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DUTMX vs. PCGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUTMX vs. PCGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dupree Taxable Municipal Bond Fund (DUTMX) and PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX). The values are adjusted to include any dividend payments, if applicable.

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DUTMX vs. PCGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PCGTX
PACE Mortgage-Backed Securities Fixed Income Investments
2.45%7.84%0.98%5.12%-13.48%-0.61%5.75%6.55%0.17%2.83%

Returns By Period

In the year-to-date period, DUTMX achieves a 0.30% return, which is significantly lower than PCGTX's 2.45% return. Over the past 10 years, DUTMX has underperformed PCGTX with an annualized return of 0.53%, while PCGTX has yielded a comparatively higher 1.61% annualized 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%

PCGTX

1D
0.76%
1M
-1.85%
YTD
2.45%
6M
4.22%
1Y
7.91%
3Y*
4.61%
5Y*
0.31%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DUTMX vs. PCGTX - Expense Ratio Comparison

DUTMX has a 1.00% expense ratio, which is higher than PCGTX's 0.73% expense ratio.


Return for Risk

DUTMX vs. PCGTX — Risk / Return Rank

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

DUTMX
DUTMX Risk / Return Rank: 2929
Overall Rank
DUTMX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DUTMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
DUTMX Omega Ratio Rank: 2121
Omega Ratio Rank
DUTMX Calmar Ratio Rank: 4242
Calmar Ratio Rank
DUTMX Martin Ratio Rank: 2626
Martin Ratio Rank

PCGTX
PCGTX Risk / Return Rank: 8080
Overall Rank
PCGTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PCGTX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PCGTX Omega Ratio Rank: 7575
Omega Ratio Rank
PCGTX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PCGTX Martin Ratio Rank: 7373
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.

DUTMX vs. PCGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dupree Taxable Municipal Bond Fund (DUTMX) and PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX). 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.


DUTMXPCGTXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.39

-0.68

Sortino ratio

Return per unit of downside risk

1.03

2.24

-1.21

Omega ratio

Gain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratio

Return relative to maximum drawdown

1.08

2.45

-1.37

Martin ratio

Return relative to average drawdown

2.78

7.00

-4.22

DUTMX vs. PCGTX - Sharpe Ratio Comparison

The current DUTMX Sharpe Ratio is 0.71, which is lower than the PCGTX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DUTMX and PCGTX, 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


DUTMXPCGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.39

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.04

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.30

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.97

-0.60

Correlation

The correlation between DUTMX and PCGTX is 0.65, 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

DUTMX vs. PCGTX - Dividend Comparison

DUTMX's dividend yield for the trailing twelve months is around 4.13%, less than PCGTX's 4.44% yield.


TTM20252024202320222021202020192018201720162015
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%
PCGTX
PACE Mortgage-Backed Securities Fixed Income Investments
4.44%3.78%5.36%5.02%3.67%2.87%3.23%3.53%3.34%2.96%2.71%2.21%

Drawdowns

DUTMX vs. PCGTX - Drawdown Comparison

The maximum DUTMX drawdown since its inception was -30.53%, which is greater than PCGTX's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for DUTMX and PCGTX.


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Drawdown Indicators


DUTMXPCGTXDifference

Max Drawdown

Largest peak-to-trough decline

-30.53%

-19.34%

-11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-3.10%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-30.53%

-19.20%

-11.33%

Max Drawdown (10Y)

Largest decline over 10 years

-30.53%

-19.34%

-11.19%

Current Drawdown

Current decline from peak

-15.30%

-1.85%

-13.45%

Average Drawdown

Average peak-to-trough decline

-6.85%

-1.86%

-4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.09%

+0.89%

Volatility

DUTMX vs. PCGTX - Volatility Comparison

Dupree Taxable Municipal Bond Fund (DUTMX) and PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX) have volatilities of 2.04% and 2.13%, 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


DUTMXPCGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

2.13%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

4.13%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

6.23%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.86%

7.10%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.06%

5.35%

+1.71%