MBDFX vs. DUTMX
MBDFX (AMG GW&K Core Bond ESG Fund) and DUTMX (Dupree Taxable Municipal Bond Fund) are both Intermediate Core Bond funds. Over the past 10 years, MBDFX returned 1.29%/yr vs 0.47%/yr for DUTMX. A 0.76 correlation means they provide meaningful diversification when combined. MBDFX charges 0.56%/yr vs 1.00%/yr for DUTMX.
Performance
MBDFX vs. DUTMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MBDFX achieves a 0.17% return, which is significantly lower than DUTMX's 1.56% return. Over the past 10 years, MBDFX has outperformed DUTMX with an annualized return of 1.29%, while DUTMX has yielded a comparatively lower 0.47% annualized return.
MBDFX
- 1D
- 0.22%
- 1M
- 0.89%
- YTD
- 0.17%
- 6M
- 0.28%
- 1Y
- 4.42%
- 3Y*
- 3.91%
- 5Y*
- -0.58%
- 10Y*
- 1.29%
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%
MBDFX vs. DUTMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBDFX AMG GW&K Core Bond ESG Fund | 0.17% | 7.29% | 1.24% | 5.73% | -13.85% | -3.34% | 7.33% | 9.70% | -1.11% | 3.88% |
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% |
Correlation
The correlation between MBDFX and DUTMX is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
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 | 0.76 |
The correlation between MBDFX and DUTMX shifts across timeframes, from 0.76 (all time) to 0.86 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MBDFX vs. DUTMX — Risk / Return Rank
MBDFX
DUTMX
MBDFX vs. DUTMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Core Bond ESG Fund (MBDFX) 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.
| MBDFX | DUTMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.63 | -0.26 |
| Martin ratioReturn relative to average drawdown | 3.73 | 4.80 | -1.07 |
Loading charts...
Drawdowns
MBDFX vs. DUTMX - Drawdown Comparison
The maximum MBDFX drawdown since its inception was -20.66%, smaller than the maximum DUTMX drawdown of -30.53%. Use the drawdown chart below to compare losses from any high point for MBDFX and DUTMX.
Loading charts...
Drawdown Indicators
| MBDFX | DUTMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.66% | -30.53% | +9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -4.05% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -6.99% | -7.80% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -20.54% | -30.53% | +9.99% |
Max Drawdown (10Y)Largest decline over 10 years | -20.66% | -30.53% | +9.87% |
Current DrawdownCurrent decline from peak | -4.30% | -14.23% | +9.93% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -6.97% | +3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 1.38% | -0.19% |
Volatility
MBDFX vs. DUTMX - Volatility Comparison
AMG GW&K Core Bond ESG Fund (MBDFX) and Dupree Taxable Municipal Bond Fund (DUTMX) have volatilities of 1.19% and 1.25%, 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.
Loading charts...
Volatility by Period
| MBDFX | DUTMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 1.25% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 3.80% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 5.53% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.16% | 8.81% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 7.08% | -2.02% |
MBDFX vs. DUTMX - Expense Ratio Comparison
MBDFX has a 0.56% expense ratio, which is lower than DUTMX's 1.00% expense ratio.
Dividends
MBDFX vs. DUTMX - Dividend Comparison
MBDFX's dividend yield for the trailing twelve months is around 3.46%, less than DUTMX's 4.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MBDFX AMG GW&K Core Bond ESG Fund | 3.46% | 3.66% | 3.50% | 2.92% | 2.16% | 2.35% | 1.84% | 2.40% | 2.30% | 2.10% | 2.06% | 4.17% |
Frequently Asked Questions
MBDFX and DUTMX have a correlation of 0.84, 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 MBDFX (1.19%). In terms of maximum drawdown, MBDFX dropped -20.66% vs DUTMX's -30.53%.
DUTMX currently has the higher Sharpe Ratio (1.20 vs 1.17), 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.
Find the right allocation for MBDFX and DUTMX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer