TTMIX vs. TIBAX
Compare and contrast key facts about T. Rowe Price Total Return Fund Class I (TTMIX) and Thornburg Investment Income Builder Fund (TIBAX).
TTMIX is managed by T. Rowe Price. It was launched on Sep 28, 2001. TIBAX is managed by Thornburg. It was launched on Dec 23, 2002.
Performance
TTMIX vs. TIBAX - Performance Comparison
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TTMIX vs. TIBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTMIX T. Rowe Price Total Return Fund Class I | -7.08% | 43.20% | 38.33% | 39.41% | -40.85% | 9.92% | 53.86% | 35.84% | -1.73% | 33.14% |
TIBAX Thornburg Investment Income Builder Fund | 9.81% | 36.62% | 13.23% | 18.01% | -7.95% | 20.08% | -0.67% | 17.72% | -4.54% | 14.83% |
Returns By Period
In the year-to-date period, TTMIX achieves a -7.08% return, which is significantly lower than TIBAX's 9.81% return. Over the past 10 years, TTMIX has outperformed TIBAX with an annualized return of 17.31%, while TIBAX has yielded a comparatively lower 11.89% annualized return.
TTMIX
- 1D
- 3.46%
- 1M
- -5.26%
- YTD
- -7.08%
- 6M
- 17.01%
- 1Y
- 36.85%
- 3Y*
- 30.82%
- 5Y*
- 10.23%
- 10Y*
- 17.31%
TIBAX
- 1D
- 1.70%
- 1M
- -2.45%
- YTD
- 9.81%
- 6M
- 16.81%
- 1Y
- 37.83%
- 3Y*
- 23.93%
- 5Y*
- 15.19%
- 10Y*
- 11.89%
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TTMIX vs. TIBAX - Expense Ratio Comparison
TTMIX has a 0.37% expense ratio, which is lower than TIBAX's 1.14% expense ratio.
Return for Risk
TTMIX vs. TIBAX — Risk / Return Rank
TTMIX
TIBAX
TTMIX vs. TIBAX - 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 Thornburg Investment Income Builder Fund (TIBAX). 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.
| TTMIX | TIBAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 3.55 | -2.57 |
Sortino ratioReturn per unit of downside risk | 3.04 | 4.51 | -1.47 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.79 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 3.38 | 4.40 | -1.02 |
Martin ratioReturn relative to average drawdown | 9.48 | 21.51 | -12.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TTMIX | TIBAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 3.55 | -2.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 1.38 | -0.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.89 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.77 | -0.02 |
Correlation
The correlation between TTMIX and TIBAX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TTMIX vs. TIBAX - Dividend Comparison
TTMIX's dividend yield for the trailing twelve months is around 54.17%, more than TIBAX's 5.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTMIX T. Rowe Price Total Return Fund Class I | 54.17% | 50.33% | 7.45% | 7.80% | 17.43% | 8.53% | 5.27% | 2.44% | 1.41% | 2.47% | 2.23% | 0.00% |
TIBAX Thornburg Investment Income Builder Fund | 5.21% | 5.64% | 5.44% | 4.67% | 5.62% | 5.10% | 4.11% | 4.23% | 4.49% | 4.22% | 3.83% | 4.31% |
Drawdowns
TTMIX vs. TIBAX - Drawdown Comparison
The maximum TTMIX drawdown since its inception was -47.11%, roughly equal to the maximum TIBAX drawdown of -49.12%. Use the drawdown chart below to compare losses from any high point for TTMIX and TIBAX.
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Drawdown Indicators
| TTMIX | TIBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.11% | -49.12% | +2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -8.57% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -47.11% | -20.94% | -26.17% |
Max Drawdown (10Y)Largest decline over 10 years | -47.11% | -34.85% | -12.26% |
Current DrawdownCurrent decline from peak | -8.07% | -3.52% | -4.55% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -6.03% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 1.75% | +2.23% |
Volatility
TTMIX vs. TIBAX - Volatility Comparison
T. Rowe Price Total Return Fund Class I (TTMIX) has a higher volatility of 6.51% compared to Thornburg Investment Income Builder Fund (TIBAX) at 3.65%. This indicates that TTMIX's price experiences larger fluctuations and is considered to be riskier than TIBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTMIX | TIBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 3.65% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 31.59% | 6.54% | +25.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.85% | 10.79% | +28.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.25% | 11.07% | +15.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 13.44% | +9.91% |