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PRINX vs. MQY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRINX vs. MQY - Performance Comparison

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

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Returns By Period

In the year-to-date period, PRINX achieves a 2.38% return, which is significantly lower than MQY's 4.72% return. Over the past 10 years, PRINX has outperformed MQY with an annualized return of 1.95%, while MQY has yielded a comparatively lower 1.38% annualized return.


PRINX

1D
-0.09%
1M
1.95%
YTD
2.38%
6M
2.90%
1Y
7.93%
3Y*
3.75%
5Y*
0.57%
10Y*
1.95%

MQY

1D
0.35%
1M
3.39%
YTD
4.72%
6M
5.37%
1Y
11.21%
3Y*
6.00%
5Y*
-2.18%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRINX vs. MQY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRINX
T. Rowe Price Summit Municipal Income Fund
2.38%3.29%2.36%6.71%-11.67%3.16%4.60%7.81%0.40%5.94%
MQY
BlackRock MuniYield Quality Fund
4.72%4.28%-0.06%10.20%-24.23%2.67%14.65%20.89%-10.12%8.98%

Correlation

The correlation between PRINX and MQY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 27, 1994

0.29

The correlation between PRINX and MQY shifts across timeframes, from 0.29 (all time) to 0.45 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

PRINX vs. MQY — Risk / Return Rank

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

PRINX
PRINX Risk / Return Rank: 7878
Overall Rank
PRINX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PRINX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PRINX Omega Ratio Rank: 9393
Omega Ratio Rank
PRINX Calmar Ratio Rank: 6161
Calmar Ratio Rank
PRINX Martin Ratio Rank: 5252
Martin Ratio Rank

MQY
MQY Risk / Return Rank: 2121
Overall Rank
MQY Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MQY Sortino Ratio Rank: 2626
Sortino Ratio Rank
MQY Omega Ratio Rank: 2121
Omega Ratio Rank
MQY Calmar Ratio Rank: 1717
Calmar Ratio Rank
MQY Martin Ratio Rank: 1818
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. MQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Summit Municipal Income Fund (PRINX) and BlackRock MuniYield Quality Fund (MQY). 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.


PRINXMQYDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.67

1.22

+0.46

Calmar ratioReturn relative to maximum drawdown

2.85

1.39

+1.47

Martin ratioReturn relative to average drawdown

10.10

4.30

+5.80

PRINX vs. MQY - Sharpe Ratio Comparison

The current PRINX Sharpe Ratio is 2.77, which is higher than the MQY Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of PRINX and MQY, 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

PRINX vs. MQY - Drawdown Comparison

The maximum PRINX drawdown since its inception was -16.27%, smaller than the maximum MQY drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for PRINX and MQY.


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Drawdown Indicators


PRINXMQYDifference

Max Drawdown

Largest peak-to-trough decline

-16.27%

-41.67%

+25.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-8.13%

+5.23%

Max Drawdown (3Y)

Largest decline over 3 years

-6.67%

-17.03%

+10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.27%

-35.44%

+19.17%

Max Drawdown (10Y)

Largest decline over 10 years

-16.27%

-35.97%

+19.70%

Current Drawdown

Current decline from peak

-0.09%

-12.82%

+12.73%

Average Drawdown

Average peak-to-trough decline

-2.18%

-8.29%

+6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

2.61%

-1.80%

Volatility

PRINX vs. MQY - Volatility Comparison

The current volatility for T. Rowe Price Summit Municipal Income Fund (PRINX) is 0.82%, while BlackRock MuniYield Quality Fund (MQY) has a volatility of 2.86%. This indicates that PRINX experiences smaller price fluctuations and is considered to be less risky than MQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRINXMQYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

2.86%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

7.50%

-5.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

9.44%

-6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

12.21%

-7.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.29%

13.04%

-8.75%

PRINX vs. MQY - Expense Ratio Comparison

PRINX has a 0.50% expense ratio, which is lower than MQY's 2.07% expense ratio.


Dividends

PRINX vs. MQY - Dividend Comparison

PRINX's dividend yield for the trailing twelve months is around 3.68%, less than MQY's 6.06% yield.


PositionTTM20252024202320222021202020192018201720162015
MQY
BlackRock MuniYield Quality Fund
6.06%6.16%6.04%4.46%5.87%4.93%4.21%4.00%5.24%5.67%6.10%6.06%
PRINX
T. Rowe Price Summit Municipal Income Fund
3.68%3.63%2.78%2.46%1.96%2.14%2.64%2.87%3.12%3.19%3.32%3.42%

Frequently Asked Questions


PRINX and MQY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MQY has higher volatility (2.86%) compared to PRINX (0.82%). In terms of maximum drawdown, PRINX dropped -16.27% vs MQY's -41.67%.

PRINX currently has the higher Sharpe Ratio (2.77 vs 1.19), 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

Find the right allocation for PRINX and MQY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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