TTMIX vs. GLBIX
TTMIX (T. Rowe Price Total Return Fund Class I) and GLBIX (Leuthold Global Fund) are both Global Allocation funds. Over the past 10 years, TTMIX returned 13.53%/yr vs 6.35%/yr for GLBIX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. TTMIX charges 0.37%/yr vs 1.57%/yr for GLBIX.
Performance
TTMIX vs. GLBIX - 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 GLBIX's 12.71% return. Over the past 10 years, TTMIX has outperformed GLBIX with an annualized return of 13.53%, while GLBIX has yielded a comparatively lower 6.35% 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%
GLBIX
- 1D
- 0.28%
- 1M
- 0.00%
- 6M
- 5.98%
- YTD
- 12.71%
- 1Y
- 20.51%
- 3Y*
- 11.73%
- 5Y*
- 6.59%
- 10Y*
- 6.35%
- ALL TIME*
- 7.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GLBIX Leuthold Global Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
TTMIX vs. GLBIX - 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% |
GLBIX Leuthold Global Fund | 12.71% | 17.72% | 1.08% | 8.32% | -7.91% | 15.01% | 7.52% | 9.36% | -12.85% | 16.84% |
Correlation
The correlation between TTMIX and GLBIX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2016 | 0.65 |
The correlation between TTMIX and GLBIX has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
TTMIX vs. GLBIX — Risk / Return Rank
TTMIX
GLBIX
TTMIX vs. GLBIX - 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 Leuthold Global Fund (GLBIX). 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 | GLBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -3.38 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.41 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 3.38 | -3.60 |
| Martin ratioReturn relative to average drawdown | -0.46 | 10.93 | -11.40 |
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Drawdowns
TTMIX vs. GLBIX - Drawdown Comparison
The maximum TTMIX drawdown since its inception was -47.11%, which is greater than GLBIX's maximum drawdown of -26.82%. Use the drawdown chart below to compare losses from any high point for TTMIX and GLBIX.
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Drawdown Indicators
| TTMIX | GLBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.11% | -26.82% | -20.29% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -6.39% | -10.86% |
Max Drawdown (3Y)Largest decline over 3 years | -20.68% | -6.39% | -14.29% |
Max Drawdown (5Y)Largest decline over 5 years | -47.11% | -16.14% | -30.97% |
Max Drawdown (10Y)Largest decline over 10 years | -47.11% | -26.82% | -20.29% |
Current DrawdownCurrent decline from peak | -10.71% | -2.65% | -8.06% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -4.84% | -5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 1.97% | +6.10% |
Volatility
TTMIX vs. GLBIX - Volatility Comparison
T. Rowe Price Total Return Fund Class I (TTMIX) has a higher volatility of 6.37% compared to Leuthold Global Fund (GLBIX) at 3.57%. This indicates that TTMIX's price experiences larger fluctuations and is considered to be riskier than GLBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTMIX | GLBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 3.57% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 8.62% | +4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 9.87% | +6.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 9.28% | +12.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 9.60% | +11.24% |
TTMIX vs. GLBIX - Expense Ratio Comparison
TTMIX has a 0.37% expense ratio, which is lower than GLBIX's 1.57% expense ratio.
Dividends
TTMIX vs. GLBIX - Dividend Comparison
TTMIX's dividend yield for the trailing twelve months is around 26.08%, more than GLBIX's 8.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLBIX Leuthold Global Fund | 8.62% | 9.71% | 8.31% | 2.52% | 5.18% | 1.89% | 0.25% | 1.04% | 8.48% | 9.31% | 9.66% | 3.75% |
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 GLBIX have a correlation of 0.57, 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 GLBIX (3.57%). In terms of maximum drawdown, TTMIX dropped -47.11% vs GLBIX's -26.82%.
GLBIX currently has the higher Sharpe Ratio (2.19 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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