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DUTMX vs. TFIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUTMX vs. TFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dupree Taxable Municipal Bond Fund (DUTMX) and Timothy Plan Fixed Income Fund (TFIAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DUTMX achieves a 1.56% return, which is significantly higher than TFIAX's 0.41% return. Over the past 10 years, DUTMX has underperformed TFIAX with an annualized return of 0.47%, while TFIAX has yielded a comparatively higher 0.65% annualized return.


DUTMX

1D
0.27%
1M
1.89%
YTD
1.56%
6M
2.11%
1Y
6.44%
3Y*
3.63%
5Y*
-2.63%
10Y*
0.47%

TFIAX

1D
0.00%
1M
0.99%
YTD
0.41%
6M
0.74%
1Y
4.34%
3Y*
3.32%
5Y*
-0.41%
10Y*
0.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUTMX vs. TFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUTMX
Dupree Taxable Municipal Bond Fund
1.56%6.44%1.09%6.83%-25.27%0.28%6.24%6.66%2.04%5.12%
TFIAX
Timothy Plan Fixed Income Fund
0.41%6.41%0.12%4.85%-12.11%-2.45%5.24%6.14%-0.67%1.72%

Correlation

The correlation between DUTMX and TFIAX is 0.89, 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

0.89

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

0.89

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

0.85

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

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2010

0.80

The correlation between DUTMX and TFIAX has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

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Return for Risk

DUTMX vs. TFIAX — Risk / Return Rank

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

DUTMX
DUTMX Risk / Return Rank: 2121
Overall Rank
DUTMX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DUTMX Sortino Ratio Rank: 2222
Sortino Ratio Rank
DUTMX Omega Ratio Rank: 2020
Omega Ratio Rank
DUTMX Calmar Ratio Rank: 2222
Calmar Ratio Rank
DUTMX Martin Ratio Rank: 2020
Martin Ratio Rank

TFIAX
TFIAX Risk / Return Rank: 2020
Overall Rank
TFIAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TFIAX Sortino Ratio Rank: 2121
Sortino Ratio Rank
TFIAX Omega Ratio Rank: 2121
Omega Ratio Rank
TFIAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TFIAX Martin Ratio Rank: 1818
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. TFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dupree Taxable Municipal Bond Fund (DUTMX) and Timothy Plan Fixed Income Fund (TFIAX). 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.


DUTMXTFIAXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.22

1.22

-0.01

Calmar ratioReturn relative to maximum drawdown

1.63

1.54

+0.10

Martin ratioReturn relative to average drawdown

4.80

4.43

+0.37

DUTMX vs. TFIAX - Sharpe Ratio Comparison

The current DUTMX Sharpe Ratio is 1.20, which is comparable to the TFIAX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of DUTMX and TFIAX, 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

DUTMX vs. TFIAX - Drawdown Comparison

The maximum DUTMX drawdown since its inception was -30.53%, which is greater than TFIAX's maximum drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for DUTMX and TFIAX.


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Drawdown Indicators


DUTMXTFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-30.53%

-18.62%

-11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-2.91%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-7.80%

-6.49%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-30.53%

-17.30%

-13.23%

Max Drawdown (10Y)

Largest decline over 10 years

-30.53%

-18.62%

-11.91%

Current Drawdown

Current decline from peak

-14.23%

-4.65%

-9.58%

Average Drawdown

Average peak-to-trough decline

-6.97%

-2.92%

-4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.01%

+0.37%

Volatility

DUTMX vs. TFIAX - Volatility Comparison

Dupree Taxable Municipal Bond Fund (DUTMX) has a higher volatility of 1.25% compared to Timothy Plan Fixed Income Fund (TFIAX) at 1.04%. This indicates that DUTMX's price experiences larger fluctuations and is considered to be riskier than TFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUTMXTFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.04%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.80%

2.70%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

5.53%

3.71%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.81%

5.65%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

4.46%

+2.62%

DUTMX vs. TFIAX - Expense Ratio Comparison

DUTMX has a 1.00% expense ratio, which is lower than TFIAX's 1.34% expense ratio.


Dividends

DUTMX vs. TFIAX - Dividend Comparison

DUTMX's dividend yield for the trailing twelve months is around 4.46%, more than TFIAX's 3.04% yield.


PositionTTM20252024202320222021202020192018201720162015
DUTMX
Dupree Taxable Municipal Bond Fund
4.46%4.57%4.26%4.02%4.28%2.32%4.69%5.18%5.04%4.89%4.84%4.77%
TFIAX
Timothy Plan Fixed Income Fund
3.04%3.00%3.04%2.48%1.28%0.84%1.21%1.60%1.92%1.62%1.75%2.03%

Frequently Asked Questions


DUTMX and TFIAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUTMX has higher volatility (1.25%) compared to TFIAX (1.04%). In terms of maximum drawdown, DUTMX dropped -30.53% vs TFIAX's -18.62%.

TFIAX currently has the higher Sharpe Ratio (1.21 vs 1.20), 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

Find the right allocation for DUTMX and TFIAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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