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

Performance

TAFL vs. THYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Tax-Aware Long Municipal ETF (TAFL) 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, TAFL achieves a 0.99% return, which is significantly lower than THYM's 2.25% return.


TAFL

1D
-0.10%
1M
-1.96%
6M
0.62%
YTD
0.99%
1Y
6.43%
3Y*
5Y*
10Y*
ALL TIME*
3.28%

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)
$87.64K$86.63K$299.38K
$170.69K$138.29K$131.50K

TAFL vs. THYM - Yearly Performance Comparison


Correlation

The correlation between TAFL and THYM is 0.64, 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

0.64

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

TAFL vs. THYM — Risk / Return Rank

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

TAFL
TAFL Risk / Return Rank: 8080
Overall Rank
TAFL Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
TAFL Sortino Ratio Rank: 8282
Sortino Ratio Rank
TAFL Omega Ratio Rank: 8787
Omega Ratio Rank
TAFL Calmar Ratio Rank: 7676
Calmar Ratio Rank
TAFL Martin Ratio Rank: 7474
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.

TAFL vs. THYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Tax-Aware Long Municipal ETF (TAFL) 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.


TAFLTHYMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.72

Martin ratioReturn relative to average drawdown

9.21

TAFL vs. THYM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TAFL vs. THYM - Drawdown Comparison

The maximum TAFL drawdown since its inception was -6.01%, which is greater than THYM's maximum drawdown of -2.93%. Use the drawdown chart below to compare losses from any high point for TAFL and THYM.


Loading charts...

Drawdown Indicators


TAFLTHYMDifference

Max Drawdown

Largest peak-to-trough decline

-6.01%

-2.93%

-3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

Current Drawdown

Current decline from peak

-2.09%

-2.31%

+0.22%

Average Drawdown

Average peak-to-trough decline

-1.38%

-0.55%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

Volatility

TAFL vs. THYM - Volatility Comparison


Loading charts...

Volatility by Period


TAFLTHYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

4.41%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.12%

4.41%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.12%

4.41%

+0.71%

TAFL vs. THYM - Expense Ratio Comparison

TAFL has a 0.28% expense ratio, which is lower than THYM's 0.32% expense ratio.


Dividends

TAFL vs. THYM - Dividend Comparison

TAFL's dividend yield for the trailing twelve months is around 4.15%, more than THYM's 2.99% yield.


PositionTTM202520242023
TAFL
AB Tax-Aware Long Municipal ETF
3.80%4.11%3.88%0.19%
THYM
T. Rowe Price High Income Municipal ETF
2.99%0.37%0.00%0.00%

Frequently Asked Questions


TAFL and THYM have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAFL is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAFL is cheaper with a 0.28% expense ratio, compared with 0.32% for THYM.

TAFL has the higher dividend yield at 3.80%, compared with 2.99% for THYM.

TAFL is categorized as Municipal Bonds, while THYM is High Yield Muni. They also come from different issuers: AllianceBernstein and T. Rowe Price. Their fees differ too: 0.28% for TAFL and 0.32% for THYM.

Portfolio Optimizer

Find the right allocation for TAFL 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