PortfoliosLab logoPortfoliosLab logo
PRMDX vs. TRLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRMDX vs. TRLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Maryland Short-Term Tax-Free Bond Fund (PRMDX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRMDX vs. TRLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRMDX
T. Rowe Price Maryland Short-Term Tax-Free Bond Fund
0.43%5.65%2.22%3.36%-2.29%0.30%1.15%2.52%0.98%1.09%
TRLGX
T. Rowe Price Large-Cap Growth Fund
-14.83%17.51%37.57%46.22%-35.26%23.24%39.57%28.51%4.35%37.77%

Returns By Period

In the year-to-date period, PRMDX achieves a 0.43% return, which is significantly higher than TRLGX's -14.83% return. Over the past 10 years, PRMDX has underperformed TRLGX with an annualized return of 1.44%, while TRLGX has yielded a comparatively higher 16.26% annualized return.


PRMDX

1D
0.00%
1M
-0.77%
YTD
0.43%
6M
1.57%
1Y
5.25%
3Y*
3.49%
5Y*
1.86%
10Y*
1.44%

TRLGX

1D
-0.39%
1M
-9.19%
YTD
-14.83%
6M
-13.42%
1Y
8.66%
3Y*
20.81%
5Y*
9.15%
10Y*
16.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRMDX vs. TRLGX - Expense Ratio Comparison

PRMDX has a 0.53% expense ratio, which is lower than TRLGX's 0.55% expense ratio.


Return for Risk

PRMDX vs. TRLGX — Risk / Return Rank

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

PRMDX
PRMDX Risk / Return Rank: 9898
Overall Rank
PRMDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PRMDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
PRMDX Omega Ratio Rank: 9999
Omega Ratio Rank
PRMDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
PRMDX Martin Ratio Rank: 9898
Martin Ratio Rank

TRLGX
TRLGX Risk / Return Rank: 1515
Overall Rank
TRLGX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TRLGX Sortino Ratio Rank: 1818
Sortino Ratio Rank
TRLGX Omega Ratio Rank: 1717
Omega Ratio Rank
TRLGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
TRLGX Martin Ratio Rank: 1212
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.

PRMDX vs. TRLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Maryland Short-Term Tax-Free Bond Fund (PRMDX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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.


PRMDXTRLGXDifference

Sharpe ratio

Return per unit of total volatility

3.00

0.40

+2.60

Sortino ratio

Return per unit of downside risk

5.01

0.74

+4.27

Omega ratio

Gain probability vs. loss probability

2.37

1.10

+1.27

Calmar ratio

Return relative to maximum drawdown

4.16

0.29

+3.87

Martin ratio

Return relative to average drawdown

19.18

0.96

+18.22

PRMDX vs. TRLGX - Sharpe Ratio Comparison

The current PRMDX Sharpe Ratio is 3.00, which is higher than the TRLGX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of PRMDX and TRLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRMDXTRLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

0.40

+2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.09

0.41

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.75

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.54

+0.91

Correlation

The correlation between PRMDX and TRLGX 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

PRMDX vs. TRLGX - Dividend Comparison

PRMDX's dividend yield for the trailing twelve months is around 4.73%, less than TRLGX's 16.07% yield.


TTM20252024202320222021202020192018201720162015
PRMDX
T. Rowe Price Maryland Short-Term Tax-Free Bond Fund
4.73%4.50%2.58%1.71%0.61%0.69%1.14%1.33%1.16%0.89%0.74%0.67%
TRLGX
T. Rowe Price Large-Cap Growth Fund
16.07%13.69%9.80%2.04%3.88%2.56%0.42%4.09%7.93%9.27%1.64%4.71%

Drawdowns

PRMDX vs. TRLGX - Drawdown Comparison

The maximum PRMDX drawdown since its inception was -4.31%, smaller than the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for PRMDX and TRLGX.


Loading graphics...

Drawdown Indicators


PRMDXTRLGXDifference

Max Drawdown

Largest peak-to-trough decline

-4.31%

-55.56%

+51.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.36%

-18.18%

+16.82%

Max Drawdown (5Y)

Largest decline over 5 years

-4.31%

-40.44%

+36.13%

Max Drawdown (10Y)

Largest decline over 10 years

-4.31%

-40.44%

+36.13%

Current Drawdown

Current decline from peak

-0.77%

-18.18%

+17.41%

Average Drawdown

Average peak-to-trough decline

-0.38%

-8.71%

+8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

5.45%

-5.15%

Volatility

PRMDX vs. TRLGX - Volatility Comparison

The current volatility for T. Rowe Price Maryland Short-Term Tax-Free Bond Fund (PRMDX) is 0.46%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 5.76%. This indicates that PRMDX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRMDXTRLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

5.76%

-5.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.04%

11.86%

-10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

1.83%

21.86%

-20.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.71%

22.34%

-20.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.62%

21.69%

-20.07%