TTMIX vs. RAPZX
TTMIX (T. Rowe Price Total Return Fund Class I) and RAPZX (Cohen & Steers Real Assets Fund Inc) are both Global Allocation funds. Over the past 10 years, TTMIX returned 13.53%/yr vs 6.53%/yr for RAPZX. Their 0.46 correlation means their historical movements had little consistent relationship. TTMIX charges 0.37%/yr vs 0.80%/yr for RAPZX.
Performance
TTMIX vs. RAPZX - 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 RAPZX's 12.67% return. Over the past 10 years, TTMIX has outperformed RAPZX with an annualized return of 13.53%, while RAPZX has yielded a comparatively lower 6.53% 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%
RAPZX
- 1D
- -0.33%
- 1M
- 2.60%
- 6M
- 5.57%
- YTD
- 12.67%
- 1Y
- 15.39%
- 3Y*
- 10.55%
- 5Y*
- 7.02%
- 10Y*
- 6.53%
- ALL TIME*
- 4.16%
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. RAPZX - 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% |
RAPZX Cohen & Steers Real Assets Fund Inc | 12.67% | 11.96% | 4.35% | 3.88% | -2.05% | 23.51% | -0.84% | 17.77% | -8.44% | 6.51% |
Correlation
The correlation between TTMIX and RAPZX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2016 | 0.46 |
Over the past year, the correlation between TTMIX and RAPZX has dropped to 0.19 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
TTMIX vs. RAPZX — Risk / Return Rank
TTMIX
RAPZX
TTMIX vs. RAPZX - 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 Cohen & Steers Real Assets Fund Inc (RAPZX). 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 | RAPZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.31 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.61 | -2.83 |
| Martin ratioReturn relative to average drawdown | -0.46 | 7.28 | -7.75 |
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Drawdowns
TTMIX vs. RAPZX - Drawdown Comparison
The maximum TTMIX drawdown since its inception was -47.11%, which is greater than RAPZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for TTMIX and RAPZX.
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Drawdown Indicators
| TTMIX | RAPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.11% | -30.69% | -16.42% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -6.26% | -10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -20.68% | -8.84% | -11.84% |
Max Drawdown (5Y)Largest decline over 5 years | -47.11% | -19.31% | -27.80% |
Max Drawdown (10Y)Largest decline over 10 years | -47.11% | -30.69% | -16.42% |
Current DrawdownCurrent decline from peak | -10.71% | -3.01% | -7.70% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -8.01% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 2.23% | +5.84% |
Volatility
TTMIX vs. RAPZX - Volatility Comparison
T. Rowe Price Total Return Fund Class I (TTMIX) has a higher volatility of 6.37% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.04%. This indicates that TTMIX's price experiences larger fluctuations and is considered to be riskier than RAPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTMIX | RAPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 2.04% | +4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 6.61% | +7.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 10.36% | +5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 12.77% | +8.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 12.72% | +8.12% |
TTMIX vs. RAPZX - Expense Ratio Comparison
TTMIX has a 0.37% expense ratio, which is lower than RAPZX's 0.80% expense ratio.
Dividends
TTMIX vs. RAPZX - Dividend Comparison
TTMIX's dividend yield for the trailing twelve months is around 26.08%, more than RAPZX's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RAPZX Cohen & Steers Real Assets Fund Inc | 1.23% | 1.44% | 3.20% | 2.71% | 3.08% | 9.61% | 1.71% | 2.85% | 2.06% | 1.76% | 2.83% | 2.00% |
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% | 0.00% |
Frequently Asked Questions
TTMIX and RAPZX have a correlation of 0.19, 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 RAPZX (2.04%). In terms of maximum drawdown, TTMIX dropped -47.11% vs RAPZX's -30.69%.
RAPZX currently has the higher Sharpe Ratio (1.58 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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