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PRFSX vs. VSDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRFSX vs. VSDM - 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 Vanguard Short Duration Tax-Exempt Bond ETF (VSDM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRFSX achieves a 1.05% return, which is significantly lower than VSDM's 1.37% return.


PRFSX

1D
0.00%
1M
0.79%
YTD
1.05%
6M
1.50%
1Y
3.96%
3Y*
4.74%
5Y*
2.28%
10Y*
1.98%

VSDM

1D
0.00%
1M
0.75%
YTD
1.37%
6M
1.53%
1Y
4.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRFSX vs. VSDM - Yearly Performance Comparison


Correlation

The correlation between PRFSX and VSDM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2024

0.44

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Return for Risk

PRFSX vs. VSDM — Risk / Return Rank

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

PRFSX
PRFSX Risk / Return Rank: 7474
Overall Rank
PRFSX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PRFSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PRFSX Omega Ratio Rank: 9797
Omega Ratio Rank
PRFSX Calmar Ratio Rank: 6060
Calmar Ratio Rank
PRFSX Martin Ratio Rank: 4242
Martin Ratio Rank

VSDM
VSDM Risk / Return Rank: 8282
Overall Rank
VSDM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VSDM Sortino Ratio Rank: 9595
Sortino Ratio Rank
VSDM Omega Ratio Rank: 9696
Omega Ratio Rank
VSDM Calmar Ratio Rank: 6565
Calmar Ratio Rank
VSDM Martin Ratio Rank: 6262
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. VSDM - 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 Vanguard Short Duration Tax-Exempt Bond ETF (VSDM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRFSXVSDMDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.94

1.82

+0.12

Calmar ratioReturn relative to maximum drawdown

2.85

3.07

-0.22

Martin ratioReturn relative to average drawdown

8.49

10.72

-2.22

PRFSX vs. VSDM - Sharpe Ratio Comparison

The current PRFSX Sharpe Ratio is 2.41, which is comparable to the VSDM Sharpe Ratio of 3.32. The chart below compares the historical Sharpe Ratios of PRFSX and VSDM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRFSX vs. VSDM - Drawdown Comparison

The maximum PRFSX drawdown since its inception was -6.97%, which is greater than VSDM's maximum drawdown of -1.81%. Use the drawdown chart below to compare losses from any high point for PRFSX and VSDM.


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Drawdown Indicators


PRFSXVSDMDifference

Max Drawdown

Largest peak-to-trough decline

-6.97%

-1.81%

-5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-1.43%

-1.46%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-6.97%

Current Drawdown

Current decline from peak

-0.34%

-0.19%

-0.15%

Average Drawdown

Average peak-to-trough decline

-0.90%

-0.32%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

0.42%

+0.05%

Volatility

PRFSX vs. VSDM - Volatility Comparison

T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX) has a higher volatility of 0.62% compared to Vanguard Short Duration Tax-Exempt Bond ETF (VSDM) at 0.32%. This indicates that PRFSX's price experiences larger fluctuations and is considered to be riskier than VSDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRFSXVSDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.32%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.33%

1.07%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

1.70%

1.36%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.20%

1.92%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

1.92%

+0.26%

PRFSX vs. VSDM - Expense Ratio Comparison

PRFSX has a 0.50% expense ratio, which is higher than VSDM's 0.12% expense ratio.


Dividends

PRFSX vs. VSDM - Dividend Comparison

PRFSX's dividend yield for the trailing twelve months is around 2.97%, less than VSDM's 3.10% yield.


PositionTTM20252024202320222021202020192018201720162015
PRFSX
T. Rowe Price Tax Free Short-Intermediate Fund
2.97%3.63%4.43%3.67%1.09%1.22%1.49%1.62%1.48%1.37%1.34%1.41%
VSDM
Vanguard Short Duration Tax-Exempt Bond ETF
3.10%3.06%0.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PRFSX and VSDM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRFSX has higher volatility (0.62%) compared to VSDM (0.32%). In terms of maximum drawdown, PRFSX dropped -6.97% vs VSDM's -1.81%.

VSDM currently has the higher Sharpe Ratio (3.32 vs 2.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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