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ABTYX vs. PRFHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABTYX vs. PRFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB High Income Municipal Portfolio (ABTYX) and T. Rowe Price Tax Free High Yield Fund (PRFHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABTYX achieves a 2.23% return, which is significantly lower than PRFHX's 2.99% return. Over the past 10 years, ABTYX has underperformed PRFHX with an annualized return of 2.89%, while PRFHX has yielded a comparatively higher 3.06% annualized return.


ABTYX

1D
0.29%
1M
1.15%
YTD
2.23%
6M
2.62%
1Y
8.58%
3Y*
5.33%
5Y*
0.69%
10Y*
2.89%

PRFHX

1D
0.18%
1M
1.06%
YTD
2.99%
6M
3.78%
1Y
11.23%
3Y*
6.47%
5Y*
1.83%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABTYX vs. PRFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABTYX
AB High Income Municipal Portfolio
2.23%5.88%4.64%5.49%-15.49%5.73%5.08%11.31%1.02%10.22%
PRFHX
T. Rowe Price Tax Free High Yield Fund
2.99%5.53%7.00%7.65%-14.41%6.09%3.40%9.03%0.66%7.31%

Correlation

The correlation between ABTYX and PRFHX is 0.79, 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

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2010

0.82

The correlation between ABTYX and PRFHX shifts across timeframes, from 0.79 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ABTYX vs. PRFHX — Risk / Return Rank

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

ABTYX
ABTYX Risk / Return Rank: 5151
Overall Rank
ABTYX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ABTYX Sortino Ratio Rank: 6262
Sortino Ratio Rank
ABTYX Omega Ratio Rank: 6969
Omega Ratio Rank
ABTYX Calmar Ratio Rank: 3535
Calmar Ratio Rank
ABTYX Martin Ratio Rank: 3333
Martin Ratio Rank

PRFHX
PRFHX Risk / Return Rank: 9191
Overall Rank
PRFHX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PRFHX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PRFHX Omega Ratio Rank: 9696
Omega Ratio Rank
PRFHX Calmar Ratio Rank: 8787
Calmar Ratio Rank
PRFHX Martin Ratio Rank: 8282
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.

ABTYX vs. PRFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB High Income Municipal Portfolio (ABTYX) and T. Rowe Price Tax Free High Yield Fund (PRFHX). 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.


ABTYXPRFHXDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.46

1.83

-0.36

Calmar ratioReturn relative to maximum drawdown

2.23

4.17

-1.95

Martin ratioReturn relative to average drawdown

7.49

15.49

-8.00

ABTYX vs. PRFHX - Sharpe Ratio Comparison

The current ABTYX Sharpe Ratio is 2.16, which is lower than the PRFHX Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of ABTYX and PRFHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABTYXPRFHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

3.44

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.38

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.66

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.29

-0.31

Drawdowns

ABTYX vs. PRFHX - Drawdown Comparison

The maximum ABTYX drawdown since its inception was -21.44%, smaller than the maximum PRFHX drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for ABTYX and PRFHX.


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Drawdown Indicators


ABTYXPRFHXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-24.76%

+3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

-2.75%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-9.37%

-6.91%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-21.44%

-18.81%

-2.63%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

-18.81%

-2.63%

Current Drawdown

Current decline from peak

-0.42%

0.00%

-0.42%

Average Drawdown

Average peak-to-trough decline

-3.96%

-2.77%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

0.73%

+0.40%

Volatility

ABTYX vs. PRFHX - Volatility Comparison

AB High Income Municipal Portfolio (ABTYX) has a higher volatility of 1.53% compared to T. Rowe Price Tax Free High Yield Fund (PRFHX) at 1.14%. This indicates that ABTYX's price experiences larger fluctuations and is considered to be riskier than PRFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABTYXPRFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.14%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

2.37%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

3.35%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

4.89%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.63%

4.65%

+0.98%

ABTYX vs. PRFHX - Expense Ratio Comparison

ABTYX has a 0.53% expense ratio, which is lower than PRFHX's 0.63% expense ratio.


Dividends

ABTYX vs. PRFHX - Dividend Comparison

ABTYX's dividend yield for the trailing twelve months is around 4.61%, less than PRFHX's 5.47% yield.


PositionTTM20252024202320222021202020192018201720162015
ABTYX
AB High Income Municipal Portfolio
4.61%5.93%4.15%3.10%3.91%2.59%3.70%4.27%4.60%4.20%4.48%4.69%
PRFHX
T. Rowe Price Tax Free High Yield Fund
5.47%5.46%4.75%4.19%2.81%3.01%3.47%3.52%3.71%3.64%3.88%4.02%

Frequently Asked Questions


ABTYX and PRFHX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABTYX has higher volatility (1.53%) compared to PRFHX (1.14%). In terms of maximum drawdown, ABTYX dropped -21.44% vs PRFHX's -24.76%.

PRFHX currently has the higher Sharpe Ratio (3.44 vs 2.16), 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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