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PRFSX vs. MINT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRFSX and MINT is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

PRFSX vs. MINT - 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 PIMCO Enhanced Short Maturity Strategy Fund (MINT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRFSX:

1.41

MINT:

10.32

Sortino Ratio

PRFSX:

1.96

MINT:

20.52

Omega Ratio

PRFSX:

1.39

MINT:

6.00

Calmar Ratio

PRFSX:

1.69

MINT:

32.58

Martin Ratio

PRFSX:

5.81

MINT:

233.71

Ulcer Index

PRFSX:

0.63%

MINT:

0.02%

Daily Std Dev

PRFSX:

2.62%

MINT:

0.50%

Max Drawdown

PRFSX:

-6.29%

MINT:

-4.62%

Current Drawdown

PRFSX:

-0.49%

MINT:

0.00%

Returns By Period

In the year-to-date period, PRFSX achieves a 0.95% return, which is significantly lower than MINT's 1.83% return. Over the past 10 years, PRFSX has underperformed MINT with an annualized return of 1.70%, while MINT has yielded a comparatively higher 2.34% annualized return.


PRFSX

YTD

0.95%

1M

0.37%

6M

0.64%

1Y

3.66%

3Y*

2.39%

5Y*

1.31%

10Y*

1.70%

MINT

YTD

1.83%

1M

0.50%

6M

2.27%

1Y

5.10%

3Y*

4.87%

5Y*

2.84%

10Y*

2.34%

*Annualized

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PRFSX vs. MINT - Expense Ratio Comparison

PRFSX has a 0.50% expense ratio, which is higher than MINT's 0.36% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PRFSX vs. MINT — Risk-Adjusted Performance Rank

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

PRFSX
The Risk-Adjusted Performance Rank of PRFSX is 8787
Overall Rank
The Sharpe Ratio Rank of PRFSX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of PRFSX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PRFSX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of PRFSX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of PRFSX is 8686
Martin Ratio Rank

MINT
The Risk-Adjusted Performance Rank of MINT is 9999
Overall Rank
The Sharpe Ratio Rank of MINT is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of MINT is 9999
Sortino Ratio Rank
The Omega Ratio Rank of MINT is 9999
Omega Ratio Rank
The Calmar Ratio Rank of MINT is 100100
Calmar Ratio Rank
The Martin Ratio Rank of MINT is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRFSX vs. MINT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX) and PIMCO Enhanced Short Maturity Strategy Fund (MINT). 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.


The current PRFSX Sharpe Ratio is 1.41, which is lower than the MINT Sharpe Ratio of 10.32. The chart below compares the historical Sharpe Ratios of PRFSX and MINT, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PRFSX vs. MINT - Dividend Comparison

PRFSX's dividend yield for the trailing twelve months is around 2.49%, less than MINT's 5.09% yield.


TTM20242023202220212020201920182017201620152014
PRFSX
T. Rowe Price Tax Free Short-Intermediate Fund
2.49%2.53%2.19%1.92%1.63%2.11%2.30%1.95%1.75%1.37%1.45%1.56%
MINT
PIMCO Enhanced Short Maturity Strategy Fund
5.09%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%0.80%

Drawdowns

PRFSX vs. MINT - Drawdown Comparison

The maximum PRFSX drawdown since its inception was -6.29%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for PRFSX and MINT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PRFSX vs. MINT - Volatility Comparison

T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX) has a higher volatility of 0.37% compared to PIMCO Enhanced Short Maturity Strategy Fund (MINT) at 0.11%. This indicates that PRFSX's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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