NTFIX vs. VWIUX
NTFIX (Dupree North Carolina Tax-Free Income Series) and VWIUX (Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares) are both Municipal Bonds funds. Over the past 10 years, NTFIX returned 2.56%/yr vs 2.48%/yr for VWIUX. A 0.79 correlation means they provide meaningful diversification when combined. NTFIX charges 0.68%/yr vs 0.09%/yr for VWIUX.
Performance
NTFIX vs. VWIUX - Performance Comparison
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Returns By Period
In the year-to-date period, NTFIX achieves a 1.42% return, which is significantly higher than VWIUX's 1.33% return. Both investments have delivered pretty close results over the past 10 years, with NTFIX having a 2.56% annualized return and VWIUX not far behind at 2.48%.
NTFIX
- 1D
- 0.09%
- 1M
- 0.37%
- YTD
- 1.42%
- 6M
- 2.10%
- 1Y
- 6.82%
- 3Y*
- 3.90%
- 5Y*
- 1.18%
- 10Y*
- 2.56%
VWIUX
- 1D
- 0.15%
- 1M
- 0.65%
- YTD
- 1.33%
- 6M
- 1.76%
- 1Y
- 6.98%
- 3Y*
- 4.56%
- 5Y*
- 1.72%
- 10Y*
- 2.48%
NTFIX vs. VWIUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTFIX Dupree North Carolina Tax-Free Income Series | 1.42% | 4.53% | 2.25% | 5.48% | -8.44% | 2.06% | 5.81% | 7.38% | 2.05% | 6.09% |
VWIUX Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares | 1.33% | 5.99% | 2.34% | 5.90% | -6.83% | 0.81% | 5.23% | 7.10% | 1.34% | 4.65% |
Correlation
The correlation between NTFIX and VWIUX is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2001 | 0.79 |
The correlation between NTFIX and VWIUX shifts across timeframes, from 0.69 (1 year) to 0.82 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
NTFIX vs. VWIUX — Risk / Return Rank
NTFIX
VWIUX
NTFIX vs. VWIUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dupree North Carolina Tax-Free Income Series (NTFIX) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). 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 | VWIUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.88 | 1.81 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 2.34 | +0.64 |
| Martin ratioReturn relative to average drawdown | 12.33 | 7.81 | +4.52 |
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 | VWIUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | 2.99 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.53 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.72 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 1.13 | -0.10 |
Drawdowns
NTFIX vs. VWIUX - Drawdown Comparison
The maximum NTFIX drawdown since its inception was -13.11%, which is greater than VWIUX's maximum drawdown of -11.38%. Use the drawdown chart below to compare losses from any high point for NTFIX and VWIUX.
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Drawdown Indicators
| NTFIX | VWIUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.11% | -11.38% | -1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.29% | -2.99% | +0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -5.79% | -4.40% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -13.11% | -11.38% | -1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -13.11% | -11.38% | -1.73% |
Current DrawdownCurrent decline from peak | -0.00% | -0.87% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -1.44% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.90% | -0.35% |
Volatility
NTFIX vs. VWIUX - Volatility Comparison
Dupree North Carolina Tax-Free Income Series (NTFIX) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) have volatilities of 0.90% and 0.88%, 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 | VWIUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 0.88% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.94% | 1.87% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.68% | 2.35% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.28% | 3.27% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.11% | 3.43% | +0.68% |
NTFIX vs. VWIUX - Expense Ratio Comparison
NTFIX has a 0.68% expense ratio, which is higher than VWIUX's 0.09% expense ratio.
Dividends
NTFIX vs. VWIUX - Dividend Comparison
NTFIX's dividend yield for the trailing twelve months is around 2.96%, less than VWIUX's 3.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTFIX Dupree North Carolina Tax-Free Income Series | 2.96% | 3.61% | 4.11% | 2.93% | 3.27% | 2.87% | 2.84% | 3.36% | 4.45% | 4.04% | 2.82% | 2.95% |
VWIUX Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares | 3.33% | 4.06% | 3.63% | 2.78% | 2.51% | 1.89% | 2.40% | 2.88% | 2.89% | 2.82% | 2.91% | 2.96% |
Frequently Asked Questions
NTFIX and VWIUX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTFIX has higher volatility (0.90%) compared to VWIUX (0.88%). In terms of maximum drawdown, NTFIX dropped -13.11% vs VWIUX's -11.38%.
VWIUX currently has the higher Sharpe Ratio (2.99 vs 2.57), 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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