DUTMX vs. DSFIX
Compare and contrast key facts about Dupree Taxable Municipal Bond Fund (DUTMX) and DFA Social Fixed Income Portfolio (DSFIX).
DUTMX is managed by Dupree. It was launched on Nov 1, 2010. DSFIX is managed by Dimensional. It was launched on Apr 5, 2016.
Performance
DUTMX vs. DSFIX - Performance Comparison
Loading graphics...
DUTMX vs. DSFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUTMX Dupree Taxable Municipal Bond Fund | 0.30% | 6.44% | 1.09% | 6.83% | -25.27% | 0.28% | 6.24% | 6.66% | 2.04% | 5.12% |
DSFIX DFA Social Fixed Income Portfolio | -0.34% | 6.80% | 1.81% | 7.18% | -13.07% | -2.19% | 9.26% | 9.83% | -0.32% | 3.24% |
Returns By Period
In the year-to-date period, DUTMX achieves a 0.30% return, which is significantly higher than DSFIX's -0.34% return.
DUTMX
- 1D
- 0.82%
- 1M
- -2.38%
- YTD
- 0.30%
- 6M
- 1.16%
- 1Y
- 3.94%
- 3Y*
- 3.13%
- 5Y*
- -2.03%
- 10Y*
- 0.53%
DSFIX
- 1D
- 0.52%
- 1M
- -2.16%
- YTD
- -0.34%
- 6M
- 0.44%
- 1Y
- 3.96%
- 3Y*
- 4.02%
- 5Y*
- 0.51%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DUTMX vs. DSFIX - Expense Ratio Comparison
DUTMX has a 1.00% expense ratio, which is higher than DSFIX's 0.21% expense ratio.
Return for Risk
DUTMX vs. DSFIX — Risk / Return Rank
DUTMX
DSFIX
DUTMX vs. DSFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dupree Taxable Municipal Bond Fund (DUTMX) and DFA Social Fixed Income Portfolio (DSFIX). 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.
| DUTMX | DSFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.96 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.38 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.66 | -0.58 |
Martin ratioReturn relative to average drawdown | 2.78 | 5.05 | -2.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DUTMX | DSFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.96 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.09 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.44 | -0.07 |
Correlation
The correlation between DUTMX and DSFIX is 0.79, 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
DUTMX vs. DSFIX - Dividend Comparison
DUTMX's dividend yield for the trailing twelve months is around 4.13%, more than DSFIX's 4.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUTMX Dupree Taxable Municipal Bond Fund | 4.13% | 4.57% | 4.26% | 4.02% | 4.28% | 2.32% | 4.69% | 5.18% | 5.04% | 4.89% | 4.84% | 4.77% |
DSFIX DFA Social Fixed Income Portfolio | 4.03% | 3.61% | 3.95% | 3.28% | 2.54% | 2.70% | 2.22% | 2.58% | 2.56% | 1.87% | 0.00% | 0.00% |
Drawdowns
DUTMX vs. DSFIX - Drawdown Comparison
The maximum DUTMX drawdown since its inception was -30.53%, which is greater than DSFIX's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for DUTMX and DSFIX.
Loading graphics...
Drawdown Indicators
| DUTMX | DSFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.53% | -18.94% | -11.59% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -2.66% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -30.53% | -18.87% | -11.66% |
Max Drawdown (10Y)Largest decline over 10 years | -30.53% | — | — |
Current DrawdownCurrent decline from peak | -15.30% | -2.16% | -13.14% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -4.72% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 0.87% | +1.11% |
Volatility
DUTMX vs. DSFIX - Volatility Comparison
Dupree Taxable Municipal Bond Fund (DUTMX) has a higher volatility of 2.04% compared to DFA Social Fixed Income Portfolio (DSFIX) at 1.59%. This indicates that DUTMX's price experiences larger fluctuations and is considered to be riskier than DSFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DUTMX | DSFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.04% | 1.59% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 2.60% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.60% | 4.39% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.86% | 5.77% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.06% | 4.97% | +2.09% |