TTMIX vs. PFADX
TTMIX (T. Rowe Price Total Return Fund Class I) and PFADX (PFG BNY Mellon Diversifier Strategy Fund) are both Global Allocation funds. Over the past 5 years, TTMIX returned 2.70%/yr vs 1.23%/yr for PFADX. Their 0.48 correlation means their historical movements had little consistent relationship. TTMIX charges 0.37%/yr vs 2.05%/yr for PFADX.
Performance
TTMIX vs. PFADX - 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 PFADX's 2.56% 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%
PFADX
- 1D
- 0.20%
- 1M
- 0.00%
- 6M
- 0.30%
- YTD
- 2.56%
- 1Y
- 6.06%
- 3Y*
- 5.20%
- 5Y*
- 1.23%
- 10Y*
- —
- ALL TIME*
- 2.16%
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. PFADX - 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% | -0.07% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 2.56% | 7.07% | 2.13% | 3.69% | -9.50% | 3.85% | 7.25% | 8.16% | -5.20% | 0.00% |
Correlation
The correlation between TTMIX and PFADX is 0.52, 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. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2017 | 0.48 |
The correlation between TTMIX and PFADX has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.
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Return for Risk
TTMIX vs. PFADX — Risk / Return Rank
TTMIX
PFADX
TTMIX vs. PFADX - 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 PFG BNY Mellon Diversifier Strategy Fund (PFADX). 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 | PFADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.27 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.80 | -2.01 |
| Martin ratioReturn relative to average drawdown | -0.46 | 5.16 | -5.62 |
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Drawdowns
TTMIX vs. PFADX - Drawdown Comparison
The maximum TTMIX drawdown since its inception was -47.11%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for TTMIX and PFADX.
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Drawdown Indicators
| TTMIX | PFADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.11% | -16.64% | -30.47% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -3.63% | -13.62% |
Max Drawdown (3Y)Largest decline over 3 years | -20.68% | -6.38% | -14.30% |
Max Drawdown (5Y)Largest decline over 5 years | -47.11% | -16.64% | -30.47% |
Max Drawdown (10Y)Largest decline over 10 years | -47.11% | — | — |
Current DrawdownCurrent decline from peak | -10.71% | -1.77% | -8.94% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -5.23% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 1.26% | +6.81% |
Volatility
TTMIX vs. PFADX - Volatility Comparison
T. Rowe Price Total Return Fund Class I (TTMIX) has a higher volatility of 6.37% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 1.07%. This indicates that TTMIX's price experiences larger fluctuations and is considered to be riskier than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTMIX | PFADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 1.07% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 3.59% | +10.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 4.43% | +11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 5.88% | +15.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 5.52% | +15.32% |
TTMIX vs. PFADX - Expense Ratio Comparison
TTMIX has a 0.37% expense ratio, which is lower than PFADX's 2.05% expense ratio.
Dividends
TTMIX vs. PFADX - Dividend Comparison
TTMIX's dividend yield for the trailing twelve months is around 26.08%, more than PFADX's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
PFADX PFG BNY Mellon Diversifier Strategy Fund | 2.40% | 2.46% | 2.89% | 1.04% | 5.33% | 3.46% | 0.08% | 1.51% | 0.91% | 0.52% | 0.00% |
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% |
Frequently Asked Questions
TTMIX and PFADX have a correlation of 0.52, 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 PFADX (1.07%). In terms of maximum drawdown, TTMIX dropped -47.11% vs PFADX's -16.64%.
PFADX currently has the higher Sharpe Ratio (1.48 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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