PortfoliosLab logoPortfoliosLab logo
FTABX vs. PRFHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTABX vs. PRFHX - Performance Comparison

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

Loading graphics...

FTABX vs. PRFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTABX
Fidelity Tax-Free Bond Fund
-0.77%5.60%1.54%7.51%-10.74%2.20%4.80%8.58%0.67%6.45%
PRFHX
T. Rowe Price Tax Free High Yield Fund
0.17%7.33%5.99%7.65%-14.41%6.09%3.40%9.03%0.66%7.31%

Returns By Period

In the year-to-date period, FTABX achieves a -0.77% return, which is significantly lower than PRFHX's 0.17% return. Over the past 10 years, FTABX has underperformed PRFHX with an annualized return of 2.29%, while PRFHX has yielded a comparatively higher 3.03% annualized return.


FTABX

1D
0.18%
1M
-2.93%
YTD
-0.77%
6M
0.87%
1Y
4.33%
3Y*
3.49%
5Y*
0.93%
10Y*
2.29%

PRFHX

1D
0.18%
1M
-2.57%
YTD
0.17%
6M
3.06%
1Y
7.66%
3Y*
5.93%
5Y*
1.91%
10Y*
3.03%
*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.


FTABX vs. PRFHX - Expense Ratio Comparison

FTABX has a 0.25% expense ratio, which is lower than PRFHX's 0.63% expense ratio.


Return for Risk

FTABX vs. PRFHX — Risk / Return Rank

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

FTABX
FTABX Risk / Return Rank: 5656
Overall Rank
FTABX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FTABX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FTABX Omega Ratio Rank: 7878
Omega Ratio Rank
FTABX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FTABX Martin Ratio Rank: 3838
Martin Ratio Rank

PRFHX
PRFHX Risk / Return Rank: 6565
Overall Rank
PRFHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PRFHX Sortino Ratio Rank: 7474
Sortino Ratio Rank
PRFHX Omega Ratio Rank: 8787
Omega Ratio Rank
PRFHX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PRFHX Martin Ratio Rank: 3939
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.

FTABX vs. PRFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Tax-Free Bond Fund (FTABX) 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.


FTABXPRFHXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.36

-0.28

Sortino ratio

Return per unit of downside risk

1.46

1.81

-0.35

Omega ratio

Gain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratio

Return relative to maximum drawdown

1.16

1.17

-0.01

Martin ratio

Return relative to average drawdown

4.03

4.10

-0.07

FTABX vs. PRFHX - Sharpe Ratio Comparison

The current FTABX Sharpe Ratio is 1.08, which is comparable to the PRFHX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FTABX and PRFHX, 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


FTABXPRFHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.36

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.40

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.66

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

1.28

-0.25

Correlation

The correlation between FTABX and PRFHX is 0.84, 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

FTABX vs. PRFHX - Dividend Comparison

FTABX's dividend yield for the trailing twelve months is around 3.21%, less than PRFHX's 7.22% yield.


TTM20252024202320222021202020192018201720162015
FTABX
Fidelity Tax-Free Bond Fund
3.21%4.18%2.81%2.90%2.16%2.27%2.64%2.94%3.01%3.49%4.22%3.29%
PRFHX
T. Rowe Price Tax Free High Yield Fund
7.22%7.11%3.80%4.19%2.81%3.01%3.47%3.52%3.71%3.64%3.88%4.02%

Drawdowns

FTABX vs. PRFHX - Drawdown Comparison

The maximum FTABX drawdown since its inception was -16.14%, smaller than the maximum PRFHX drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for FTABX and PRFHX.


Loading graphics...

Drawdown Indicators


FTABXPRFHXDifference

Max Drawdown

Largest peak-to-trough decline

-16.14%

-24.76%

+8.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.74%

-6.12%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

-18.81%

+2.67%

Max Drawdown (10Y)

Largest decline over 10 years

-16.14%

-18.81%

+2.67%

Current Drawdown

Current decline from peak

-2.93%

-2.57%

-0.36%

Average Drawdown

Average peak-to-trough decline

-2.13%

-2.79%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

1.74%

-0.38%

Volatility

FTABX vs. PRFHX - Volatility Comparison

The current volatility for Fidelity Tax-Free Bond Fund (FTABX) is 1.10%, while T. Rowe Price Tax Free High Yield Fund (PRFHX) has a volatility of 1.20%. This indicates that FTABX experiences smaller price fluctuations and is considered to be less risky than PRFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTABXPRFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.20%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.77%

2.16%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

6.31%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

4.87%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

4.63%

-0.36%