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PRTAX vs. PRNHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRTAX vs. PRNHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Tax Free Income Fund (PRTAX) and T. Rowe Price New Horizons Fund (PRNHX). The values are adjusted to include any dividend payments, if applicable.

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PRTAX vs. PRNHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRTAX
T. Rowe Price Tax Free Income Fund
-0.18%4.45%5.18%9.82%-10.81%2.85%4.87%7.25%0.70%5.17%
PRNHX
T. Rowe Price New Horizons Fund
-5.34%3.27%8.80%21.35%-36.96%9.96%58.05%56.50%3.79%31.59%

Returns By Period

In the year-to-date period, PRTAX achieves a -0.18% return, which is significantly higher than PRNHX's -5.34% return. Over the past 10 years, PRTAX has underperformed PRNHX with an annualized return of 2.66%, while PRNHX has yielded a comparatively higher 12.93% annualized return.


PRTAX

1D
0.22%
1M
-2.62%
YTD
-0.18%
6M
1.34%
1Y
4.10%
3Y*
5.22%
5Y*
2.05%
10Y*
2.66%

PRNHX

1D
-1.77%
1M
-10.89%
YTD
-5.34%
6M
-3.56%
1Y
10.01%
3Y*
6.27%
5Y*
-1.84%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRTAX vs. PRNHX - Expense Ratio Comparison

PRTAX has a 0.53% expense ratio, which is lower than PRNHX's 0.75% expense ratio.


Return for Risk

PRTAX vs. PRNHX — Risk / Return Rank

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

PRTAX
PRTAX Risk / Return Rank: 3737
Overall Rank
PRTAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PRTAX Sortino Ratio Rank: 3636
Sortino Ratio Rank
PRTAX Omega Ratio Rank: 6262
Omega Ratio Rank
PRTAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
PRTAX Martin Ratio Rank: 2121
Martin Ratio Rank

PRNHX
PRNHX Risk / Return Rank: 1616
Overall Rank
PRNHX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 1515
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRNHX 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.

PRTAX vs. PRNHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Tax Free Income Fund (PRTAX) and T. Rowe Price New Horizons Fund (PRNHX). 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.


PRTAXPRNHXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.37

+0.49

Sortino ratio

Return per unit of downside risk

1.17

0.70

+0.47

Omega ratio

Gain probability vs. loss probability

1.23

1.09

+0.14

Calmar ratio

Return relative to maximum drawdown

0.74

0.46

+0.28

Martin ratio

Return relative to average drawdown

2.16

1.71

+0.45

PRTAX vs. PRNHX - Sharpe Ratio Comparison

The current PRTAX Sharpe Ratio is 0.86, which is higher than the PRNHX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of PRTAX and PRNHX, 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


PRTAXPRNHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.37

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

-0.08

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.57

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.47

+0.42

Correlation

The correlation between PRTAX and PRNHX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PRTAX vs. PRNHX - Dividend Comparison

PRTAX's dividend yield for the trailing twelve months is around 3.79%, less than PRNHX's 12.52% yield.


TTM20252024202320222021202020192018201720162015
PRTAX
T. Rowe Price Tax Free Income Fund
3.79%4.61%5.90%5.55%2.20%2.42%2.85%3.28%3.61%3.63%3.80%3.78%
PRNHX
T. Rowe Price New Horizons Fund
12.52%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%

Drawdowns

PRTAX vs. PRNHX - Drawdown Comparison

The maximum PRTAX drawdown since its inception was -20.97%, smaller than the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for PRTAX and PRNHX.


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Drawdown Indicators


PRTAXPRNHXDifference

Max Drawdown

Largest peak-to-trough decline

-20.97%

-70.96%

+49.99%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-13.70%

+8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-15.68%

-48.37%

+32.69%

Max Drawdown (10Y)

Largest decline over 10 years

-15.68%

-48.37%

+32.69%

Current Drawdown

Current decline from peak

-2.62%

-27.08%

+24.46%

Average Drawdown

Average peak-to-trough decline

-3.25%

-18.39%

+15.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

3.67%

-1.85%

Volatility

PRTAX vs. PRNHX - Volatility Comparison

The current volatility for T. Rowe Price Tax Free Income Fund (PRTAX) is 1.14%, while T. Rowe Price New Horizons Fund (PRNHX) has a volatility of 7.88%. This indicates that PRTAX experiences smaller price fluctuations and is considered to be less risky than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRTAXPRNHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

7.88%

-6.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.90%

14.48%

-12.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.55%

23.87%

-18.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

24.41%

-20.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.21%

22.67%

-18.46%