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PRSMX vs. PRFSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRSMX vs. PRFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Summit Municipal Intermediate Fund (PRSMX) and T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX). The values are adjusted to include any dividend payments, if applicable.

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PRSMX vs. PRFSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSMX
T. Rowe Price Summit Municipal Intermediate Fund
-0.54%5.01%0.87%5.02%-8.09%1.49%4.47%6.51%0.80%4.20%
PRFSX
T. Rowe Price Tax Free Short-Intermediate Fund
0.17%5.77%3.96%5.73%-4.24%0.17%3.31%3.66%1.13%1.74%

Returns By Period

In the year-to-date period, PRSMX achieves a -0.54% return, which is significantly lower than PRFSX's 0.17% return. Over the past 10 years, PRSMX has underperformed PRFSX with an annualized return of 1.74%, while PRFSX has yielded a comparatively higher 1.98% annualized return.


PRSMX

1D
0.09%
1M
-2.58%
YTD
-0.54%
6M
0.99%
1Y
4.39%
3Y*
2.64%
5Y*
0.66%
10Y*
1.74%

PRFSX

1D
0.00%
1M
-1.43%
YTD
0.17%
6M
1.26%
1Y
4.28%
3Y*
4.50%
5Y*
2.28%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRSMX vs. PRFSX - Expense Ratio Comparison

Both PRSMX and PRFSX have an expense ratio of 0.50%.


Return for Risk

PRSMX vs. PRFSX — Risk / Return Rank

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

PRSMX
PRSMX Risk / Return Rank: 6363
Overall Rank
PRSMX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PRSMX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PRSMX Omega Ratio Rank: 8787
Omega Ratio Rank
PRSMX Calmar Ratio Rank: 4343
Calmar Ratio Rank
PRSMX Martin Ratio Rank: 3939
Martin Ratio Rank

PRFSX
PRFSX Risk / Return Rank: 9090
Overall Rank
PRFSX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PRFSX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PRFSX Omega Ratio Rank: 9797
Omega Ratio Rank
PRFSX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PRFSX Martin Ratio Rank: 8383
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.

PRSMX vs. PRFSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Summit Municipal Intermediate Fund (PRSMX) and T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX). 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.


PRSMXPRFSXDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.99

-0.66

Sortino ratio

Return per unit of downside risk

1.75

2.83

-1.08

Omega ratio

Gain probability vs. loss probability

1.37

1.73

-0.36

Calmar ratio

Return relative to maximum drawdown

1.10

2.19

-1.08

Martin ratio

Return relative to average drawdown

4.08

8.45

-4.36

PRSMX vs. PRFSX - Sharpe Ratio Comparison

The current PRSMX Sharpe Ratio is 1.33, which is lower than the PRFSX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of PRSMX and PRFSX, 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


PRSMXPRFSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.99

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

1.05

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.92

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

1.52

-0.20

Correlation

The correlation between PRSMX and PRFSX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRSMX vs. PRFSX - Dividend Comparison

PRSMX's dividend yield for the trailing twelve months is around 2.96%, less than PRFSX's 3.47% yield.


TTM20252024202320222021202020192018201720162015
PRSMX
T. Rowe Price Summit Municipal Intermediate Fund
2.96%3.16%2.37%2.02%1.75%2.05%2.30%2.42%2.49%2.49%2.71%2.62%
PRFSX
T. Rowe Price Tax Free Short-Intermediate Fund
3.47%4.12%4.43%3.67%1.09%1.22%1.49%1.62%1.48%1.37%1.34%1.41%

Drawdowns

PRSMX vs. PRFSX - Drawdown Comparison

The maximum PRSMX drawdown since its inception was -12.30%, which is greater than PRFSX's maximum drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for PRSMX and PRFSX.


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Drawdown Indicators


PRSMXPRFSXDifference

Max Drawdown

Largest peak-to-trough decline

-12.30%

-6.97%

-5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

-2.18%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-12.30%

-6.97%

-5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-12.30%

-6.97%

-5.33%

Current Drawdown

Current decline from peak

-2.58%

-1.43%

-1.15%

Average Drawdown

Average peak-to-trough decline

-1.46%

-0.90%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.56%

+0.44%

Volatility

PRSMX vs. PRFSX - Volatility Comparison

T. Rowe Price Summit Municipal Intermediate Fund (PRSMX) has a higher volatility of 0.94% compared to T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX) at 0.61%. This indicates that PRSMX's price experiences larger fluctuations and is considered to be riskier than PRFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSMXPRFSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.61%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

1.25%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

2.45%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.10%

2.19%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

2.17%

+1.07%