MSTRX vs. DUTMX
Compare and contrast key facts about Morningstar Total Return Bond Fund (MSTRX) and Dupree Taxable Municipal Bond Fund (DUTMX).
MSTRX is managed by Morningstar. It was launched on Nov 2, 2018. DUTMX is managed by Dupree. It was launched on Nov 1, 2010.
Performance
MSTRX vs. DUTMX - Performance Comparison
Loading graphics...
MSTRX vs. DUTMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSTRX Morningstar Total Return Bond Fund | -0.89% | 4.87% | 1.75% | 5.54% | -15.53% | -1.56% | 9.57% | 9.34% | 2.40% |
DUTMX Dupree Taxable Municipal Bond Fund | 0.30% | 6.44% | 1.09% | 6.83% | -25.27% | 0.28% | 6.24% | 6.66% | 2.36% |
Returns By Period
In the year-to-date period, MSTRX achieves a -0.89% return, which is significantly lower than DUTMX's 0.30% return.
MSTRX
- 1D
- 0.45%
- 1M
- -2.31%
- YTD
- -0.89%
- 6M
- -0.58%
- 1Y
- 1.87%
- 3Y*
- 2.57%
- 5Y*
- -0.70%
- 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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MSTRX vs. DUTMX - Expense Ratio Comparison
MSTRX has a 0.55% expense ratio, which is lower than DUTMX's 1.00% expense ratio.
Return for Risk
MSTRX vs. DUTMX — Risk / Return Rank
MSTRX
DUTMX
MSTRX vs. DUTMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar Total Return Bond Fund (MSTRX) 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.
| MSTRX | DUTMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.71 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.03 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.08 | +0.38 |
Martin ratioReturn relative to average drawdown | 4.21 | 2.78 | +1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MSTRX | DUTMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.71 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | -0.23 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.37 | -0.05 |
Correlation
The correlation between MSTRX and DUTMX is 0.79, 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
MSTRX vs. DUTMX - Dividend Comparison
MSTRX's dividend yield for the trailing twelve months is around 1.98%, less than DUTMX's 4.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTRX Morningstar Total Return Bond Fund | 1.98% | 2.60% | 4.02% | 3.42% | 2.50% | 2.13% | 4.93% | 5.23% | 0.29% | 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
MSTRX vs. DUTMX - Drawdown Comparison
The maximum MSTRX drawdown since its inception was -20.97%, smaller than the maximum DUTMX drawdown of -30.53%. Use the drawdown chart below to compare losses from any high point for MSTRX and DUTMX.
Loading graphics...
Drawdown Indicators
| MSTRX | DUTMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.97% | -30.53% | +9.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -5.08% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -30.53% | +9.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.53% | — |
Current DrawdownCurrent decline from peak | -7.20% | -15.30% | +8.10% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -6.85% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.98% | -0.93% |
Volatility
MSTRX vs. DUTMX - Volatility Comparison
The current volatility for Morningstar Total Return Bond Fund (MSTRX) is 1.24%, while Dupree Taxable Municipal Bond Fund (DUTMX) has a volatility of 2.04%. This indicates that MSTRX 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.
Loading graphics...
Volatility by Period
| MSTRX | DUTMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 2.04% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 3.64% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.91% | 6.60% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.22% | 8.86% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.68% | 7.06% | -1.38% |