MDSIX vs. DPIGX
MDSIX (Integrity Short Term Government Fund) and DPIGX (Dupree Intermediate Government Bond Series) are both Government Bonds funds. Over the past 10 years, MDSIX returned 2.02%/yr vs 1.55%/yr for DPIGX. A 0.53 correlation means they provide meaningful diversification when combined. MDSIX charges 0.55%/yr vs 0.70%/yr for DPIGX.
Performance
MDSIX vs. DPIGX - Performance Comparison
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Returns By Period
In the year-to-date period, MDSIX achieves a 2.22% return, which is significantly higher than DPIGX's -0.07% return. Over the past 10 years, MDSIX has outperformed DPIGX with an annualized return of 2.02%, while DPIGX has yielded a comparatively lower 1.55% annualized return.
MDSIX
- 1D
- 0.33%
- 1M
- 1.07%
- YTD
- 2.22%
- 6M
- 2.13%
- 1Y
- 5.82%
- 3Y*
- 6.16%
- 5Y*
- 2.32%
- 10Y*
- 2.02%
DPIGX
- 1D
- 0.21%
- 1M
- 0.18%
- YTD
- -0.07%
- 6M
- 0.21%
- 1Y
- 2.48%
- 3Y*
- 4.09%
- 5Y*
- 1.82%
- 10Y*
- 1.55%
MDSIX vs. DPIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDSIX Integrity Short Term Government Fund | 2.22% | 6.91% | 6.90% | 4.30% | -7.23% | -1.14% | 2.76% | 3.54% | 2.21% | 1.19% |
DPIGX Dupree Intermediate Government Bond Series | -0.07% | 5.66% | 3.67% | 3.90% | -3.50% | -1.47% | 3.92% | 4.50% | 0.68% | 1.35% |
Correlation
The correlation between MDSIX and DPIGX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2011 | 0.53 |
The correlation between MDSIX and DPIGX shifts across timeframes, from 0.53 (all time) to 0.68 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MDSIX vs. DPIGX — Risk / Return Rank
MDSIX
DPIGX
MDSIX vs. DPIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Integrity Short Term Government Fund (MDSIX) and Dupree Intermediate Government Bond Series (DPIGX). 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.
| MDSIX | DPIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.22 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 4.79 | 1.71 | +3.09 |
| Martin ratioReturn relative to average drawdown | 19.49 | 4.83 | +14.66 |
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Drawdowns
MDSIX vs. DPIGX - Drawdown Comparison
The maximum MDSIX drawdown since its inception was -11.28%, which is greater than DPIGX's maximum drawdown of -10.25%. Use the drawdown chart below to compare losses from any high point for MDSIX and DPIGX.
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Drawdown Indicators
| MDSIX | DPIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.28% | -10.25% | -1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -1.22% | -1.46% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -2.60% | -1.46% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -11.08% | -5.89% | -5.19% |
Max Drawdown (10Y)Largest decline over 10 years | -11.28% | -6.59% | -4.69% |
Current DrawdownCurrent decline from peak | 0.00% | -0.82% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -1.57% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 0.51% | -0.21% |
Volatility
MDSIX vs. DPIGX - Volatility Comparison
The current volatility for Integrity Short Term Government Fund (MDSIX) is 0.61%, while Dupree Intermediate Government Bond Series (DPIGX) has a volatility of 0.72%. This indicates that MDSIX experiences smaller price fluctuations and is considered to be less risky than DPIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDSIX | DPIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.72% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 1.86% | 1.68% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.40% | 2.19% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.35% | 2.15% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.16% | 2.31% | +0.85% |
MDSIX vs. DPIGX - Expense Ratio Comparison
MDSIX has a 0.55% expense ratio, which is lower than DPIGX's 0.70% expense ratio.
Dividends
MDSIX vs. DPIGX - Dividend Comparison
MDSIX's dividend yield for the trailing twelve months is around 3.26%, less than DPIGX's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPIGX Dupree Intermediate Government Bond Series | 3.43% | 4.00% | 3.39% | 2.84% | 2.51% | 1.91% | 2.29% | 2.39% | 2.76% | 2.55% | 2.51% | 2.51% |
MDSIX Integrity Short Term Government Fund | 3.26% | 2.54% | 3.91% | 1.51% | 0.93% | 1.90% | 4.41% | 3.50% | 3.70% | 3.01% | 2.50% | 2.44% |
Frequently Asked Questions
MDSIX and DPIGX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DPIGX has higher volatility (0.72%) compared to MDSIX (0.61%). In terms of maximum drawdown, MDSIX dropped -11.28% vs DPIGX's -10.25%.
MDSIX currently has the higher Sharpe Ratio (2.45 vs 1.14), 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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