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THYM vs. HYMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THYM vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price High Income Municipal ETF (THYM) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, THYM achieves a 3.82% return, which is significantly higher than HYMB's 3.44% return.


THYM

1D
-0.04%
1M
1.89%
YTD
3.82%
6M
3.92%
1Y
3Y*
5Y*
10Y*

HYMB

1D
0.00%
1M
1.79%
YTD
3.44%
6M
3.36%
1Y
7.33%
3Y*
4.88%
5Y*
0.44%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THYM vs. HYMB - Yearly Performance Comparison


Correlation

The correlation between THYM and HYMB is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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Return for Risk

THYM vs. HYMB — Risk / Return Rank

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

THYM

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


HYMB
HYMB Risk / Return Rank: 5555
Overall Rank
HYMB Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 5757
Sortino Ratio Rank
HYMB Omega Ratio Rank: 6464
Omega Ratio Rank
HYMB Calmar Ratio Rank: 5050
Calmar Ratio Rank
HYMB Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

THYM vs. HYMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price High Income Municipal ETF (THYM) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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.


THYMHYMBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.37

Martin ratioReturn relative to average drawdown

8.40

THYM vs. HYMB - Sharpe Ratio Comparison


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Drawdowns

THYM vs. HYMB - Drawdown Comparison

The maximum THYM drawdown since its inception was -2.93%, smaller than the maximum HYMB drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for THYM and HYMB.


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Drawdown Indicators


THYMHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-2.93%

-29.57%

+26.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-7.44%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-0.04%

0.00%

-0.04%

Average Drawdown

Average peak-to-trough decline

-0.47%

-3.79%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

THYM vs. HYMB - Volatility Comparison


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Volatility by Period


THYMHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.04%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

6.67%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.31%

11.36%

-7.05%

THYM vs. HYMB - Expense Ratio Comparison

THYM has a 0.32% expense ratio, which is lower than HYMB's 0.35% expense ratio.


Dividends

THYM vs. HYMB - Dividend Comparison

THYM's dividend yield for the trailing twelve months is around 2.17%, less than HYMB's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.52%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%
THYM
T. Rowe Price High Income Municipal ETF
2.17%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


THYM and HYMB 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, 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 0.35% for HYMB.

HYMB has the higher dividend yield at 4.52%, compared with 2.17% for THYM.

THYM is categorized as High Yield Muni, while HYMB is Municipal Bonds. They also come from different issuers: T. Rowe Price and State Street. Their fees differ too: 0.32% for THYM and 0.35% for HYMB.

Portfolio Optimizer

Find the right allocation for THYM and HYMB

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

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