TTMIX vs. VTG
TTMIX (T. Rowe Price Total Return Fund Class I) and VTG (Vanguard Total Treasury ETF) are both funds - TTMIX is a Global Allocation fund managed by T. Rowe Price, while VTG is a Government Bonds fund tracking the Bloomberg U.S. Treasury Total Return Unhedged USD Index. Over the past year, TTMIX returned -1.16% vs 3.53% for VTG. At a 0.21 correlation, their price movements are largely independent. TTMIX charges 0.37%/yr vs 0.03%/yr for VTG.
Performance
TTMIX vs. VTG - Performance Comparison
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Returns By Period
In the year-to-date period, TTMIX achieves a 0.27% return, which is significantly higher than VTG's -0.06% return.
TTMIX
- 1D
- 1.07%
- 1M
- -2.57%
- 6M
- 1.59%
- YTD
- 0.27%
- 1Y
- -1.16%
- 3Y*
- 17.26%
- 5Y*
- 3.70%
- 10Y*
- 14.20%
VTG
- 1D
- 0.20%
- 1M
- -0.23%
- 6M
- -0.38%
- YTD
- -0.06%
- 1Y
- 3.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TTMIX vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TTMIX T. Rowe Price Total Return Fund Class I | 0.27% | -2.38% |
VTG Vanguard Total Treasury ETF | -0.06% | 3.07% |
Correlation
The correlation between TTMIX and VTG is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.21 |
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Return for Risk
TTMIX vs. VTG — Risk / Return Rank
TTMIX
VTG
TTMIX vs. VTG - 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 Vanguard Total Treasury ETF (VTG). 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 | VTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.18 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.23 | -1.32 |
| Martin ratioReturn relative to average drawdown | -0.21 | 3.17 | -3.38 |
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Drawdowns
TTMIX vs. VTG - Drawdown Comparison
The maximum TTMIX drawdown since its inception was -47.11%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for TTMIX and VTG.
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Drawdown Indicators
| TTMIX | VTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.11% | -2.89% | -44.22% |
Max Drawdown (1Y)Largest decline over 1 year | -17.25% | -2.89% | -14.36% |
Max Drawdown (3Y)Largest decline over 3 years | -20.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -47.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.11% | — | — |
Current DrawdownCurrent decline from peak | -7.61% | -1.84% | -5.77% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -0.84% | -9.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.59% | 1.11% | +6.48% |
Volatility
TTMIX vs. VTG - Volatility Comparison
T. Rowe Price Total Return Fund Class I (TTMIX) has a higher volatility of 6.31% compared to Vanguard Total Treasury ETF (VTG) at 1.06%. This indicates that TTMIX's price experiences larger fluctuations and is considered to be riskier than VTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTMIX | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 1.06% | +5.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 2.66% | +10.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 3.53% | +12.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.40% | 3.53% | +17.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.78% | 3.53% | +17.25% |
TTMIX vs. VTG - Expense Ratio Comparison
TTMIX has a 0.37% expense ratio, which is higher than VTG's 0.03% expense ratio.
Dividends
TTMIX vs. VTG - Dividend Comparison
TTMIX's dividend yield for the trailing twelve months is around 25.20%, more than VTG's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TTMIX T. Rowe Price Total Return Fund Class I | 25.20% | 25.27% | 7.45% | 7.80% | 17.43% | 8.53% | 5.27% | 2.44% | 1.41% | 2.47% | 2.23% |
VTG Vanguard Total Treasury ETF | 3.54% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TTMIX and VTG have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTMIX has higher volatility (6.31%) compared to VTG (1.06%). In terms of maximum drawdown, TTMIX dropped -47.11% vs VTG's -2.89%.
VTG currently has the higher Sharpe Ratio (1.01 vs -0.10), 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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