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NTFIX vs. DCARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NTFIX vs. DCARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dupree North Carolina Tax-Free Income Series (NTFIX) and DFA California Municipal Real Return Portfolio (DCARX). The values are adjusted to include any dividend payments, if applicable.

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NTFIX vs. DCARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTFIX
Dupree North Carolina Tax-Free Income Series
-0.74%4.53%2.25%5.48%-8.44%2.06%5.81%7.38%2.05%2.12%
DCARX
DFA California Municipal Real Return Portfolio
1.09%2.64%3.16%2.63%-1.06%6.21%2.35%5.08%-0.46%1.16%

Returns By Period

In the year-to-date period, NTFIX achieves a -0.74% return, which is significantly lower than DCARX's 1.09% return.


NTFIX

1D
0.19%
1M
-2.11%
YTD
-0.74%
6M
0.76%
1Y
3.55%
3Y*
2.91%
5Y*
1.03%
10Y*
2.40%

DCARX

1D
0.04%
1M
0.42%
YTD
1.09%
6M
1.13%
1Y
2.59%
3Y*
2.55%
5Y*
2.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NTFIX vs. DCARX - Expense Ratio Comparison

NTFIX has a 0.68% expense ratio, which is higher than DCARX's 0.26% expense ratio.


Return for Risk

NTFIX vs. DCARX — Risk / Return Rank

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

NTFIX
NTFIX Risk / Return Rank: 4646
Overall Rank
NTFIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
NTFIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
NTFIX Omega Ratio Rank: 8383
Omega Ratio Rank
NTFIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
NTFIX Martin Ratio Rank: 3333
Martin Ratio Rank

DCARX
DCARX Risk / Return Rank: 9494
Overall Rank
DCARX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DCARX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DCARX Omega Ratio Rank: 9696
Omega Ratio Rank
DCARX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DCARX Martin Ratio Rank: 9393
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.

NTFIX vs. DCARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dupree North Carolina Tax-Free Income Series (NTFIX) and DFA California Municipal Real Return Portfolio (DCARX). 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.


NTFIXDCARXDifference

Sharpe ratio

Return per unit of total volatility

0.84

2.19

-1.35

Sortino ratio

Return per unit of downside risk

1.28

3.19

-1.91

Omega ratio

Gain probability vs. loss probability

1.33

1.61

-0.28

Calmar ratio

Return relative to maximum drawdown

0.96

2.89

-1.94

Martin ratio

Return relative to average drawdown

3.53

11.77

-8.24

NTFIX vs. DCARX - Sharpe Ratio Comparison

The current NTFIX Sharpe Ratio is 0.84, which is lower than the DCARX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of NTFIX and DCARX, 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


NTFIXDCARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.19

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.21

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

0.93

+0.09

Correlation

The correlation between NTFIX and DCARX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NTFIX vs. DCARX - Dividend Comparison

NTFIX's dividend yield for the trailing twelve months is around 2.24%, less than DCARX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
NTFIX
Dupree North Carolina Tax-Free Income Series
2.24%3.61%4.11%2.93%3.27%2.87%2.84%3.36%4.45%4.04%2.82%2.95%
DCARX
DFA California Municipal Real Return Portfolio
3.41%3.11%3.52%1.84%0.90%0.78%1.12%1.43%1.27%0.09%0.00%0.00%

Drawdowns

NTFIX vs. DCARX - Drawdown Comparison

The maximum NTFIX drawdown since its inception was -13.11%, which is greater than DCARX's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for NTFIX and DCARX.


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Drawdown Indicators


NTFIXDCARXDifference

Max Drawdown

Largest peak-to-trough decline

-13.11%

-12.27%

-0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-5.79%

-0.93%

-4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-13.11%

-4.79%

-8.32%

Max Drawdown (10Y)

Largest decline over 10 years

-13.11%

Current Drawdown

Current decline from peak

-2.11%

-0.24%

-1.87%

Average Drawdown

Average peak-to-trough decline

-1.74%

-0.76%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

0.23%

+1.34%

Volatility

NTFIX vs. DCARX - Volatility Comparison

Dupree North Carolina Tax-Free Income Series (NTFIX) has a higher volatility of 0.83% compared to DFA California Municipal Real Return Portfolio (DCARX) at 0.52%. This indicates that NTFIX's price experiences larger fluctuations and is considered to be riskier than DCARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTFIXDCARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.52%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

0.72%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

6.40%

1.28%

+5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.25%

2.25%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

2.93%

+1.16%