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TMSRX vs. RMDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMSRX vs. RMDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) and Aspiriant Defensive Allocation Fund (RMDFX). The values are adjusted to include any dividend payments, if applicable.

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TMSRX vs. RMDFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TMSRX
T. Rowe Price Multi-Strategy Total Return Fund
0.41%2.95%5.36%5.09%-4.69%-2.08%13.21%7.59%-4.11%
RMDFX
Aspiriant Defensive Allocation Fund
2.53%18.85%1.45%8.01%-6.84%4.20%5.10%11.50%-6.11%

Returns By Period

In the year-to-date period, TMSRX achieves a 0.41% return, which is significantly lower than RMDFX's 2.53% return.


TMSRX

1D
0.00%
1M
0.00%
YTD
0.41%
6M
1.50%
1Y
2.93%
3Y*
4.31%
5Y*
1.16%
10Y*

RMDFX

1D
0.25%
1M
-3.79%
YTD
2.53%
6M
7.56%
1Y
17.15%
3Y*
9.46%
5Y*
5.23%
10Y*
4.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMSRX vs. RMDFX - Expense Ratio Comparison

TMSRX has a 1.19% expense ratio, which is higher than RMDFX's 0.18% expense ratio.


Return for Risk

TMSRX vs. RMDFX — Risk / Return Rank

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

TMSRX
TMSRX Risk / Return Rank: 7373
Overall Rank
TMSRX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TMSRX Sortino Ratio Rank: 7575
Sortino Ratio Rank
TMSRX Omega Ratio Rank: 8787
Omega Ratio Rank
TMSRX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TMSRX Martin Ratio Rank: 6262
Martin Ratio Rank

RMDFX
RMDFX Risk / Return Rank: 9898
Overall Rank
RMDFX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RMDFX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RMDFX Omega Ratio Rank: 9898
Omega Ratio Rank
RMDFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RMDFX Martin Ratio Rank: 9797
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.

TMSRX vs. RMDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) and Aspiriant Defensive Allocation Fund (RMDFX). 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.


TMSRXRMDFXDifference

Sharpe ratio

Return per unit of total volatility

1.41

3.47

-2.06

Sortino ratio

Return per unit of downside risk

1.85

4.74

-2.89

Omega ratio

Gain probability vs. loss probability

1.36

1.75

-0.39

Calmar ratio

Return relative to maximum drawdown

1.50

4.07

-2.57

Martin ratio

Return relative to average drawdown

5.92

17.19

-11.28

TMSRX vs. RMDFX - Sharpe Ratio Comparison

The current TMSRX Sharpe Ratio is 1.41, which is lower than the RMDFX Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of TMSRX and RMDFX, 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


TMSRXRMDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

3.47

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.83

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.78

+0.06

Correlation

The correlation between TMSRX and RMDFX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TMSRX vs. RMDFX - Dividend Comparison

TMSRX's dividend yield for the trailing twelve months is around 9.49%, more than RMDFX's 4.52% yield.


TTM2025202420232022202120202019201820172016
TMSRX
T. Rowe Price Multi-Strategy Total Return Fund
9.49%7.59%6.72%5.95%2.29%2.88%3.35%3.00%3.56%0.00%0.00%
RMDFX
Aspiriant Defensive Allocation Fund
4.52%4.63%0.00%3.69%0.78%5.37%2.28%3.78%4.11%2.16%1.16%

Drawdowns

TMSRX vs. RMDFX - Drawdown Comparison

The maximum TMSRX drawdown since its inception was -10.67%, smaller than the maximum RMDFX drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for TMSRX and RMDFX.


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Drawdown Indicators


TMSRXRMDFXDifference

Max Drawdown

Largest peak-to-trough decline

-10.67%

-15.96%

+5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-1.84%

-4.19%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-10.59%

-14.63%

+4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-15.96%

Current Drawdown

Current decline from peak

-0.16%

-3.79%

+3.63%

Average Drawdown

Average peak-to-trough decline

-2.79%

-3.37%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.99%

-0.49%

Volatility

TMSRX vs. RMDFX - Volatility Comparison

The current volatility for T. Rowe Price Multi-Strategy Total Return Fund (TMSRX) is 0.00%, while Aspiriant Defensive Allocation Fund (RMDFX) has a volatility of 1.99%. This indicates that TMSRX experiences smaller price fluctuations and is considered to be less risky than RMDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMSRXRMDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

1.99%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

1.44%

3.83%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.10%

5.01%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

6.34%

-3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

6.20%

-2.89%