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PRFHX vs. NVHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRFHX vs. NVHIX - 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 Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX). The values are adjusted to include any dividend payments, if applicable.

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PRFHX vs. NVHIX - 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%7.31%
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
-0.04%2.43%6.88%3.54%-6.73%8.44%-0.10%8.27%3.47%8.17%

Returns By Period

In the year-to-date period, PRFHX achieves a 0.17% return, which is significantly higher than NVHIX's -0.04% return. Both investments have delivered pretty close results over the past 10 years, with PRFHX having a 3.03% annualized return and NVHIX not far ahead at 3.17%.


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%

NVHIX

1D
0.00%
1M
-1.79%
YTD
-0.04%
6M
0.91%
1Y
1.94%
3Y*
3.86%
5Y*
2.17%
10Y*
3.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRFHX vs. NVHIX - Expense Ratio Comparison

PRFHX has a 0.63% expense ratio, which is higher than NVHIX's 0.55% expense ratio.


Return for Risk

PRFHX vs. NVHIX — 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

NVHIX
NVHIX Risk / Return Rank: 2828
Overall Rank
NVHIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NVHIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
NVHIX Omega Ratio Rank: 4545
Omega Ratio Rank
NVHIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
NVHIX Martin Ratio Rank: 1919
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. NVHIX - 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 Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX). 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.


PRFHXNVHIXDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.67

+0.69

Sortino ratio

Return per unit of downside risk

1.81

0.92

+0.88

Omega ratio

Gain probability vs. loss probability

1.37

1.19

+0.17

Calmar ratio

Return relative to maximum drawdown

1.17

0.68

+0.48

Martin ratio

Return relative to average drawdown

4.10

2.00

+2.11

PRFHX vs. NVHIX - Sharpe Ratio Comparison

The current PRFHX Sharpe Ratio is 1.36, which is higher than the NVHIX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PRFHX and NVHIX, 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


PRFHXNVHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.67

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.66

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.92

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

1.08

+0.20

Correlation

The correlation between PRFHX and NVHIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRFHX vs. NVHIX - Dividend Comparison

PRFHX's dividend yield for the trailing twelve months is around 7.22%, more than NVHIX's 4.70% 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%
NVHIX
Nuveen Short Duration High Yield Municipal Bond Fund
4.70%5.15%4.36%4.41%3.84%3.43%3.90%4.03%3.90%3.78%3.62%3.55%

Drawdowns

PRFHX vs. NVHIX - Drawdown Comparison

The maximum PRFHX drawdown since its inception was -24.76%, which is greater than NVHIX's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for PRFHX and NVHIX.


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Drawdown Indicators


PRFHXNVHIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.76%

-13.54%

-11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.12%

-3.63%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

-10.54%

-8.27%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

-13.54%

-5.27%

Current Drawdown

Current decline from peak

-2.57%

-1.79%

-0.78%

Average Drawdown

Average peak-to-trough decline

-2.79%

-2.06%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.25%

+0.49%

Volatility

PRFHX vs. NVHIX - Volatility Comparison

T. Rowe Price Tax Free High Yield Fund (PRFHX) has a higher volatility of 1.20% compared to Nuveen Short Duration High Yield Municipal Bond Fund (NVHIX) at 0.63%. This indicates that PRFHX's price experiences larger fluctuations and is considered to be riskier than NVHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFHXNVHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.63%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

1.43%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

3.77%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

3.32%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

3.47%

+1.16%