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PRXCX vs. DMREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRXCX vs. DMREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price California Tax Free Bond Fund (PRXCX) and DFA Municipal Real Return Portfolio (DMREX). The values are adjusted to include any dividend payments, if applicable.

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PRXCX vs. DMREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRXCX
T. Rowe Price California Tax Free Bond Fund
-0.18%5.51%2.75%7.64%-9.93%2.68%4.39%7.31%0.75%5.54%
DMREX
DFA Municipal Real Return Portfolio
1.10%2.77%3.10%2.56%-1.42%6.75%4.11%6.64%-0.51%2.57%

Returns By Period

In the year-to-date period, PRXCX achieves a -0.18% return, which is significantly lower than DMREX's 1.10% return. Over the past 10 years, PRXCX has underperformed DMREX with an annualized return of 2.34%, while DMREX has yielded a comparatively higher 2.77% annualized return.


PRXCX

1D
0.28%
1M
-2.75%
YTD
-0.18%
6M
2.28%
1Y
6.23%
3Y*
4.16%
5Y*
1.51%
10Y*
2.34%

DMREX

1D
-0.04%
1M
0.42%
YTD
1.10%
6M
1.08%
1Y
2.58%
3Y*
2.54%
5Y*
2.70%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRXCX vs. DMREX - Expense Ratio Comparison

PRXCX has a 0.53% expense ratio, which is higher than DMREX's 0.24% expense ratio.


Return for Risk

PRXCX vs. DMREX — Risk / Return Rank

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

PRXCX
PRXCX Risk / Return Rank: 6262
Overall Rank
PRXCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRXCX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PRXCX Omega Ratio Rank: 8383
Omega Ratio Rank
PRXCX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRXCX Martin Ratio Rank: 3939
Martin Ratio Rank

DMREX
DMREX Risk / Return Rank: 9494
Overall Rank
DMREX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DMREX Sortino Ratio Rank: 9696
Sortino Ratio Rank
DMREX Omega Ratio Rank: 9797
Omega Ratio Rank
DMREX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DMREX Martin Ratio Rank: 8787
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.

PRXCX vs. DMREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price California Tax Free Bond Fund (PRXCX) and DFA Municipal Real Return Portfolio (DMREX). 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.


PRXCXDMREXDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.31

-1.11

Sortino ratio

Return per unit of downside risk

1.61

3.35

-1.74

Omega ratio

Gain probability vs. loss probability

1.33

1.62

-0.29

Calmar ratio

Return relative to maximum drawdown

1.26

2.90

-1.64

Martin ratio

Return relative to average drawdown

4.09

9.38

-5.29

PRXCX vs. DMREX - Sharpe Ratio Comparison

The current PRXCX Sharpe Ratio is 1.20, which is lower than the DMREX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of PRXCX and DMREX, 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


PRXCXDMREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.31

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

1.10

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.88

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.86

+0.23

Correlation

The correlation between PRXCX and DMREX is 0.28, 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

PRXCX vs. DMREX - Dividend Comparison

PRXCX's dividend yield for the trailing twelve months is around 6.41%, more than DMREX's 3.30% yield.


TTM20252024202320222021202020192018201720162015
PRXCX
T. Rowe Price California Tax Free Bond Fund
6.41%6.00%3.26%3.50%2.21%2.82%2.80%2.94%3.11%3.09%3.33%3.42%
DMREX
DFA Municipal Real Return Portfolio
3.30%2.95%3.55%1.96%1.16%0.98%1.44%2.26%1.54%1.32%1.15%1.09%

Drawdowns

PRXCX vs. DMREX - Drawdown Comparison

The maximum PRXCX drawdown since its inception was -21.67%, which is greater than DMREX's maximum drawdown of -13.22%. Use the drawdown chart below to compare losses from any high point for PRXCX and DMREX.


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Drawdown Indicators


PRXCXDMREXDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-13.22%

-8.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-0.92%

-4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

-5.33%

-10.08%

Max Drawdown (10Y)

Largest decline over 10 years

-15.41%

-13.22%

-2.19%

Current Drawdown

Current decline from peak

-2.75%

-0.32%

-2.43%

Average Drawdown

Average peak-to-trough decline

-2.78%

-0.89%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

0.29%

+1.43%

Volatility

PRXCX vs. DMREX - Volatility Comparison

T. Rowe Price California Tax Free Bond Fund (PRXCX) has a higher volatility of 1.23% compared to DFA Municipal Real Return Portfolio (DMREX) at 0.49%. This indicates that PRXCX's price experiences larger fluctuations and is considered to be riskier than DMREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRXCXDMREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

0.49%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

0.71%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

5.63%

1.17%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

2.47%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.12%

3.14%

+0.98%