TTMIX vs. PREIX
TTMIX (T. Rowe Price Total Return Fund Class I) and PREIX (T. Rowe Price Equity Index 500 Fund) are both mutual funds - TTMIX is a Global Allocation fund managed by T. Rowe Price, while PREIX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, TTMIX returned 13.53%/yr vs 14.94%/yr for PREIX. Their correlation of 0.84 means they have usually moved in the same direction. TTMIX charges 0.37%/yr vs 0.15%/yr for PREIX.
Performance
TTMIX vs. PREIX - 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 PREIX's 11.63% return. Over the past 10 years, TTMIX has underperformed PREIX with an annualized return of 13.53%, while PREIX has yielded a comparatively higher 14.94% 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%
PREIX
- 1D
- 1.48%
- 1M
- 1.61%
- 6M
- 10.38%
- YTD
- 11.63%
- 1Y
- 21.26%
- 3Y*
- 20.65%
- 5Y*
- 12.94%
- 10Y*
- 14.94%
- ALL TIME*
- 11.05%
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. PREIX - 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% |
PREIX T. Rowe Price Equity Index 500 Fund | 11.63% | 17.66% | 24.78% | 26.07% | -18.27% | 28.48% | 18.17% | 31.47% | -4.59% | 21.01% |
Correlation
The correlation between TTMIX and PREIX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2016 | 0.84 |
The correlation between TTMIX and PREIX has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
TTMIX vs. PREIX — Risk / Return Rank
TTMIX
PREIX
TTMIX vs. PREIX - 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 Equity Index 500 Fund (PREIX). 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 | PREIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.32 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.59 | -2.81 |
| Martin ratioReturn relative to average drawdown | -0.46 | 11.11 | -11.58 |
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Drawdowns
TTMIX vs. PREIX - Drawdown Comparison
The maximum TTMIX drawdown since its inception was -47.11%, smaller than the maximum PREIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for TTMIX and PREIX.
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Drawdown Indicators
| TTMIX | PREIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.11% | -55.32% | +8.21% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -8.93% | -8.32% |
Max Drawdown (3Y)Largest decline over 3 years | -20.68% | -18.78% | -1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -47.11% | -24.60% | -22.51% |
Max Drawdown (10Y)Largest decline over 10 years | -47.11% | -33.81% | -13.30% |
Current DrawdownCurrent decline from peak | -10.71% | 0.00% | -10.71% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -8.69% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 2.08% | +5.99% |
Volatility
TTMIX vs. PREIX - Volatility Comparison
T. Rowe Price Total Return Fund Class I (TTMIX) has a higher volatility of 6.37% compared to T. Rowe Price Equity Index 500 Fund (PREIX) at 3.81%. This indicates that TTMIX's price experiences larger fluctuations and is considered to be riskier than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTMIX | PREIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 3.81% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 10.20% | +3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 12.86% | +3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 17.12% | +4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 18.12% | +2.72% |
TTMIX vs. PREIX - Expense Ratio Comparison
TTMIX has a 0.37% expense ratio, which is higher than PREIX's 0.15% expense ratio.
Dividends
TTMIX vs. PREIX - Dividend Comparison
TTMIX's dividend yield for the trailing twelve months is around 26.08%, more than PREIX's 2.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PREIX T. Rowe Price Equity Index 500 Fund | 2.11% | 2.32% | 1.17% | 1.32% | 1.50% | 1.56% | 1.97% | 2.13% | 2.60% | 1.30% | 2.03% | 2.02% |
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 PREIX have a correlation of 0.81, 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 PREIX (3.81%). In terms of maximum drawdown, TTMIX dropped -47.11% vs PREIX's -55.32%.
PREIX currently has the higher Sharpe Ratio (1.80 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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