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PRFHX vs. PRXCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRFHX vs. PRXCX - 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 T. Rowe Price California Tax Free Bond Fund (PRXCX). The values are adjusted to include any dividend payments, if applicable.

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PRFHX vs. PRXCX - 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%
PRXCX
T. Rowe Price California Tax Free Bond Fund
-0.18%5.51%2.75%7.64%-9.93%2.68%4.39%7.31%0.75%5.54%

Returns By Period

In the year-to-date period, PRFHX achieves a 0.17% return, which is significantly higher than PRXCX's -0.18% return. Over the past 10 years, PRFHX has outperformed PRXCX with an annualized return of 3.03%, while PRXCX has yielded a comparatively lower 2.34% annualized 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%

PRXCX

1D
0.28%
1M
-2.75%
YTD
-0.18%
6M
2.28%
1Y
6.23%
3Y*
4.16%
5Y*
1.51%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRFHX vs. PRXCX - Expense Ratio Comparison

PRFHX has a 0.63% expense ratio, which is higher than PRXCX's 0.53% expense ratio.


Return for Risk

PRFHX vs. PRXCX — 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

PRXCX
PRXCX Risk / Return Rank: 6262
Overall Rank
PRXCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRXCX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PRXCX Omega Ratio Rank: 8383
Omega Ratio Rank
PRXCX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRXCX 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.

PRFHX vs. PRXCX - 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 T. Rowe Price California Tax Free Bond Fund (PRXCX). 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.


PRFHXPRXCXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.20

+0.16

Sortino ratio

Return per unit of downside risk

1.81

1.61

+0.20

Omega ratio

Gain probability vs. loss probability

1.37

1.33

+0.04

Calmar ratio

Return relative to maximum drawdown

1.17

1.26

-0.10

Martin ratio

Return relative to average drawdown

4.10

4.09

+0.02

PRFHX vs. PRXCX - Sharpe Ratio Comparison

The current PRFHX Sharpe Ratio is 1.36, which is comparable to the PRXCX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of PRFHX and PRXCX, 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


PRFHXPRXCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.20

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.35

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.57

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

1.09

+0.19

Correlation

The correlation between PRFHX and PRXCX is 0.86, 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. PRXCX - Dividend Comparison

PRFHX's dividend yield for the trailing twelve months is around 7.22%, more than PRXCX's 6.41% 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%
PRXCX
T. Rowe Price California Tax Free Bond Fund
6.41%6.00%3.26%3.50%2.21%2.82%2.80%2.94%3.11%3.09%3.33%3.42%

Drawdowns

PRFHX vs. PRXCX - Drawdown Comparison

The maximum PRFHX drawdown since its inception was -24.76%, which is greater than PRXCX's maximum drawdown of -21.67%. Use the drawdown chart below to compare losses from any high point for PRFHX and PRXCX.


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Drawdown Indicators


PRFHXPRXCXDifference

Max Drawdown

Largest peak-to-trough decline

-24.76%

-21.67%

-3.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.12%

-5.56%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

-15.41%

-3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

-15.41%

-3.40%

Current Drawdown

Current decline from peak

-2.57%

-2.75%

+0.18%

Average Drawdown

Average peak-to-trough decline

-2.79%

-2.78%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.72%

+0.02%

Volatility

PRFHX vs. PRXCX - Volatility Comparison

T. Rowe Price Tax Free High Yield Fund (PRFHX) and T. Rowe Price California Tax Free Bond Fund (PRXCX) have volatilities of 1.20% and 1.23%, 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


PRFHXPRXCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.23%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

2.06%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

6.31%

5.63%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

4.38%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

4.12%

+0.51%