SBI vs. DUTMX
SBI (Western Asset Intermediate Muni Fund Inc.) and DUTMX (Dupree Taxable Municipal Bond Fund) are both Intermediate Core Bond funds. Over the past 10 years, SBI returned 1.25%/yr vs 0.11%/yr for DUTMX. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
SBI vs. DUTMX - Performance Comparison
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Returns By Period
In the year-to-date period, SBI achieves a 2.77% return, which is significantly higher than DUTMX's -0.25% return. Over the past 10 years, SBI has outperformed DUTMX with an annualized return of 1.25%, while DUTMX has yielded a comparatively lower 0.11% annualized return.
SBI
- 1D
- 0.13%
- 1M
- -2.53%
- 6M
- -0.06%
- YTD
- 2.77%
- 1Y
- 6.27%
- 3Y*
- 5.85%
- 5Y*
- 0.04%
- 10Y*
- 1.25%
- ALL TIME*
- 3.00%
DUTMX
- 1D
- -0.41%
- 1M
- -1.36%
- 6M
- -0.35%
- YTD
- -0.25%
- 1Y
- 2.32%
- 3Y*
- 3.31%
- 5Y*
- -3.20%
- 10Y*
- 0.11%
- ALL TIME*
- 2.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $556.11K | $521.21K | $405.09K |
SBI vs. DUTMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBI Western Asset Intermediate Muni Fund Inc. | 2.77% | 5.95% | 6.83% | 5.37% | -18.45% | 7.91% | 4.62% | 12.78% | -6.59% | 2.42% |
DUTMX Dupree Taxable Municipal Bond Fund | -0.25% | 6.44% | 1.09% | 6.83% | -25.27% | 0.28% | 6.24% | 6.66% | 2.04% | 5.12% |
Correlation
The correlation between SBI and DUTMX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2010 | 0.21 |
The correlation between SBI and DUTMX shifts across timeframes, from 0.21 (all time) to 0.42 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SBI vs. DUTMX — Risk / Return Rank
SBI
DUTMX
SBI vs. DUTMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Intermediate Muni Fund Inc. (SBI) 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.
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.
| SBI | DUTMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.99 | +0.54 |
| Martin ratioReturn relative to average drawdown | 5.14 | 2.67 | +2.48 |
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Drawdowns
SBI vs. DUTMX - Drawdown Comparison
The maximum SBI drawdown since its inception was -33.70%, which is greater than DUTMX's maximum drawdown of -30.53%. Use the drawdown chart below to compare losses from any high point for SBI and DUTMX.
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Drawdown Indicators
| SBI | DUTMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -30.53% | -3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -4.77% | -4.05% | -0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -7.91% | -6.14% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -25.21% | -30.53% | +5.32% |
Max Drawdown (10Y)Largest decline over 10 years | -25.21% | -30.53% | +5.32% |
Current DrawdownCurrent decline from peak | -2.90% | -15.76% | +12.86% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -7.02% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 1.50% | -0.09% |
Volatility
SBI vs. DUTMX - Volatility Comparison
Western Asset Intermediate Muni Fund Inc. (SBI) has a higher volatility of 1.72% compared to Dupree Taxable Municipal Bond Fund (DUTMX) at 1.27%. This indicates that SBI's price experiences larger fluctuations and is considered to be riskier than DUTMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBI | DUTMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 1.27% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 5.22% | 3.85% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.82% | 5.26% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.86% | 8.79% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.69% | 7.07% | +2.62% |
Dividends
SBI vs. DUTMX - Dividend Comparison
SBI's dividend yield for the trailing twelve months is around 6.63%, more than DUTMX's 4.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUTMX Dupree Taxable Municipal Bond Fund | 4.17% | 4.57% | 4.26% | 4.02% | 4.28% | 2.32% | 4.69% | 5.18% | 5.04% | 4.89% | 4.84% | 4.77% |
SBI Western Asset Intermediate Muni Fund Inc. | 6.63% | 6.56% | 6.23% | 3.76% | 3.72% | 2.93% | 3.07% | 3.59% | 4.32% | 4.58% | 5.01% | 4.70% |
Frequently Asked Questions
SBI and DUTMX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBI has higher volatility (1.72%) compared to DUTMX (1.27%). In terms of maximum drawdown, SBI dropped -33.70% vs DUTMX's -30.53%.
SBI currently has the higher Sharpe Ratio (1.07 vs 0.76), 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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