TTMIX vs. VTG

Last updated Jun 4, 2026

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 Intermediate Core Bond fund tracking the Bloomberg U.S. Treasury Total Return Unhedged USD Index. At a 0.20 correlation, their price movements are largely independent. TTMIX charges 0.37%/yr vs 0.03%/yr for VTG.

Performance

TTMIX vs. VTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Total Return Fund Class I (TTMIX) and Vanguard Total Treasury ETF (VTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTMIX achieves a 4.11% return, which is significantly higher than VTG's -0.11% return.

TTMIX

• 1D: -0.38%
• 1M: 4.29%
• YTD: 4.11%
• 6M: 2.80%
• 1Y: 4.25%
• 3Y*: 21.19%
• 5Y*: 5.98%
• 10Y*: 14.87%

VTG

• 1D: -0.17%
• 1M: 0.11%
• YTD: -0.11%
• 6M: -0.30%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTMIX vs. VTG - Yearly Performance Comparison

	2026 (YTD)	2025
TTMIX T. Rowe Price Total Return Fund Class I	4.11%	-2.80%
VTG Vanguard Total Treasury ETF	-0.11%	2.88%

Correlation

The correlation between TTMIX and VTG is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 10, 2025	0.20

Return for Risk

TTMIX vs. VTG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TTMIX

TTMIX Risk / Return Rank: 4
TTMIX Sharpe Ratio Rank: 4
TTMIX Sortino Ratio Rank: 4
TTMIX Omega Ratio Rank: 4
TTMIX Calmar Ratio Rank: 4
TTMIX Martin Ratio Rank: 4

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	TTMIX	VTG	Difference
Sharpe ratio: Return per unit of total volatility	0.28	—	—
Sortino ratio: Return per unit of downside risk	0.49	—	—
Omega ratio: Gain probability vs. loss probability	1.06	—	—
Calmar ratio: Return relative to maximum drawdown	0.23	—	—
Martin ratio: Return relative to average drawdown	0.56	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TTMIX	VTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.88	-0.14

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.

Drawdown Indicators

	TTMIX	VTG	Difference
Max Drawdown Largest peak-to-trough decline	-47.11%	-2.89%	-44.22%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	—	—
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 Drawdown Current decline from peak	-4.08%	-1.89%	-2.19%
Average Drawdown Average peak-to-trough decline	-10.27%	-0.73%	-9.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.16%	—	—

Volatility

Volatility by Period

	TTMIX	VTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.95%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.55%	3.51%	+11.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.21%	3.51%	+17.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.73%	3.51%	+17.22%

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 24.28%, more than VTG's 3.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
TTMIX T. Rowe Price Total Return Fund Class I	24.28%	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	3.21%	1.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TTMIX and VTG in my portfolio?

TTMIX and VTG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.