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PRFHX vs. HIMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRFHX vs. HIMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Tax Free High Yield Fund (PRFHX) and American High-Income Municipal Bond Fund Class F-3 (HIMFX). The values are adjusted to include any dividend payments, if applicable.

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PRFHX vs. HIMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%6.91%
HIMFX
American High-Income Municipal Bond Fund Class F-3
-0.45%4.69%6.23%7.89%-12.36%5.60%4.74%8.92%1.91%8.22%

Returns By Period

In the year-to-date period, PRFHX achieves a 0.17% return, which is significantly higher than HIMFX's -0.45% return.


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%

HIMFX

1D
0.07%
1M
-2.70%
YTD
-0.45%
6M
1.33%
1Y
3.90%
3Y*
5.19%
5Y*
1.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRFHX vs. HIMFX - Expense Ratio Comparison

PRFHX has a 0.63% expense ratio, which is higher than HIMFX's 0.31% expense ratio.


Return for Risk

PRFHX vs. HIMFX — Risk / Return Rank

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

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

HIMFX
HIMFX Risk / Return Rank: 3232
Overall Rank
HIMFX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HIMFX Sortino Ratio Rank: 2424
Sortino Ratio Rank
HIMFX Omega Ratio Rank: 5252
Omega Ratio Rank
HIMFX Calmar Ratio Rank: 3131
Calmar Ratio Rank
HIMFX Martin Ratio Rank: 2424
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.

PRFHX vs. HIMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Tax Free High Yield Fund (PRFHX) and American High-Income Municipal Bond Fund Class F-3 (HIMFX). 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.


PRFHXHIMFXDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.72

+0.64

Sortino ratio

Return per unit of downside risk

1.81

0.97

+0.84

Omega ratio

Gain probability vs. loss probability

1.37

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

1.17

0.87

+0.29

Martin ratio

Return relative to average drawdown

4.10

2.64

+1.46

PRFHX vs. HIMFX - Sharpe Ratio Comparison

The current PRFHX Sharpe Ratio is 1.36, which is higher than the HIMFX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PRFHX and HIMFX, 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


PRFHXHIMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.72

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.36

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.80

+0.48

Correlation

The correlation between PRFHX and HIMFX is 0.89, 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

PRFHX vs. HIMFX - Dividend Comparison

PRFHX's dividend yield for the trailing twelve months is around 7.22%, more than HIMFX's 4.00% yield.


TTM20252024202320222021202020192018201720162015
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%
HIMFX
American High-Income Municipal Bond Fund Class F-3
4.00%4.32%3.83%3.71%2.80%3.54%3.73%3.49%3.99%3.61%0.00%0.00%

Drawdowns

PRFHX vs. HIMFX - Drawdown Comparison

The maximum PRFHX drawdown since its inception was -24.76%, which is greater than HIMFX's maximum drawdown of -17.57%. Use the drawdown chart below to compare losses from any high point for PRFHX and HIMFX.


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Drawdown Indicators


PRFHXHIMFXDifference

Max Drawdown

Largest peak-to-trough decline

-24.76%

-17.57%

-7.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.12%

-5.60%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

-17.57%

-1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

Current Drawdown

Current decline from peak

-2.57%

-2.70%

+0.13%

Average Drawdown

Average peak-to-trough decline

-2.79%

-3.21%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.85%

-0.11%

Volatility

PRFHX vs. HIMFX - Volatility Comparison

T. Rowe Price Tax Free High Yield Fund (PRFHX) has a higher volatility of 1.20% compared to American High-Income Municipal Bond Fund Class F-3 (HIMFX) at 1.08%. This indicates that PRFHX's price experiences larger fluctuations and is considered to be riskier than HIMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFHXHIMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.08%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

1.87%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

6.36%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

4.78%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

4.62%

+0.01%