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GHYIX vs. PRFHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GHYIX vs. PRFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs High Yield Municipal Fund Institutional Class (GHYIX) 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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GHYIX vs. PRFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHYIX
Goldman Sachs High Yield Municipal Fund Institutional Class
-0.69%3.92%5.74%7.34%-14.79%5.79%4.96%11.47%4.97%9.33%
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, GHYIX achieves a -0.69% return, which is significantly lower than PRFHX's 0.17% return. Over the past 10 years, GHYIX has outperformed PRFHX with an annualized return of 3.64%, while PRFHX has yielded a comparatively lower 3.03% annualized return.


GHYIX

1D
0.22%
1M
-2.83%
YTD
-0.69%
6M
0.59%
1Y
2.17%
3Y*
4.34%
5Y*
0.80%
10Y*
3.64%

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)

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GHYIX vs. PRFHX - Expense Ratio Comparison

GHYIX has a 0.54% expense ratio, which is lower than PRFHX's 0.63% expense ratio.


Return for Risk

GHYIX vs. PRFHX — Risk / Return Rank

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

GHYIX
GHYIX Risk / Return Rank: 1818
Overall Rank
GHYIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
GHYIX Sortino Ratio Rank: 1616
Sortino Ratio Rank
GHYIX Omega Ratio Rank: 2525
Omega Ratio Rank
GHYIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GHYIX Martin Ratio Rank: 1414
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.

GHYIX vs. PRFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs High Yield Municipal Fund Institutional Class (GHYIX) 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.


GHYIXPRFHXDifference

Sharpe ratio

Return per unit of total volatility

0.50

1.36

-0.86

Sortino ratio

Return per unit of downside risk

0.70

1.81

-1.11

Omega ratio

Gain probability vs. loss probability

1.14

1.37

-0.23

Calmar ratio

Return relative to maximum drawdown

0.49

1.17

-0.68

Martin ratio

Return relative to average drawdown

1.33

4.10

-2.77

GHYIX vs. PRFHX - Sharpe Ratio Comparison

The current GHYIX Sharpe Ratio is 0.50, which is lower than the PRFHX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of GHYIX 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.


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Sharpe Ratios by Period


GHYIXPRFHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.36

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.40

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.66

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.28

-0.30

Correlation

The correlation between GHYIX and PRFHX is 0.79, 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

GHYIX vs. PRFHX - Dividend Comparison

GHYIX's dividend yield for the trailing twelve months is around 4.71%, less than PRFHX's 7.22% yield.


TTM20252024202320222021202020192018201720162015
GHYIX
Goldman Sachs High Yield Municipal Fund Institutional Class
4.71%6.12%4.38%3.56%3.04%3.06%3.44%4.03%4.12%4.36%4.81%4.88%
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

GHYIX vs. PRFHX - Drawdown Comparison

The maximum GHYIX drawdown since its inception was -35.88%, which is greater than PRFHX's maximum drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for GHYIX and PRFHX.


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Drawdown Indicators


GHYIXPRFHXDifference

Max Drawdown

Largest peak-to-trough decline

-35.88%

-24.76%

-11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-6.12%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-19.82%

-18.81%

-1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-19.82%

-18.81%

-1.01%

Current Drawdown

Current decline from peak

-2.83%

-2.57%

-0.26%

Average Drawdown

Average peak-to-trough decline

-4.63%

-2.79%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

1.74%

+0.57%

Volatility

GHYIX vs. PRFHX - Volatility Comparison

Goldman Sachs High Yield Municipal Fund Institutional Class (GHYIX) and T. Rowe Price Tax Free High Yield Fund (PRFHX) have volatilities of 1.21% and 1.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYIXPRFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

1.20%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

2.16%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

6.51%

6.31%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

4.87%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

4.63%

+0.74%