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MABDX vs. DUTMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MABDX vs. DUTMX - Performance Comparison

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

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MABDX vs. DUTMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MABDX
Mutual of America Bond Fund
-0.39%7.58%0.53%4.08%-12.96%-2.98%914.19%
DUTMX
Dupree Taxable Municipal Bond Fund
0.30%6.44%1.09%6.83%-25.27%0.28%6.03%

Returns By Period

In the year-to-date period, MABDX achieves a -0.39% return, which is significantly lower than DUTMX's 0.30% return.


MABDX

1D
0.49%
1M
-1.83%
YTD
-0.39%
6M
0.86%
1Y
4.27%
3Y*
3.02%
5Y*
-0.31%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MABDX vs. DUTMX - Expense Ratio Comparison

MABDX has a 0.43% expense ratio, which is lower than DUTMX's 1.00% expense ratio.


Return for Risk

MABDX vs. DUTMX — Risk / Return Rank

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

MABDX
MABDX Risk / Return Rank: 6464
Overall Rank
MABDX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MABDX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MABDX Omega Ratio Rank: 4545
Omega Ratio Rank
MABDX Calmar Ratio Rank: 8282
Calmar Ratio Rank
MABDX Martin Ratio Rank: 6868
Martin Ratio Rank

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
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.

MABDX vs. DUTMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America Bond Fund (MABDX) 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.


MABDXDUTMXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.71

+0.43

Sortino ratio

Return per unit of downside risk

1.62

1.03

+0.59

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

2.03

1.08

+0.95

Martin ratio

Return relative to average drawdown

6.43

2.78

+3.65

MABDX vs. DUTMX - Sharpe Ratio Comparison

The current MABDX Sharpe Ratio is 1.14, which is higher than the DUTMX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of MABDX and DUTMX, 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


MABDXDUTMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.71

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.23

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.37

-0.23

Correlation

The correlation between MABDX and DUTMX is 0.72, 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

MABDX vs. DUTMX - Dividend Comparison

MABDX's dividend yield for the trailing twelve months is around 4.12%, which matches DUTMX's 4.13% yield.


TTM20252024202320222021202020192018201720162015
MABDX
Mutual of America Bond Fund
4.12%4.10%3.26%2.42%1.66%1.77%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

MABDX vs. DUTMX - Drawdown Comparison

The maximum MABDX drawdown since its inception was -23.20%, smaller than the maximum DUTMX drawdown of -30.53%. Use the drawdown chart below to compare losses from any high point for MABDX and DUTMX.


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Drawdown Indicators


MABDXDUTMXDifference

Max Drawdown

Largest peak-to-trough decline

-23.20%

-30.53%

+7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-5.08%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-18.51%

-30.53%

+12.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.53%

Current Drawdown

Current decline from peak

-10.01%

-15.30%

+5.29%

Average Drawdown

Average peak-to-trough decline

-12.06%

-6.85%

-5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.98%

-1.14%

Volatility

MABDX vs. DUTMX - Volatility Comparison

The current volatility for Mutual of America Bond Fund (MABDX) is 1.35%, while Dupree Taxable Municipal Bond Fund (DUTMX) has a volatility of 2.04%. This indicates that MABDX 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


MABDXDUTMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

2.04%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

3.64%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

6.60%

-2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

8.86%

-2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

381.49%

7.06%

+374.43%