TTMIX vs. PRCOX
TTMIX (T. Rowe Price Total Return Fund Class I) and PRCOX (T. Rowe Price U.S. Equity Research Fund) are both mutual funds - TTMIX is a Global Allocation fund managed by T. Rowe Price, while PRCOX is a Large Cap Blend Equities fund actively managed by T. Rowe Price. Over the past 10 years, TTMIX returned 13.53%/yr vs 15.67%/yr for PRCOX. Their correlation of 0.85 means they have usually moved in the same direction. TTMIX charges 0.37%/yr vs 0.42%/yr for PRCOX.
Performance
TTMIX vs. PRCOX - 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 PRCOX's 11.62% return. Over the past 10 years, TTMIX has underperformed PRCOX with an annualized return of 13.53%, while PRCOX has yielded a comparatively higher 15.67% 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%
PRCOX
- 1D
- 1.53%
- 1M
- 1.21%
- 6M
- 9.98%
- YTD
- 11.62%
- 1Y
- 20.63%
- 3Y*
- 21.06%
- 5Y*
- 13.55%
- 10Y*
- 15.67%
- ALL TIME*
- 10.60%
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. PRCOX - 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% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 11.62% | 16.34% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
Correlation
The correlation between TTMIX and PRCOX is 0.80, 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. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2016 | 0.85 |
The correlation between TTMIX and PRCOX has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.
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Return for Risk
TTMIX vs. PRCOX — Risk / Return Rank
TTMIX
PRCOX
TTMIX vs. PRCOX - 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 T. Rowe Price U.S. Equity Research Fund (PRCOX). 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 | PRCOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.31 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.43 | -2.65 |
| Martin ratioReturn relative to average drawdown | -0.46 | 10.42 | -10.88 |
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Drawdowns
TTMIX vs. PRCOX - Drawdown Comparison
The maximum TTMIX drawdown since its inception was -47.11%, smaller than the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for TTMIX and PRCOX.
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Drawdown Indicators
| TTMIX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.11% | -53.96% | +6.85% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -9.32% | -7.93% |
Max Drawdown (3Y)Largest decline over 3 years | -20.68% | -19.39% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -47.11% | -24.94% | -22.17% |
Max Drawdown (10Y)Largest decline over 10 years | -47.11% | -34.42% | -12.69% |
Current DrawdownCurrent decline from peak | -10.71% | -0.41% | -10.30% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -9.14% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 2.17% | +5.90% |
Volatility
TTMIX vs. PRCOX - Volatility Comparison
T. Rowe Price Total Return Fund Class I (TTMIX) has a higher volatility of 6.37% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 3.97%. This indicates that TTMIX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTMIX | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 3.97% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 10.74% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 13.11% | +3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 17.49% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 18.37% | +2.47% |
TTMIX vs. PRCOX - Expense Ratio Comparison
TTMIX has a 0.37% expense ratio, which is lower than PRCOX's 0.42% expense ratio.
Dividends
TTMIX vs. PRCOX - Dividend Comparison
TTMIX's dividend yield for the trailing twelve months is around 26.08%, more than PRCOX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.05% | 1.17% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
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 PRCOX have a correlation of 0.80, 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 PRCOX (3.97%). In terms of maximum drawdown, TTMIX dropped -47.11% vs PRCOX's -53.96%.
PRCOX currently has the higher Sharpe Ratio (1.73 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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