PortfoliosLab logoPortfoliosLab logo
FRHIX vs. AHYMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRHIX vs. AHYMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin High Yield Tax Free Income Fund (FRHIX) and abrdn Short Duration High Yield Municipal Fund (AHYMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FRHIX vs. AHYMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRHIX
Franklin High Yield Tax Free Income Fund
-0.52%5.33%7.28%6.01%-13.96%4.89%5.87%8.35%1.96%3.40%
AHYMX
abrdn Short Duration High Yield Municipal Fund
-0.56%2.91%4.07%1.56%-9.36%4.06%1.81%5.23%1.50%4.19%

Returns By Period

In the year-to-date period, FRHIX achieves a -0.52% return, which is significantly higher than AHYMX's -0.56% return. Over the past 10 years, FRHIX has outperformed AHYMX with an annualized return of 2.57%, while AHYMX has yielded a comparatively lower 1.49% annualized return.


FRHIX

1D
0.23%
1M
-2.99%
YTD
-0.52%
6M
1.36%
1Y
4.02%
3Y*
5.24%
5Y*
1.34%
10Y*
2.57%

AHYMX

1D
0.11%
1M
-1.87%
YTD
-0.56%
6M
0.63%
1Y
1.87%
3Y*
2.42%
5Y*
0.19%
10Y*
1.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FRHIX vs. AHYMX - Expense Ratio Comparison

FRHIX has a 0.65% expense ratio, which is lower than AHYMX's 0.68% expense ratio.


Return for Risk

FRHIX vs. AHYMX — Risk / Return Rank

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

FRHIX
FRHIX Risk / Return Rank: 3333
Overall Rank
FRHIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FRHIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FRHIX Omega Ratio Rank: 5151
Omega Ratio Rank
FRHIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FRHIX Martin Ratio Rank: 2424
Martin Ratio Rank

AHYMX
AHYMX Risk / Return Rank: 2222
Overall Rank
AHYMX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AHYMX Sortino Ratio Rank: 1818
Sortino Ratio Rank
AHYMX Omega Ratio Rank: 2727
Omega Ratio Rank
AHYMX Calmar Ratio Rank: 2424
Calmar Ratio Rank
AHYMX Martin Ratio Rank: 1818
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.

FRHIX vs. AHYMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin High Yield Tax Free Income Fund (FRHIX) and abrdn Short Duration High Yield Municipal Fund (AHYMX). 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.


FRHIXAHYMXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.58

+0.18

Sortino ratio

Return per unit of downside risk

1.05

0.81

+0.23

Omega ratio

Gain probability vs. loss probability

1.21

1.15

+0.06

Calmar ratio

Return relative to maximum drawdown

0.83

0.70

+0.13

Martin ratio

Return relative to average drawdown

2.64

1.95

+0.69

FRHIX vs. AHYMX - Sharpe Ratio Comparison

The current FRHIX Sharpe Ratio is 0.77, which is higher than the AHYMX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FRHIX and AHYMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FRHIXAHYMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.58

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.07

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.58

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.92

+0.33

Correlation

The correlation between FRHIX and AHYMX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FRHIX vs. AHYMX - Dividend Comparison

FRHIX's dividend yield for the trailing twelve months is around 4.71%, more than AHYMX's 4.21% yield.


TTM20252024202320222021202020192018201720162015
FRHIX
Franklin High Yield Tax Free Income Fund
4.71%5.79%5.32%4.16%4.27%3.61%3.83%4.99%4.46%4.06%4.42%4.27%
AHYMX
abrdn Short Duration High Yield Municipal Fund
4.21%4.52%3.32%2.21%2.05%2.31%2.74%3.10%3.39%2.82%3.28%3.43%

Drawdowns

FRHIX vs. AHYMX - Drawdown Comparison

The maximum FRHIX drawdown since its inception was -21.54%, which is greater than AHYMX's maximum drawdown of -11.53%. Use the drawdown chart below to compare losses from any high point for FRHIX and AHYMX.


Loading graphics...

Drawdown Indicators


FRHIXAHYMXDifference

Max Drawdown

Largest peak-to-trough decline

-21.54%

-11.53%

-10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-6.03%

-3.81%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.01%

-11.53%

-7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-19.01%

-11.53%

-7.48%

Current Drawdown

Current decline from peak

-2.99%

-2.13%

-0.86%

Average Drawdown

Average peak-to-trough decline

-2.27%

-2.51%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.36%

+0.54%

Volatility

FRHIX vs. AHYMX - Volatility Comparison

Franklin High Yield Tax Free Income Fund (FRHIX) has a higher volatility of 1.25% compared to abrdn Short Duration High Yield Municipal Fund (AHYMX) at 0.88%. This indicates that FRHIX's price experiences larger fluctuations and is considered to be riskier than AHYMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FRHIXAHYMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

0.88%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

1.63%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

6.09%

4.02%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.10%

2.87%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

2.58%

+2.06%