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 -5.84% vs 1.51% for VTG. Their 0.22 correlation means their historical movements had little consistent relationship. 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 -3.09% return, which is significantly lower than VTG's -0.26% 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%
VTG
- 1D
- 0.36%
- 1M
- -0.59%
- 6M
- -0.20%
- YTD
- -0.26%
- 1Y
- 1.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.27M | $3.35M | $3.02M |
TTMIX vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TTMIX T. Rowe Price Total Return Fund Class I | -3.09% | -2.38% |
VTG Vanguard Total Treasury ETF | -0.26% | 3.07% |
Correlation
The correlation between TTMIX and VTG is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.22 |
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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 | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.08 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 0.52 | -0.74 |
| Martin ratioReturn relative to average drawdown | -0.46 | 1.23 | -1.69 |
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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 | -10.71% | -2.05% | -8.66% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -0.91% | -9.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 1.23% | +6.84% |
Volatility
TTMIX vs. VTG - Volatility Comparison
T. Rowe Price Total Return Fund Class I (TTMIX) has a higher volatility of 6.37% compared to Vanguard Total Treasury ETF (VTG) at 0.97%. 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 | 6.37% | 0.97% | +5.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 2.71% | +10.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 3.39% | +12.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 3.52% | +17.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 3.52% | +17.32% |
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 26.08%, more than VTG's 3.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTG Vanguard Total Treasury ETF | 3.62% | 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 0.26, 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 VTG (0.97%). In terms of maximum drawdown, TTMIX dropped -47.11% vs VTG's -2.89%.
VTG currently has the higher Sharpe Ratio (0.45 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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