PortfoliosLab logoPortfoliosLab logo
RTAI vs. THYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RTAI vs. THYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rareview Tax Advantaged Income ETF (RTAI) and T. Rowe Price High Income Municipal ETF (THYM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RTAI achieves a 1.31% return, which is significantly lower than THYM's 2.25% return.


RTAI

1D
-0.39%
1M
-3.42%
6M
-1.09%
YTD
1.31%
1Y
7.74%
3Y*
5.66%
5Y*
-1.63%
10Y*
ALL TIME*
1.28%

THYM

1D
0.00%
1M
-2.31%
6M
1.43%
YTD
2.25%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.00K$4.73K$23.89K
$170.69K$138.29K$131.50K

RTAI vs. THYM - Yearly Performance Comparison


Correlation

The correlation between RTAI and THYM is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.51

Compare stocks, funds, or ETFs

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


Return for Risk

RTAI vs. THYM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RTAI
RTAI Risk / Return Rank: 5252
Overall Rank
RTAI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RTAI Sortino Ratio Rank: 6060
Sortino Ratio Rank
RTAI Omega Ratio Rank: 5858
Omega Ratio Rank
RTAI Calmar Ratio Rank: 4040
Calmar Ratio Rank
RTAI Martin Ratio Rank: 4848
Martin Ratio Rank

THYM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RTAI vs. THYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rareview Tax Advantaged Income ETF (RTAI) and T. Rowe Price High Income Municipal ETF (THYM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RTAITHYMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.41

Martin ratioReturn relative to average drawdown

5.58

RTAI vs. THYM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

RTAI vs. THYM - Drawdown Comparison

The maximum RTAI drawdown since its inception was -34.32%, which is greater than THYM's maximum drawdown of -2.93%. Use the drawdown chart below to compare losses from any high point for RTAI and THYM.


Loading charts...

Drawdown Indicators


RTAITHYMDifference

Max Drawdown

Largest peak-to-trough decline

-34.32%

-2.93%

-31.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-13.16%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

Current Drawdown

Current decline from peak

-8.67%

-2.31%

-6.36%

Average Drawdown

Average peak-to-trough decline

-13.63%

-0.55%

-13.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

Volatility

RTAI vs. THYM - Volatility Comparison


Loading charts...

Volatility by Period


RTAITHYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

Volatility (6M)

Calculated over the trailing 6-month period

5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

4.41%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.38%

4.41%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.99%

4.41%

+4.58%

RTAI vs. THYM - Expense Ratio Comparison

RTAI has a 3.78% expense ratio, which is higher than THYM's 0.32% expense ratio.


Dividends

RTAI vs. THYM - Dividend Comparison

RTAI's dividend yield for the trailing twelve months is around 5.07%, more than THYM's 2.99% yield.


PositionTTM202520242023202220212020
RTAI
Rareview Tax Advantaged Income ETF
5.07%5.66%5.02%3.07%3.71%4.73%0.48%
THYM
T. Rowe Price High Income Municipal ETF
2.99%0.37%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RTAI and THYM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, THYM is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

THYM is cheaper with a 0.32% expense ratio, compared with 3.78% for RTAI.

RTAI has the higher dividend yield at 5.07%, compared with 2.99% for THYM.

RTAI is categorized as Municipal Bonds, while THYM is High Yield Muni. They also come from different issuers: Rareview and T. Rowe Price. Their fees differ too: 3.78% for RTAI and 0.32% for THYM.

Portfolio Optimizer

Find the right allocation for RTAI and THYM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer