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PRXCX vs. GUSTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRXCX and GUSTX is 0.00. 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.


Performance

PRXCX vs. GUSTX - 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 GMO U.S. Treasury Fund (GUSTX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


PRXCX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GUSTX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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PRXCX vs. GUSTX - Expense Ratio Comparison

PRXCX has a 0.53% expense ratio, which is higher than GUSTX's 0.01% expense ratio.


Risk-Adjusted Performance

PRXCX vs. GUSTX — Risk-Adjusted Performance Rank

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

PRXCX
The Risk-Adjusted Performance Rank of PRXCX is 2323
Overall Rank
The Sharpe Ratio Rank of PRXCX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of PRXCX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of PRXCX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of PRXCX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of PRXCX is 2525
Martin Ratio Rank

GUSTX
The Risk-Adjusted Performance Rank of GUSTX is 9999
Overall Rank
The Sharpe Ratio Rank of GUSTX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of GUSTX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of GUSTX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of GUSTX is 100100
Calmar Ratio Rank
The Martin Ratio Rank of GUSTX is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRXCX vs. GUSTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price California Tax Free Bond Fund (PRXCX) and GMO U.S. Treasury Fund (GUSTX). 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.



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Dividends

PRXCX vs. GUSTX - Dividend Comparison

PRXCX's dividend yield for the trailing twelve months is around 3.11%, while GUSTX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PRXCX
T. Rowe Price California Tax Free Bond Fund
3.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GUSTX
GMO U.S. Treasury Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRXCX vs. GUSTX - Drawdown Comparison


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Volatility

PRXCX vs. GUSTX - Volatility Comparison


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