown

3.83

3.46

+0.37

Martin ratioReturn relative to average drawdown

17.07

14.39

+2.67

DUMSX vs. TNTIX - Sharpe Ratio Comparison

The current DUMSX Sharpe Ratio is 3.18, which is comparable to the TNTIX Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of DUMSX 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

DUMSX vs. TNTIX - Drawdown Comparison

The maximum DUMSX drawdown since its inception was -11.62%, roughly equal to the maximum TNTIX drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for DUMSX and TNTIX.


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Drawdown Indicators


DUMSXTNTIXDifference

Max Drawdown

Largest peak-to-trough decline

-11.62%

-11.89%

+0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-2.79%

+0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-6.08%

-7.32%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-11.03%

-10.24%

-0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-11.03%

-10.24%

-0.79%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.57%

-1.47%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.67%

-0.13%

Volatility

DUMSX vs. TNTIX - Volatility Comparison

The current volatility for Dupree Mississippi Tax-Free Income Series (DUMSX) is 0.67%, while Dupree Tennessee Tax Free Income Series Fund (TNTIX) has a volatility of 0.79%. This indicates that DUMSX 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


DUMSXTNTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

0.79%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

2.42%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

3.25%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.20%

4.75%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.88%

4.13%

-0.25%

DUMSX vs. TNTIX - Expense Ratio Comparison

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


Dividends

DUMSX vs. TNTIX - Dividend Comparison

DUMSX's dividend yield for the trailing twelve months is around 5.32%, more than TNTIX's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
DUMSX
Dupree Mississippi Tax-Free Income Series
5.32%6.09%4.79%3.25%3.22%3.19%3.11%3.72%4.66%4.12%2.94%3.01%
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


DUMSX and TNTIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TNTIX has higher volatility (0.79%) compared to DUMSX (0.67%). In terms of maximum drawdown, DUMSX dropped -11.62% vs TNTIX's -11.89%.

DUMSX currently has the higher Sharpe Ratio (3.18 vs 2.97), 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.

Portfolio Optimizer

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