TTMIX vs. GBMFX
TTMIX (T. Rowe Price Total Return Fund Class I) and GBMFX (GMO Benchmark-Free Allocation Fund) are both Global Allocation funds. Over the past 10 years, TTMIX returned 13.53%/yr vs 6.76%/yr for GBMFX. Their 0.50 correlation means their historical movements had little consistent relationship. TTMIX charges 0.37%/yr vs 0.74%/yr for GBMFX.
Performance
TTMIX vs. GBMFX - Performance Comparison
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Returns By Period
In the year-to-date period, TTMIX achieves a -3.09% return, which is significantly lower than GBMFX's 12.98% return. Over the past 10 years, TTMIX has outperformed GBMFX with an annualized return of 13.53%, while GBMFX has yielded a comparatively lower 6.76% annualized return.
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%
GBMFX
- 1D
- 0.03%
- 1M
- 3.34%
- 6M
- 7.32%
- YTD
- 12.98%
- 1Y
- 25.36%
- 3Y*
- 15.40%
- 5Y*
- 9.83%
- 10Y*
- 6.76%
- ALL TIME*
- 7.69%
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 |
TTMIX vs. GBMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GBMFX GMO Benchmark-Free Allocation Fund | 12.98% | 22.89% | 4.33% | 13.46% | -2.24% | 2.97% | -2.50% | 11.62% | -5.36% | 13.05% |
Correlation
The correlation between TTMIX and GBMFX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2016 | 0.50 |
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Return for Risk
TTMIX vs. GBMFX — Risk / Return Rank
TTMIX
GBMFX
TTMIX vs. GBMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Return Fund Class I (TTMIX) and GMO Benchmark-Free Allocation Fund (GBMFX). 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.
| TTMIX | GBMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.87 | ||
| Sortino ratioReturn per unit of downside risk | -5.46 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.73 | -0.76 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 4.53 | -4.75 |
| Martin ratioReturn relative to average drawdown | -0.46 | 16.36 | -16.82 |
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Drawdowns
TTMIX vs. GBMFX - Drawdown Comparison
The maximum TTMIX drawdown since its inception was -47.11%, which is greater than GBMFX's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for TTMIX and GBMFX.
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Drawdown Indicators
| TTMIX | GBMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.11% | -23.40% | -23.71% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -5.78% | -11.47% |
Max Drawdown (3Y)Largest decline over 3 years | -20.68% | -7.16% | -13.52% |
Max Drawdown (5Y)Largest decline over 5 years | -47.11% | -13.20% | -33.91% |
Max Drawdown (10Y)Largest decline over 10 years | -47.11% | -23.40% | -23.71% |
Current DrawdownCurrent decline from peak | -10.71% | 0.00% | -10.71% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -3.26% | -6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 1.60% | +6.47% |
Volatility
TTMIX vs. GBMFX - Volatility Comparison
T. Rowe Price Total Return Fund Class I (TTMIX) has a higher volatility of 6.37% compared to GMO Benchmark-Free Allocation Fund (GBMFX) at 1.63%. This indicates that TTMIX's price experiences larger fluctuations and is considered to be riskier than GBMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTMIX | GBMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 1.63% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 5.89% | +7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 7.20% | +9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 7.34% | +14.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 7.97% | +12.87% |
TTMIX vs. GBMFX - Expense Ratio Comparison
TTMIX has a 0.37% expense ratio, which is lower than GBMFX's 0.74% expense ratio.
Dividends
TTMIX vs. GBMFX - Dividend Comparison
TTMIX's dividend yield for the trailing twelve months is around 26.08%, more than GBMFX's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBMFX GMO Benchmark-Free Allocation Fund | 3.74% | 4.16% | 5.14% | 5.64% | 3.20% | 2.46% | 3.73% | 3.35% | 3.67% | 2.39% | 1.60% | 2.10% |
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
TTMIX and GBMFX have a correlation of 0.46, 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 GBMFX (1.63%). In terms of maximum drawdown, TTMIX dropped -47.11% vs GBMFX's -23.40%.
GBMFX currently has the higher Sharpe Ratio (3.64 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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