VBILX vs. DUTMX
VBILX (Vanguard Intermediate-Term Bond Index Fund Admiral Shares) and DUTMX (Dupree Taxable Municipal Bond Fund) are both Intermediate Core Bond funds. Over the past 10 years, VBILX returned 1.79%/yr vs 0.39%/yr for DUTMX. Their correlation of 0.82 suggests significant overlap in exposure. VBILX charges 0.06%/yr vs 1.00%/yr for DUTMX.
Performance
VBILX vs. DUTMX - Performance Comparison
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Returns By Period
In the year-to-date period, VBILX achieves a -0.53% return, which is significantly lower than DUTMX's 1.01% return. Over the past 10 years, VBILX has outperformed DUTMX with an annualized return of 1.79%, while DUTMX has yielded a comparatively lower 0.39% annualized return.
VBILX
- 1D
- -0.29%
- 1M
- 0.47%
- YTD
- -0.53%
- 6M
- -0.08%
- 1Y
- 3.75%
- 3Y*
- 4.34%
- 5Y*
- 0.09%
- 10Y*
- 1.79%
DUTMX
- 1D
- -0.54%
- 1M
- 1.34%
- YTD
- 1.01%
- 6M
- 1.56%
- 1Y
- 5.57%
- 3Y*
- 3.31%
- 5Y*
- -2.58%
- 10Y*
- 0.39%
VBILX vs. DUTMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | -0.53% | 8.57% | 1.54% | 6.09% | -13.59% | -2.36% | 9.82% | 10.20% | -0.15% | 3.86% |
DUTMX Dupree Taxable Municipal Bond Fund | 1.01% | 6.44% | 1.09% | 6.83% | -25.27% | 0.28% | 6.24% | 6.66% | 2.04% | 5.12% |
Correlation
The correlation between VBILX and DUTMX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2010 | 0.82 |
The correlation between VBILX and DUTMX has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
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Return for Risk
VBILX vs. DUTMX — Risk / Return Rank
VBILX
DUTMX
VBILX vs. DUTMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) 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.
| VBILX | DUTMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.46 | -0.27 |
| Martin ratioReturn relative to average drawdown | 3.31 | 4.26 | -0.96 |
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Drawdowns
VBILX vs. DUTMX - Drawdown Comparison
The maximum VBILX drawdown since its inception was -19.26%, smaller than the maximum DUTMX drawdown of -30.53%. Use the drawdown chart below to compare losses from any high point for VBILX and DUTMX.
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Drawdown Indicators
| VBILX | DUTMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.26% | -30.53% | +11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -4.05% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -6.05% | -7.80% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -19.15% | -30.53% | +11.38% |
Max Drawdown (10Y)Largest decline over 10 years | -19.26% | -30.53% | +11.27% |
Current DrawdownCurrent decline from peak | -2.31% | -14.69% | +12.38% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -6.97% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 1.38% | -0.15% |
Volatility
VBILX vs. DUTMX - Volatility Comparison
Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) has a higher volatility of 1.33% compared to Dupree Taxable Municipal Bond Fund (DUTMX) at 1.21%. This indicates that VBILX'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
| VBILX | DUTMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 1.21% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.12% | 3.83% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 5.57% | -1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 8.81% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.37% | 7.08% | -1.71% |
VBILX vs. DUTMX - Expense Ratio Comparison
VBILX has a 0.06% expense ratio, which is lower than DUTMX's 1.00% expense ratio.
Dividends
VBILX vs. DUTMX - Dividend Comparison
VBILX's dividend yield for the trailing twelve months is around 4.23%, less than DUTMX's 4.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUTMX Dupree Taxable Municipal Bond Fund | 4.48% | 4.57% | 4.26% | 4.02% | 4.28% | 2.32% | 4.69% | 5.18% | 5.04% | 4.89% | 4.84% | 4.77% |
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 4.23% | 4.01% | 3.80% | 3.09% | 1.99% | 3.39% | 2.94% | 2.73% | 2.87% | 2.73% | 3.06% | 3.09% |
Frequently Asked Questions
VBILX and DUTMX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VBILX has higher volatility (1.33%) compared to DUTMX (1.21%). In terms of maximum drawdown, VBILX dropped -19.26% vs DUTMX's -30.53%.
DUTMX currently has the higher Sharpe Ratio (1.06 vs 0.98), 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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