NTFIX vs. DUMSX
Compare and contrast key facts about Dupree North Carolina Tax-Free Income Series (NTFIX) and Dupree Mississippi Tax-Free Income Series (DUMSX).
NTFIX is managed by Dupree. It was launched on Nov 14, 1995. DUMSX is managed by Dupree. It was launched on Dec 30, 1999.
Performance
NTFIX vs. DUMSX - Performance Comparison
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NTFIX vs. DUMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 6.09% |
DUMSX Dupree Mississippi Tax-Free Income Series | -0.48% | 6.98% | 2.35% | 5.16% | -7.10% | 2.23% | 4.69% | 6.87% | 2.20% | 5.98% |
Returns By Period
In the year-to-date period, NTFIX achieves a -0.74% return, which is significantly lower than DUMSX's -0.48% return. Over the past 10 years, NTFIX has underperformed DUMSX with an annualized return of 2.40%, while DUMSX has yielded a comparatively higher 2.71% annualized 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%
DUMSX
- 1D
- 0.18%
- 1M
- -2.24%
- YTD
- -0.48%
- 6M
- 1.41%
- 1Y
- 5.59%
- 3Y*
- 3.94%
- 5Y*
- 1.74%
- 10Y*
- 2.71%
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NTFIX vs. DUMSX - Expense Ratio Comparison
NTFIX has a 0.68% expense ratio, which is lower than DUMSX's 0.70% expense ratio.
Return for Risk
NTFIX vs. DUMSX — Risk / Return Rank
NTFIX
DUMSX
NTFIX vs. DUMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dupree North Carolina Tax-Free Income Series (NTFIX) and Dupree Mississippi Tax-Free Income Series (DUMSX). 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.
| NTFIX | DUMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.15 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.73 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.45 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.28 | -0.33 |
Martin ratioReturn relative to average drawdown | 3.53 | 5.57 | -2.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NTFIX | DUMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.15 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.42 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.71 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 1.12 | -0.10 |
Correlation
The correlation between NTFIX and DUMSX is 0.90, 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
NTFIX vs. DUMSX - Dividend Comparison
NTFIX's dividend yield for the trailing twelve months is around 2.24%, less than DUMSX's 4.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DUMSX Dupree Mississippi Tax-Free Income Series | 4.59% | 6.09% | 4.79% | 3.25% | 3.22% | 3.19% | 3.11% | 3.72% | 4.66% | 4.12% | 2.94% | 3.01% |
Drawdowns
NTFIX vs. DUMSX - Drawdown Comparison
The maximum NTFIX drawdown since its inception was -13.11%, which is greater than DUMSX's maximum drawdown of -11.62%. Use the drawdown chart below to compare losses from any high point for NTFIX and DUMSX.
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Drawdown Indicators
| NTFIX | DUMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.11% | -11.62% | -1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -5.79% | -6.08% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -13.11% | -11.03% | -2.08% |
Max Drawdown (10Y)Largest decline over 10 years | -13.11% | -11.03% | -2.08% |
Current DrawdownCurrent decline from peak | -2.11% | -2.24% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -1.59% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.40% | +0.17% |
Volatility
NTFIX vs. DUMSX - Volatility Comparison
Dupree North Carolina Tax-Free Income Series (NTFIX) and Dupree Mississippi Tax-Free Income Series (DUMSX) have volatilities of 0.83% and 0.85%, 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.
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Volatility by Period
| NTFIX | DUMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 0.85% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.68% | 1.82% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.40% | 6.66% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.25% | 4.15% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.09% | 3.85% | +0.24% |