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PRINX vs. TRBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRINX vs. TRBCX - Performance Comparison

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

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PRINX vs. TRBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRINX
T. Rowe Price Summit Municipal Income Fund
-0.56%3.29%2.36%6.71%-11.67%3.16%4.60%7.81%0.40%5.94%
TRBCX
T. Rowe Price Blue Chip Growth Fund
-14.57%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Returns By Period

In the year-to-date period, PRINX achieves a -0.56% return, which is significantly higher than TRBCX's -14.57% return. Over the past 10 years, PRINX has underperformed TRBCX with an annualized return of 1.92%, while TRBCX has yielded a comparatively higher 15.42% annualized 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%

TRBCX

1D
-0.35%
1M
-8.85%
YTD
-14.57%
6M
-12.81%
1Y
11.69%
3Y*
24.58%
5Y*
10.10%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRINX vs. TRBCX - Expense Ratio Comparison

PRINX has a 0.50% expense ratio, which is lower than TRBCX's 0.69% expense ratio.


Return for Risk

PRINX vs. TRBCX — 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

TRBCX
TRBCX Risk / Return Rank: 2020
Overall Rank
TRBCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2323
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1717
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. TRBCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Summit Municipal Income Fund (PRINX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.


PRINXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.51

+0.23

Sortino ratio

Return per unit of downside risk

1.01

0.89

+0.11

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

0.56

0.49

+0.07

Martin ratio

Return relative to average drawdown

1.62

1.72

-0.09

PRINX vs. TRBCX - Sharpe Ratio Comparison

The current PRINX Sharpe Ratio is 0.74, which is higher than the TRBCX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of PRINX and TRBCX, 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


PRINXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.51

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.42

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.68

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.57

+0.57

Correlation

The correlation between PRINX and TRBCX is -0.03. 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.


Dividends

PRINX vs. TRBCX - Dividend Comparison

PRINX's dividend yield for the trailing twelve months is around 3.41%, less than TRBCX's 6.14% 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%
TRBCX
T. Rowe Price Blue Chip Growth Fund
6.14%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Drawdowns

PRINX vs. TRBCX - Drawdown Comparison

The maximum PRINX drawdown since its inception was -16.27%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PRINX and TRBCX.


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Drawdown Indicators


PRINXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-16.27%

-54.56%

+38.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.44%

-17.01%

+11.57%

Max Drawdown (5Y)

Largest decline over 5 years

-16.27%

-43.63%

+27.36%

Max Drawdown (10Y)

Largest decline over 10 years

-16.27%

-43.63%

+27.36%

Current Drawdown

Current decline from peak

-2.72%

-17.01%

+14.29%

Average Drawdown

Average peak-to-trough decline

-2.19%

-11.35%

+9.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

4.86%

-2.99%

Volatility

PRINX vs. TRBCX - Volatility Comparison

The current volatility for T. Rowe Price Summit Municipal Income Fund (PRINX) is 1.09%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 5.58%. This indicates that PRINX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRINXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

5.58%

-4.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

13.15%

-11.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.52%

23.22%

-17.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.34%

24.00%

-19.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

22.73%

-18.46%