JIBFX vs. DUTMX
JIBFX (Johnson Institutional Core Bond Fund) and DUTMX (Dupree Taxable Municipal Bond Fund) are both Intermediate Core Bond funds. Over the past 10 years, JIBFX returned 1.57%/yr vs 0.11%/yr for DUTMX. Their correlation of 0.82 means they have usually moved in the same direction. JIBFX charges 0.25%/yr vs 1.00%/yr for DUTMX.
Performance
JIBFX vs. DUTMX - Performance Comparison
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Returns By Period
In the year-to-date period, JIBFX achieves a -0.45% return, which is significantly lower than DUTMX's -0.25% return. Over the past 10 years, JIBFX has outperformed DUTMX with an annualized return of 1.57%, while DUTMX has yielded a comparatively lower 0.11% annualized return.
JIBFX
- 1D
- 0.07%
- 1M
- -0.82%
- 6M
- -0.64%
- YTD
- -0.45%
- 1Y
- 2.13%
- 3Y*
- 3.95%
- 5Y*
- -0.50%
- 10Y*
- 1.57%
- ALL TIME*
- 1.14%
DUTMX
- 1D
- -0.41%
- 1M
- -1.36%
- 6M
- -0.35%
- YTD
- -0.25%
- 1Y
- 2.32%
- 3Y*
- 3.31%
- 5Y*
- -3.20%
- 10Y*
- 0.11%
- ALL TIME*
- 2.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JIBFX vs. DUTMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JIBFX Johnson Institutional Core Bond Fund | -0.45% | 7.87% | 1.21% | 5.43% | -13.69% | -2.04% | 9.71% | 8.95% | 0.10% | 3.73% |
DUTMX Dupree Taxable Municipal Bond Fund | -0.25% | 6.44% | 1.09% | 6.83% | -25.27% | 0.28% | 6.24% | 6.66% | 2.04% | 5.12% |
Correlation
The correlation between JIBFX and DUTMX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2010 | 0.82 |
The correlation between JIBFX and DUTMX has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
JIBFX vs. DUTMX — Risk / Return Rank
JIBFX
DUTMX
JIBFX vs. DUTMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Johnson Institutional Core Bond Fund (JIBFX) and Dupree Taxable Municipal Bond Fund (DUTMX). 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.
| JIBFX | DUTMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.99 | -0.01 |
| Martin ratioReturn relative to average drawdown | 2.45 | 2.67 | -0.22 |
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Drawdowns
JIBFX vs. DUTMX - Drawdown Comparison
The maximum JIBFX drawdown since its inception was -19.54%, smaller than the maximum DUTMX drawdown of -30.53%. Use the drawdown chart below to compare losses from any high point for JIBFX and DUTMX.
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Drawdown Indicators
| JIBFX | DUTMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.54% | -30.53% | +10.99% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -4.05% | +0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -5.81% | -6.14% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.91% | -30.53% | +11.62% |
Max Drawdown (10Y)Largest decline over 10 years | -19.54% | -30.53% | +10.99% |
Current DrawdownCurrent decline from peak | -3.50% | -15.76% | +12.26% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -7.02% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.50% | -0.25% |
Volatility
JIBFX vs. DUTMX - Volatility Comparison
The current volatility for Johnson Institutional Core Bond Fund (JIBFX) is 1.00%, while Dupree Taxable Municipal Bond Fund (DUTMX) has a volatility of 1.27%. This indicates that JIBFX experiences smaller price fluctuations and is considered to be less risky than DUTMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIBFX | DUTMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 1.27% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 3.85% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.95% | 5.26% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.54% | 8.79% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.33% | 7.07% | -1.74% |
JIBFX vs. DUTMX - Expense Ratio Comparison
JIBFX has a 0.25% expense ratio, which is lower than DUTMX's 1.00% expense ratio.
Dividends
JIBFX vs. DUTMX - Dividend Comparison
JIBFX's dividend yield for the trailing twelve months is around 4.01%, less than DUTMX's 4.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUTMX Dupree Taxable Municipal Bond Fund | 4.17% | 4.57% | 4.26% | 4.02% | 4.28% | 2.32% | 4.69% | 5.18% | 5.04% | 4.89% | 4.84% | 4.77% |
JIBFX Johnson Institutional Core Bond Fund | 4.01% | 3.85% | 3.69% | 2.92% | 2.41% | 1.75% | 3.11% | 2.76% | 2.77% | 2.52% | 3.03% | 2.60% |
Frequently Asked Questions
JIBFX and DUTMX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUTMX has higher volatility (1.27%) compared to JIBFX (1.00%). In terms of maximum drawdown, JIBFX dropped -19.54% vs DUTMX's -30.53%.
JIBFX currently has the higher Sharpe Ratio (0.78 vs 0.76), 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.
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