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KYTFX vs. DUMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KYTFX vs. DUMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dupree Kentucky Tax Free Income Series Fund (KYTFX) and Dupree Mississippi Tax-Free Income Series (DUMSX). The values are adjusted to include any dividend payments, if applicable.

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KYTFX vs. DUMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KYTFX
Dupree Kentucky Tax Free Income Series Fund
-1.11%4.66%2.45%5.87%-7.20%2.90%5.14%7.94%3.00%5.73%
DUMSX
Dupree Mississippi Tax-Free Income Series
-0.48%6.98%2.35%5.16%-7.10%2.23%4.69%6.87%2.20%5.98%

Returns By Period

In the year-to-date period, KYTFX achieves a -1.11% return, which is significantly lower than DUMSX's -0.48% return. Both investments have delivered pretty close results over the past 10 years, with KYTFX having a 2.72% annualized return and DUMSX not far behind at 2.71%.


KYTFX

1D
0.14%
1M
-2.59%
YTD
-1.11%
6M
0.65%
1Y
3.25%
3Y*
3.12%
5Y*
1.43%
10Y*
2.72%

DUMSX

1D
0.18%
1M
-2.24%
YTD
-0.48%
6M
1.41%
1Y
5.59%
3Y*
3.94%
5Y*
1.74%
10Y*
2.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KYTFX vs. DUMSX - Expense Ratio Comparison

KYTFX has a 0.56% expense ratio, which is lower than DUMSX's 0.70% expense ratio.


Return for Risk

KYTFX vs. DUMSX — Risk / Return Rank

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

KYTFX
KYTFX Risk / Return Rank: 4141
Overall Rank
KYTFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
KYTFX Sortino Ratio Rank: 3434
Sortino Ratio Rank
KYTFX Omega Ratio Rank: 7979
Omega Ratio Rank
KYTFX Calmar Ratio Rank: 3030
Calmar Ratio Rank
KYTFX Martin Ratio Rank: 2525
Martin Ratio Rank

DUMSX
DUMSX Risk / Return Rank: 6767
Overall Rank
DUMSX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DUMSX Sortino Ratio Rank: 6969
Sortino Ratio Rank
DUMSX Omega Ratio Rank: 9393
Omega Ratio Rank
DUMSX Calmar Ratio Rank: 5252
Calmar Ratio Rank
DUMSX Martin Ratio Rank: 5757
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.

KYTFX vs. DUMSX - Risk-Adjusted Trends Comparison

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


KYTFXDUMSXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.15

-0.35

Sortino ratio

Return per unit of downside risk

1.19

1.73

-0.53

Omega ratio

Gain probability vs. loss probability

1.31

1.45

-0.14

Calmar ratio

Return relative to maximum drawdown

0.88

1.28

-0.40

Martin ratio

Return relative to average drawdown

2.76

5.57

-2.81

KYTFX vs. DUMSX - Sharpe Ratio Comparison

The current KYTFX Sharpe Ratio is 0.80, which is lower than the DUMSX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of KYTFX and DUMSX, 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


KYTFXDUMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.15

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.42

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.71

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.12

-0.62

Correlation

The correlation between KYTFX and DUMSX is 0.86, 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

KYTFX vs. DUMSX - Dividend Comparison

KYTFX's dividend yield for the trailing twelve months is around 2.34%, less than DUMSX's 4.59% yield.


TTM20252024202320222021202020192018201720162015
KYTFX
Dupree Kentucky Tax Free Income Series Fund
2.34%3.77%4.38%3.25%3.56%3.36%3.34%3.86%5.15%4.51%3.17%3.22%
DUMSX
Dupree Mississippi Tax-Free Income Series
4.59%6.09%4.79%3.25%3.22%3.19%3.11%3.72%4.66%4.12%2.94%3.01%

Drawdowns

KYTFX vs. DUMSX - Drawdown Comparison

The maximum KYTFX drawdown since its inception was -40.02%, which is greater than DUMSX's maximum drawdown of -11.62%. Use the drawdown chart below to compare losses from any high point for KYTFX and DUMSX.


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Drawdown Indicators


KYTFXDUMSXDifference

Max Drawdown

Largest peak-to-trough decline

-40.02%

-11.62%

-28.40%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-6.08%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

-11.03%

-0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-11.96%

-11.03%

-0.93%

Current Drawdown

Current decline from peak

-2.59%

-2.24%

-0.35%

Average Drawdown

Average peak-to-trough decline

-9.53%

-1.59%

-7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.40%

+0.51%

Volatility

KYTFX vs. DUMSX - Volatility Comparison

Dupree Kentucky Tax Free Income Series Fund (KYTFX) has a higher volatility of 1.00% compared to Dupree Mississippi Tax-Free Income Series (DUMSX) at 0.85%. This indicates that KYTFX's price experiences larger fluctuations and is considered to be riskier than DUMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KYTFXDUMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.85%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

1.82%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

6.45%

6.66%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

4.15%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.08%

3.85%

+0.23%