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TAFM vs. THYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAFM vs. THYM - Performance Comparison

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

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Returns By Period

In the year-to-date period, TAFM achieves a 1.00% return, which is significantly lower than THYM's 2.68% return.


TAFM

1D
0.16%
1M
-1.45%
6M
0.06%
YTD
1.00%
1Y
5.28%
3Y*
5Y*
10Y*
ALL TIME*
3.51%

THYM

1D
0.50%
1M
-1.90%
6M
1.71%
YTD
2.68%
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)
$4.14M$4.32M$5.15M
$237.80K$163.10K$145.76K

TAFM vs. THYM - Yearly Performance Comparison


Correlation

The correlation between TAFM and THYM is 0.66, 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

0.66

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Return for Risk

TAFM vs. THYM — Risk / Return Rank

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

TAFM
TAFM Risk / Return Rank: 6161
Overall Rank
TAFM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TAFM Sortino Ratio Rank: 6565
Sortino Ratio Rank
TAFM Omega Ratio Rank: 7272
Omega Ratio Rank
TAFM Calmar Ratio Rank: 4949
Calmar Ratio Rank
TAFM Martin Ratio Rank: 5050
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.

TAFM vs. THYM - Risk-Adjusted Trends Comparison

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


TAFMTHYMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

1.97

Martin ratioReturn relative to average drawdown

6.60

TAFM vs. THYM - Sharpe Ratio Comparison


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Drawdowns

TAFM vs. THYM - Drawdown Comparison

The maximum TAFM drawdown since its inception was -4.74%, which is greater than THYM's maximum drawdown of -2.93%. Use the drawdown chart below to compare losses from any high point for TAFM and THYM.


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Drawdown Indicators


TAFMTHYMDifference

Max Drawdown

Largest peak-to-trough decline

-4.74%

-2.93%

-1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

Current Drawdown

Current decline from peak

-1.55%

-1.90%

+0.35%

Average Drawdown

Average peak-to-trough decline

-0.93%

-0.57%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

Volatility

TAFM vs. THYM - Volatility Comparison


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Volatility by Period


TAFMTHYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.05%

4.43%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.83%

4.43%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

4.43%

+0.40%

TAFM vs. THYM - Expense Ratio Comparison

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


Dividends

TAFM vs. THYM - Dividend Comparison

TAFM's dividend yield for the trailing twelve months is around 3.69%, more than THYM's 2.98% yield.


PositionTTM202520242023
TAFM
AB Tax-Aware Intermediate Municipal ETF
3.69%3.51%3.35%0.18%
THYM
T. Rowe Price High Income Municipal ETF
2.98%0.37%0.00%0.00%

Frequently Asked Questions


TAFM and THYM have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

TAFM has the higher dividend yield at 3.69%, compared with 2.98% for THYM.

TAFM 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 TAFM and 0.32% for THYM.

Portfolio Optimizer

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