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PRFSX vs. FSTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRFSX vs. FSTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX) and Fidelity Limited Term Municipal Income Fund (FSTFX). The values are adjusted to include any dividend payments, if applicable.

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PRFSX vs. FSTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRFSX
T. Rowe Price Tax Free Short-Intermediate Fund
0.17%5.77%3.96%5.73%-4.24%0.17%3.31%3.66%1.13%1.74%
FSTFX
Fidelity Limited Term Municipal Income Fund
-0.18%5.36%2.36%3.85%-4.90%0.15%3.23%4.19%1.28%2.35%

Returns By Period

In the year-to-date period, PRFSX achieves a 0.17% return, which is significantly higher than FSTFX's -0.18% return. Over the past 10 years, PRFSX has outperformed FSTFX with an annualized return of 1.98%, while FSTFX has yielded a comparatively lower 1.62% annualized return.


PRFSX

1D
0.00%
1M
-1.43%
YTD
0.17%
6M
1.26%
1Y
4.28%
3Y*
4.50%
5Y*
2.28%
10Y*
1.98%

FSTFX

1D
0.00%
1M
-1.49%
YTD
-0.18%
6M
0.45%
1Y
3.66%
3Y*
3.31%
5Y*
1.31%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRFSX vs. FSTFX - Expense Ratio Comparison

PRFSX has a 0.50% expense ratio, which is higher than FSTFX's 0.37% expense ratio.


Return for Risk

PRFSX vs. FSTFX — Risk / Return Rank

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

PRFSX
PRFSX Risk / Return Rank: 9090
Overall Rank
PRFSX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PRFSX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PRFSX Omega Ratio Rank: 9797
Omega Ratio Rank
PRFSX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PRFSX Martin Ratio Rank: 8383
Martin Ratio Rank

FSTFX
FSTFX Risk / Return Rank: 9191
Overall Rank
FSTFX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FSTFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FSTFX Omega Ratio Rank: 9797
Omega Ratio Rank
FSTFX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FSTFX Martin Ratio Rank: 8686
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.

PRFSX vs. FSTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX) and Fidelity Limited Term Municipal Income Fund (FSTFX). 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.


PRFSXFSTFXDifference

Sharpe ratio

Return per unit of total volatility

1.99

1.99

-0.01

Sortino ratio

Return per unit of downside risk

2.83

2.83

0.00

Omega ratio

Gain probability vs. loss probability

1.73

1.69

+0.04

Calmar ratio

Return relative to maximum drawdown

2.19

2.12

+0.07

Martin ratio

Return relative to average drawdown

8.45

8.94

-0.49

PRFSX vs. FSTFX - Sharpe Ratio Comparison

The current PRFSX Sharpe Ratio is 1.99, which is comparable to the FSTFX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of PRFSX and FSTFX, 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


PRFSXFSTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

1.99

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.69

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.80

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

1.57

-0.05

Correlation

The correlation between PRFSX and FSTFX is 0.52, 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

PRFSX vs. FSTFX - Dividend Comparison

PRFSX's dividend yield for the trailing twelve months is around 3.47%, more than FSTFX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
PRFSX
T. Rowe Price Tax Free Short-Intermediate Fund
3.47%4.12%4.43%3.67%1.09%1.22%1.49%1.62%1.48%1.37%1.34%1.41%
FSTFX
Fidelity Limited Term Municipal Income Fund
2.35%2.99%2.03%1.70%0.92%1.08%1.58%1.92%1.65%1.56%1.60%1.62%

Drawdowns

PRFSX vs. FSTFX - Drawdown Comparison

The maximum PRFSX drawdown since its inception was -6.97%, smaller than the maximum FSTFX drawdown of -9.50%. Use the drawdown chart below to compare losses from any high point for PRFSX and FSTFX.


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Drawdown Indicators


PRFSXFSTFXDifference

Max Drawdown

Largest peak-to-trough decline

-6.97%

-9.50%

+2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.18%

-2.00%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

-7.65%

+0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-6.97%

-7.65%

+0.68%

Current Drawdown

Current decline from peak

-1.43%

-1.49%

+0.06%

Average Drawdown

Average peak-to-trough decline

-0.90%

-0.98%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.47%

+0.09%

Volatility

PRFSX vs. FSTFX - Volatility Comparison

T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX) has a higher volatility of 0.61% compared to Fidelity Limited Term Municipal Income Fund (FSTFX) at 0.53%. This indicates that PRFSX's price experiences larger fluctuations and is considered to be riskier than FSTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFSXFSTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.53%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.25%

0.94%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

2.45%

2.14%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.19%

1.91%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.17%

2.04%

+0.13%