RALIX vs. TTMIX
RALIX (Lazard Real Assets Portfolio) and TTMIX (T. Rowe Price Total Return Fund Class I) are both Global Allocation funds. Over the past 5 years, RALIX returned 6.98%/yr vs 2.29%/yr for TTMIX. Their 0.49 correlation means their historical movements had little consistent relationship. RALIX charges 0.80%/yr vs 0.37%/yr for TTMIX.
Performance
RALIX vs. TTMIX - Performance Comparison
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Returns By Period
In the year-to-date period, RALIX achieves a 13.88% return, which is significantly higher than TTMIX's -5.87% return.
RALIX
- 1D
- 0.43%
- 1M
- 2.52%
- 6M
- 7.73%
- YTD
- 13.88%
- 1Y
- 22.53%
- 3Y*
- 12.25%
- 5Y*
- 6.98%
- 10Y*
- —
- ALL TIME*
- 6.94%
TTMIX
- 1D
- 0.85%
- 1M
- -5.00%
- 6M
- -4.11%
- YTD
- -5.87%
- 1Y
- -6.48%
- 3Y*
- 14.51%
- 5Y*
- 2.29%
- 10Y*
- 13.22%
- ALL TIME*
- 13.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RALIX vs. TTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RALIX Lazard Real Assets Portfolio | 13.88% | 15.60% | 5.91% | 4.43% | -8.99% | 22.32% | 0.61% | 16.07% | -7.59% | 8.60% |
TTMIX T. Rowe Price Total Return Fund Class I | -5.87% | 6.97% | 38.33% | 39.41% | -40.85% | 9.92% | 53.86% | 35.84% | -1.73% | 33.14% |
Correlation
The correlation between RALIX and TTMIX is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.49 |
Over the past year, the correlation between RALIX and TTMIX has dropped to 0.18 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
RALIX vs. TTMIX — Risk / Return Rank
RALIX
TTMIX
RALIX vs. TTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Real Assets Portfolio (RALIX) 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.
| RALIX | TTMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.85 | ||
| Sortino ratioReturn per unit of downside risk | +3.80 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.94 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | -0.42 | +4.33 |
| Martin ratioReturn relative to average drawdown | 12.04 | -0.91 | +12.95 |
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Drawdowns
RALIX vs. TTMIX - Drawdown Comparison
The maximum RALIX drawdown since its inception was -24.00%, smaller than the maximum TTMIX drawdown of -47.11%. Use the drawdown chart below to compare losses from any high point for RALIX and TTMIX.
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Drawdown Indicators
| RALIX | TTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.00% | -47.11% | +23.11% |
Max Drawdown (1Y)Largest decline over 1 year | -5.46% | -17.25% | +11.79% |
Max Drawdown (3Y)Largest decline over 3 years | -9.72% | -20.68% | +10.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -47.11% | +25.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.11% | — |
Current DrawdownCurrent decline from peak | -1.22% | -13.27% | +12.05% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -10.25% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 8.00% | -6.23% |
Volatility
RALIX vs. TTMIX - Volatility Comparison
The current volatility for Lazard Real Assets Portfolio (RALIX) is 2.35%, while T. Rowe Price Total Return Fund Class I (TTMIX) has a volatility of 5.72%. This indicates that RALIX 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
| RALIX | TTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 5.72% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 13.45% | -6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.95% | 16.16% | -7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.83% | 21.46% | -9.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.15% | 20.82% | -9.67% |
RALIX vs. TTMIX - Expense Ratio Comparison
RALIX has a 0.80% expense ratio, which is higher than TTMIX's 0.37% expense ratio.
Dividends
RALIX vs. TTMIX - Dividend Comparison
RALIX's dividend yield for the trailing twelve months is around 8.43%, less than TTMIX's 26.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RALIX Lazard Real Assets Portfolio | 8.43% | 7.04% | 3.07% | 2.93% | 7.65% | 11.84% | 3.93% | 2.24% | 5.27% | 1.69% | 0.00% |
TTMIX T. Rowe Price Total Return Fund Class I | 26.85% | 25.27% | 7.45% | 7.80% | 17.43% | 8.53% | 5.27% | 2.44% | 1.41% | 2.47% | 2.23% |
Frequently Asked Questions
RALIX and TTMIX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTMIX has higher volatility (5.72%) compared to RALIX (2.35%). In terms of maximum drawdown, RALIX dropped -24.00% vs TTMIX's -47.11%.
RALIX currently has the higher Sharpe Ratio (2.40 vs -0.45), 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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