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PRINX vs. FSMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRINX vs. FSMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Summit Municipal Income Fund (PRINX) and Strategic Advisers Municipal Bond Fund (FSMUX). The values are adjusted to include any dividend payments, if applicable.

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PRINX vs. FSMUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PRINX
T. Rowe Price Summit Municipal Income Fund
-0.56%3.29%2.36%6.71%-11.67%0.67%
FSMUX
Strategic Advisers Municipal Bond Fund
-1.13%3.14%2.99%6.78%-11.25%0.39%

Returns By Period

In the year-to-date period, PRINX achieves a -0.56% return, which is significantly higher than FSMUX's -1.13% return.


PRINX

1D
0.18%
1M
-2.72%
YTD
-0.56%
6M
1.01%
1Y
3.49%
3Y*
2.94%
5Y*
0.41%
10Y*
1.92%

FSMUX

1D
0.11%
1M
-2.56%
YTD
-1.13%
6M
0.12%
1Y
2.39%
3Y*
2.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRINX vs. FSMUX - Expense Ratio Comparison

PRINX has a 0.50% expense ratio, which is higher than FSMUX's 0.06% expense ratio.


Return for Risk

PRINX vs. FSMUX — Risk / Return Rank

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

PRINX
PRINX Risk / Return Rank: 2929
Overall Rank
PRINX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PRINX Sortino Ratio Rank: 2727
Sortino Ratio Rank
PRINX Omega Ratio Rank: 4949
Omega Ratio Rank
PRINX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PRINX Martin Ratio Rank: 1717
Martin Ratio Rank

FSMUX
FSMUX Risk / Return Rank: 2222
Overall Rank
FSMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FSMUX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FSMUX Omega Ratio Rank: 4444
Omega Ratio Rank
FSMUX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FSMUX Martin Ratio Rank: 1111
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.

PRINX vs. FSMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Summit Municipal Income Fund (PRINX) and Strategic Advisers Municipal Bond Fund (FSMUX). 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.


PRINXFSMUXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.63

+0.11

Sortino ratio

Return per unit of downside risk

1.01

0.87

+0.13

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

0.56

0.28

+0.28

Martin ratio

Return relative to average drawdown

1.62

0.78

+0.84

PRINX vs. FSMUX - Sharpe Ratio Comparison

The current PRINX Sharpe Ratio is 0.74, which is comparable to the FSMUX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PRINX and FSMUX, 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


PRINXFSMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.63

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

-0.00

+1.14

Correlation

The correlation between PRINX and FSMUX is 0.87, 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

PRINX vs. FSMUX - Dividend Comparison

PRINX's dividend yield for the trailing twelve months is around 3.41%, more than FSMUX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
PRINX
T. Rowe Price Summit Municipal Income Fund
3.41%3.63%2.78%2.46%1.96%2.14%2.64%2.87%3.12%3.19%3.32%3.42%
FSMUX
Strategic Advisers Municipal Bond Fund
2.35%3.26%3.74%3.18%2.14%0.99%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRINX vs. FSMUX - Drawdown Comparison

The maximum PRINX drawdown since its inception was -16.27%, roughly equal to the maximum FSMUX drawdown of -16.27%. Use the drawdown chart below to compare losses from any high point for PRINX and FSMUX.


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Drawdown Indicators


PRINXFSMUXDifference

Max Drawdown

Largest peak-to-trough decline

-16.27%

-16.27%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.44%

-5.30%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.27%

Max Drawdown (10Y)

Largest decline over 10 years

-16.27%

Current Drawdown

Current decline from peak

-2.72%

-2.56%

-0.16%

Average Drawdown

Average peak-to-trough decline

-2.19%

-5.61%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.96%

-0.09%

Volatility

PRINX vs. FSMUX - Volatility Comparison

T. Rowe Price Summit Municipal Income Fund (PRINX) has a higher volatility of 1.09% compared to Strategic Advisers Municipal Bond Fund (FSMUX) at 0.99%. This indicates that PRINX's price experiences larger fluctuations and is considered to be riskier than FSMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRINXFSMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.99%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

2.12%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.52%

6.65%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.34%

4.67%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

4.67%

-0.40%