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VWITX vs. PRFSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWITX vs. PRFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) and T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX). The values are adjusted to include any dividend payments, if applicable.

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VWITX vs. PRFSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
-0.48%5.89%2.23%5.82%-6.90%0.74%5.14%7.01%1.26%4.54%
PRFSX
T. Rowe Price Tax Free Short-Intermediate Fund
0.35%5.77%3.96%5.73%-4.24%0.17%3.31%3.66%1.13%1.74%

Returns By Period

In the year-to-date period, VWITX achieves a -0.48% return, which is significantly lower than PRFSX's 0.35% return. Over the past 10 years, VWITX has outperformed PRFSX with an annualized return of 2.29%, while PRFSX has yielded a comparatively lower 2.00% annualized return.


VWITX

1D
0.22%
1M
-2.36%
YTD
-0.48%
6M
1.07%
1Y
4.47%
3Y*
3.64%
5Y*
1.49%
10Y*
2.29%

PRFSX

1D
0.18%
1M
-1.08%
YTD
0.35%
6M
1.45%
1Y
4.28%
3Y*
4.57%
5Y*
2.29%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWITX vs. PRFSX - Expense Ratio Comparison

VWITX has a 0.17% expense ratio, which is lower than PRFSX's 0.50% expense ratio.


Return for Risk

VWITX vs. PRFSX — Risk / Return Rank

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

VWITX
VWITX Risk / Return Rank: 6666
Overall Rank
VWITX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VWITX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VWITX Omega Ratio Rank: 8585
Omega Ratio Rank
VWITX Calmar Ratio Rank: 5858
Calmar Ratio Rank
VWITX Martin Ratio Rank: 5555
Martin Ratio Rank

PRFSX
PRFSX Risk / Return Rank: 8888
Overall Rank
PRFSX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PRFSX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PRFSX Omega Ratio Rank: 9797
Omega Ratio Rank
PRFSX Calmar Ratio Rank: 8383
Calmar Ratio Rank
PRFSX Martin Ratio Rank: 8080
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.

VWITX vs. PRFSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) and T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX). 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.


VWITXPRFSXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.91

-0.66

Sortino ratio

Return per unit of downside risk

1.66

2.69

-1.03

Omega ratio

Gain probability vs. loss probability

1.35

1.69

-0.34

Calmar ratio

Return relative to maximum drawdown

1.43

2.19

-0.76

Martin ratio

Return relative to average drawdown

5.48

8.36

-2.89

VWITX vs. PRFSX - Sharpe Ratio Comparison

The current VWITX Sharpe Ratio is 1.25, which is lower than the PRFSX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VWITX and PRFSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VWITXPRFSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.91

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

1.06

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.93

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.53

-0.77

Correlation

The correlation between VWITX and PRFSX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VWITX vs. PRFSX - Dividend Comparison

VWITX's dividend yield for the trailing twelve months is around 3.25%, less than PRFSX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
3.25%3.96%3.53%2.70%2.43%1.83%2.32%2.80%2.80%2.72%2.80%2.88%
PRFSX
T. Rowe Price Tax Free Short-Intermediate Fund
3.46%4.12%4.43%3.67%1.09%1.22%1.49%1.62%1.48%1.37%1.34%1.41%

Drawdowns

VWITX vs. PRFSX - Drawdown Comparison

The maximum VWITX drawdown since its inception was -29.13%, which is greater than PRFSX's maximum drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for VWITX and PRFSX.


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Drawdown Indicators


VWITXPRFSXDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-6.97%

-22.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-2.18%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-11.46%

-6.97%

-4.49%

Max Drawdown (10Y)

Largest decline over 10 years

-11.46%

-6.97%

-4.49%

Current Drawdown

Current decline from peak

-2.64%

-1.25%

-1.39%

Average Drawdown

Average peak-to-trough decline

-3.58%

-0.90%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.57%

+0.45%

Volatility

VWITX vs. PRFSX - Volatility Comparison

Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) has a higher volatility of 1.01% compared to T. Rowe Price Tax Free Short-Intermediate Fund (PRFSX) at 0.65%. This indicates that VWITX's price experiences larger fluctuations and is considered to be riskier than PRFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWITXPRFSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.65%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

1.26%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

2.45%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.22%

2.19%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

2.17%

+1.24%