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FXIEX vs. PRFHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXIEX vs. PRFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Fixed Income SHares: Series TE (FXIEX) 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, FXIEX achieves a 1.92% return, which is significantly lower than PRFHX's 3.26% return. Over the past 10 years, FXIEX has underperformed PRFHX with an annualized return of 2.83%, while PRFHX has yielded a comparatively higher 2.98% annualized return.


FXIEX

1D
0.10%
1M
1.85%
YTD
1.92%
6M
2.44%
1Y
6.56%
3Y*
5.16%
5Y*
1.65%
10Y*
2.83%

PRFHX

1D
0.09%
1M
1.88%
YTD
3.26%
6M
4.25%
1Y
10.90%
3Y*
6.43%
5Y*
1.77%
10Y*
2.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXIEX vs. PRFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXIEX
PIMCO Fixed Income SHares: Series TE
1.92%3.37%5.16%8.92%-10.89%2.19%7.22%8.45%1.00%7.71%
PRFHX
T. Rowe Price Tax Free High Yield Fund
3.26%5.53%7.00%7.65%-14.41%6.09%3.40%9.03%0.66%7.31%

Correlation

The correlation between FXIEX and PRFHX is 0.70, 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

0.70

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

0.82

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

0.86

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2012

0.71

The correlation between FXIEX and PRFHX shifts across timeframes, from 0.70 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FXIEX vs. PRFHX — Risk / Return Rank

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

FXIEX
FXIEX Risk / Return Rank: 7979
Overall Rank
FXIEX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FXIEX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FXIEX Omega Ratio Rank: 8888
Omega Ratio Rank
FXIEX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FXIEX Martin Ratio Rank: 6060
Martin Ratio Rank

PRFHX
PRFHX Risk / Return Rank: 9393
Overall Rank
PRFHX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PRFHX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PRFHX Omega Ratio Rank: 9696
Omega Ratio Rank
PRFHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PRFHX Martin Ratio Rank: 8787
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.

FXIEX vs. PRFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Fixed Income SHares: Series TE (FXIEX) 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.

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.


FXIEXPRFHXDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.58

1.82

-0.24

Calmar ratioReturn relative to maximum drawdown

3.40

4.09

-0.69

Martin ratioReturn relative to average drawdown

11.23

15.18

-3.95

FXIEX vs. PRFHX - Sharpe Ratio Comparison

The current FXIEX Sharpe Ratio is 2.37, which is lower than the PRFHX Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of FXIEX 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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Drawdowns

FXIEX vs. PRFHX - Drawdown Comparison

The maximum FXIEX drawdown since its inception was -15.25%, smaller than the maximum PRFHX drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for FXIEX and PRFHX.


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Drawdown Indicators


FXIEXPRFHXDifference

Max Drawdown

Largest peak-to-trough decline

-15.25%

-24.76%

+9.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-2.75%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-5.56%

-6.91%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.25%

-18.81%

+3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-15.25%

-18.81%

+3.56%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.89%

-2.77%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.73%

+0.92%

Volatility

FXIEX vs. PRFHX - Volatility Comparison

PIMCO Fixed Income SHares: Series TE (FXIEX) has a higher volatility of 0.92% compared to T. Rowe Price Tax Free High Yield Fund (PRFHX) at 0.78%. This indicates that FXIEX'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


FXIEXPRFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

0.78%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

2.33%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

3.31%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.37%

4.89%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.10%

4.64%

-0.54%

FXIEX vs. PRFHX - Expense Ratio Comparison

FXIEX has a 0.07% expense ratio, which is lower than PRFHX's 0.63% expense ratio.


Dividends

FXIEX vs. PRFHX - Dividend Comparison

FXIEX's dividend yield for the trailing twelve months is around 2.78%, less than PRFHX's 5.46% yield.


PositionTTM20252024202320222021202020192018201720162015
FXIEX
PIMCO Fixed Income SHares: Series TE
2.78%2.75%4.53%3.98%3.25%2.63%3.37%3.63%3.79%2.67%0.00%0.00%
PRFHX
T. Rowe Price Tax Free High Yield Fund
5.46%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


FXIEX and PRFHX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FXIEX has higher volatility (0.92%) compared to PRFHX (0.78%). In terms of maximum drawdown, FXIEX dropped -15.25% vs PRFHX's -24.76%.

PRFHX currently has the higher Sharpe Ratio (3.40 vs 2.37), 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.

Portfolio Optimizer

Find the right allocation for FXIEX and PRFHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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