DMO vs. TTMIX
DMO (Dimensional Multi-Asset Fund) and TTMIX (T. Rowe Price Total Return Fund Class I) are both Global Allocation funds. Over the past 10 years, DMO returned 3.76%/yr vs 13.53%/yr for TTMIX. Their 0.23 correlation means their historical movements had little consistent relationship. DMO charges 0.04%/yr vs 0.37%/yr for TTMIX.
Performance
DMO vs. TTMIX - Performance Comparison
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Returns By Period
In the year-to-date period, DMO achieves a 1.66% return, which is significantly higher than TTMIX's -3.09% return. Over the past 10 years, DMO has underperformed TTMIX with an annualized return of 3.76%, while TTMIX has yielded a comparatively higher 13.53% annualized return.
DMO
- 1D
- 0.19%
- 1M
- -1.78%
- 6M
- 0.19%
- YTD
- 1.66%
- 1Y
- -0.24%
- 3Y*
- 11.42%
- 5Y*
- 3.64%
- 10Y*
- 3.76%
- ALL TIME*
- 8.28%
TTMIX
- 1D
- 2.69%
- 1M
- -2.19%
- 6M
- 0.02%
- YTD
- -3.09%
- 1Y
- -5.84%
- 3Y*
- 16.67%
- 5Y*
- 2.70%
- 10Y*
- 13.53%
- ALL TIME*
- 14.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $399.37K | $416.73K | $406.81K | |
| $0.00 | $0.00 | $0.00 |
DMO vs. TTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 1.66% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
TTMIX T. Rowe Price Total Return Fund Class I | -3.09% | 6.97% | 38.33% | 39.41% | -40.85% | 9.92% | 53.86% | 35.84% | -1.73% | 33.14% |
Correlation
The correlation between DMO and TTMIX is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2016 | 0.23 |
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Return for Risk
DMO vs. TTMIX — Risk / Return Rank
DMO
TTMIX
DMO vs. TTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Asset Fund (DMO) and T. Rowe Price Total Return Fund Class I (TTMIX). 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.
| DMO | TTMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.98 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | -0.22 | +0.19 |
| Martin ratioReturn relative to average drawdown | -0.07 | -0.46 | +0.40 |
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Drawdowns
DMO vs. TTMIX - Drawdown Comparison
The maximum DMO drawdown since its inception was -49.16%, roughly equal to the maximum TTMIX drawdown of -47.11%. Use the drawdown chart below to compare losses from any high point for DMO and TTMIX.
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Drawdown Indicators
| DMO | TTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -47.11% | -2.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -17.25% | +8.88% |
Max Drawdown (3Y)Largest decline over 3 years | -9.04% | -20.68% | +11.64% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -47.11% | +18.07% |
Max Drawdown (10Y)Largest decline over 10 years | -49.16% | -47.11% | -2.05% |
Current DrawdownCurrent decline from peak | -4.49% | -10.71% | +6.22% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -10.25% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 8.07% | -4.47% |
Volatility
DMO vs. TTMIX - Volatility Comparison
The current volatility for Dimensional Multi-Asset Fund (DMO) is 1.57%, while T. Rowe Price Total Return Fund Class I (TTMIX) has a volatility of 6.37%. This indicates that DMO experiences smaller price fluctuations and is considered to be less risky than TTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMO | TTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 6.37% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 13.61% | -5.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 16.35% | -6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.60% | 21.49% | -8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.92% | 20.84% | -0.92% |
DMO vs. TTMIX - Expense Ratio Comparison
DMO has a 0.04% expense ratio, which is lower than TTMIX's 0.37% expense ratio.
Dividends
DMO vs. TTMIX - Dividend Comparison
DMO's dividend yield for the trailing twelve months is around 14.22%, less than TTMIX's 26.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 14.22% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
TTMIX T. Rowe Price Total Return Fund Class I | 26.08% | 25.27% | 7.45% | 7.80% | 17.43% | 8.53% | 5.27% | 2.44% | 1.41% | 2.47% | 2.23% | 0.00% |
Frequently Asked Questions
DMO and TTMIX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTMIX has higher volatility (6.37%) compared to DMO (1.57%). In terms of maximum drawdown, DMO dropped -49.16% vs TTMIX's -47.11%.
DMO currently has the higher Sharpe Ratio (-0.02 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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