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TNTIX vs. DUTMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TNTIX vs. DUTMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dupree Tennessee Tax Free Income Series Fund (TNTIX) and Dupree Taxable Municipal Bond Fund (DUTMX). The values are adjusted to include any dividend payments, if applicable.

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TNTIX vs. DUTMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNTIX
Dupree Tennessee Tax Free Income Series Fund
-0.38%6.43%2.32%5.44%-6.10%2.12%4.83%7.06%2.11%4.84%
DUTMX
Dupree Taxable Municipal Bond Fund
0.30%6.44%1.09%6.83%-25.27%0.28%6.24%6.66%2.04%5.12%

Returns By Period

In the year-to-date period, TNTIX achieves a -0.38% return, which is significantly lower than DUTMX's 0.30% return. Over the past 10 years, TNTIX has outperformed DUTMX with an annualized return of 2.68%, while DUTMX has yielded a comparatively lower 0.53% annualized return.


TNTIX

1D
0.29%
1M
-2.51%
YTD
-0.38%
6M
1.79%
1Y
6.07%
3Y*
3.83%
5Y*
1.94%
10Y*
2.68%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TNTIX vs. DUTMX - Expense Ratio Comparison

TNTIX has a 0.70% expense ratio, which is lower than DUTMX's 1.00% expense ratio.


Return for Risk

TNTIX vs. DUTMX — Risk / Return Rank

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

TNTIX
TNTIX Risk / Return Rank: 5757
Overall Rank
TNTIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TNTIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
TNTIX Omega Ratio Rank: 8989
Omega Ratio Rank
TNTIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TNTIX Martin Ratio Rank: 4343
Martin Ratio Rank

DUTMX
DUTMX Risk / Return Rank: 2929
Overall Rank
DUTMX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DUTMX Sortino Ratio Rank: 2626
Sortino Ratio Rank
DUTMX Omega Ratio Rank: 2121
Omega Ratio Rank
DUTMX Calmar Ratio Rank: 4242
Calmar Ratio Rank
DUTMX Martin Ratio Rank: 2626
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.

TNTIX vs. DUTMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dupree Tennessee Tax Free Income Series Fund (TNTIX) 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.


TNTIXDUTMXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.71

+0.31

Sortino ratio

Return per unit of downside risk

1.51

1.03

+0.48

Omega ratio

Gain probability vs. loss probability

1.40

1.13

+0.27

Calmar ratio

Return relative to maximum drawdown

1.14

1.08

+0.05

Martin ratio

Return relative to average drawdown

4.46

2.78

+1.68

TNTIX vs. DUTMX - Sharpe Ratio Comparison

The current TNTIX Sharpe Ratio is 1.02, which is higher than the DUTMX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of TNTIX and DUTMX, 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


TNTIXDUTMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.71

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.23

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.08

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.37

+0.68

Correlation

The correlation between TNTIX and DUTMX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TNTIX vs. DUTMX - Dividend Comparison

TNTIX's dividend yield for the trailing twelve months is around 4.02%, less than DUTMX's 4.13% yield.


TTM20252024202320222021202020192018201720162015
TNTIX
Dupree Tennessee Tax Free Income Series Fund
4.02%5.42%4.49%3.32%3.51%3.30%3.15%3.55%4.46%3.57%2.95%3.02%
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

TNTIX vs. DUTMX - Drawdown Comparison

The maximum TNTIX drawdown since its inception was -11.89%, smaller than the maximum DUTMX drawdown of -30.53%. Use the drawdown chart below to compare losses from any high point for TNTIX and DUTMX.


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Drawdown Indicators


TNTIXDUTMXDifference

Max Drawdown

Largest peak-to-trough decline

-11.89%

-30.53%

+18.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-5.08%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-10.24%

-30.53%

+20.29%

Max Drawdown (10Y)

Largest decline over 10 years

-10.24%

-30.53%

+20.29%

Current Drawdown

Current decline from peak

-2.51%

-15.30%

+12.79%

Average Drawdown

Average peak-to-trough decline

-1.47%

-6.85%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.98%

-0.12%

Volatility

TNTIX vs. DUTMX - Volatility Comparison

The current volatility for Dupree Tennessee Tax Free Income Series Fund (TNTIX) is 1.11%, while Dupree Taxable Municipal Bond Fund (DUTMX) has a volatility of 2.04%. This indicates that TNTIX 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.


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Volatility by Period


TNTIXDUTMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

2.04%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

3.64%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

7.99%

6.60%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

8.86%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.11%

7.06%

-2.95%