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

Performance

TFI vs. THYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) 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, TFI achieves a 0.12% return, which is significantly lower than THYM's 2.17% return.


TFI

1D
0.15%
1M
-1.67%
6M
-0.52%
YTD
0.12%
1Y
4.14%
3Y*
2.68%
5Y*
-0.43%
10Y*
1.28%
ALL TIME*
2.96%

THYM

1D
-0.08%
1M
-2.39%
6M
0.97%
YTD
2.17%
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)
$30.53M$23.31M$20.62M
$185.26K$140.26K$136.22K

TFI vs. THYM - Yearly Performance Comparison


Correlation

The correlation between TFI and THYM is 0.68, 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

0.68

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

TFI vs. THYM — Risk / Return Rank

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

TFI
TFI Risk / Return Rank: 5353
Overall Rank
TFI Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TFI Sortino Ratio Rank: 5858
Sortino Ratio Rank
TFI Omega Ratio Rank: 6767
Omega Ratio Rank
TFI Calmar Ratio Rank: 4141
Calmar Ratio Rank
TFI Martin Ratio Rank: 4040
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.

TFI vs. THYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) 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.


TFITHYMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

1.49

Martin ratioReturn relative to average drawdown

4.44

TFI vs. THYM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TFI vs. THYM - Drawdown Comparison

The maximum TFI drawdown since its inception was -15.49%, which is greater than THYM's maximum drawdown of -2.93%. Use the drawdown chart below to compare losses from any high point for TFI and THYM.


Loading charts...

Drawdown Indicators


TFITHYMDifference

Max Drawdown

Largest peak-to-trough decline

-15.49%

-2.93%

-12.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

Max Drawdown (10Y)

Largest decline over 10 years

-15.49%

Current Drawdown

Current decline from peak

-2.26%

-2.39%

+0.13%

Average Drawdown

Average peak-to-trough decline

-2.95%

-0.56%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

TFI vs. THYM - Volatility Comparison


Loading charts...

Volatility by Period


TFITHYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

2.80%

4.40%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.32%

4.40%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

4.40%

+0.59%

TFI vs. THYM - Expense Ratio Comparison

TFI has a 0.23% expense ratio, which is lower than THYM's 0.32% expense ratio.


Dividends

TFI vs. THYM - Dividend Comparison

TFI's dividend yield for the trailing twelve months is around 3.58%, more than THYM's 2.99% yield.


PositionTTM20252024202320222021202020192018201720162015
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
3.58%3.32%3.01%2.41%1.87%1.71%1.91%2.14%2.26%2.16%2.39%2.40%
THYM
T. Rowe Price High Income Municipal ETF
2.99%0.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TFI and THYM have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TFI is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TFI is cheaper with a 0.23% expense ratio, compared with 0.32% for THYM.

TFI has the higher dividend yield at 3.58%, compared with 2.99% for THYM.

TFI is categorized as Municipal Bonds, while THYM is High Yield Muni. They also come from different issuers: State Street and T. Rowe Price. Their fees differ too: 0.23% for TFI and 0.32% for THYM.

Portfolio Optimizer

Find the right allocation for TFI 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