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TTMIX vs. WARAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTMIX vs. WARAX - 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 Allspring Absolute Return Fund (WARAX). The values are adjusted to include any dividend payments, if applicable.

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TTMIX vs. WARAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTMIX
T. Rowe Price Total Return Fund Class I
-10.19%43.20%38.33%39.41%-40.85%9.92%53.86%35.84%-1.73%33.14%
WARAX
Allspring Absolute Return Fund
14.79%8.07%5.93%12.53%-2.75%2.25%-3.25%11.65%-5.78%12.11%

Returns By Period

In the year-to-date period, TTMIX achieves a -10.19% return, which is significantly lower than WARAX's 14.79% return. Over the past 10 years, TTMIX has outperformed WARAX with an annualized return of 16.91%, while WARAX has yielded a comparatively lower 5.60% annualized return.


TTMIX

1D
-0.29%
1M
-8.95%
YTD
-10.19%
6M
12.42%
1Y
33.22%
3Y*
29.35%
5Y*
9.97%
10Y*
16.91%

WARAX

1D
0.48%
1M
1.12%
YTD
14.79%
6M
17.82%
1Y
21.60%
3Y*
13.03%
5Y*
7.02%
10Y*
5.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTMIX vs. WARAX - Expense Ratio Comparison

TTMIX has a 0.37% expense ratio, which is lower than WARAX's 0.70% expense ratio.


Return for Risk

TTMIX vs. WARAX — Risk / Return Rank

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

TTMIX
TTMIX Risk / Return Rank: 7777
Overall Rank
TTMIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TTMIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
TTMIX Omega Ratio Rank: 8686
Omega Ratio Rank
TTMIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
TTMIX Martin Ratio Rank: 7878
Martin Ratio Rank

WARAX
WARAX Risk / Return Rank: 9494
Overall Rank
WARAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
WARAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
WARAX Omega Ratio Rank: 9393
Omega Ratio Rank
WARAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
WARAX Martin Ratio Rank: 9090
Martin Ratio Rank
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. WARAX - 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 Allspring Absolute Return Fund (WARAX). 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.


TTMIXWARAXDifference

Sharpe ratio

Return per unit of total volatility

0.86

2.45

-1.59

Sortino ratio

Return per unit of downside risk

2.76

3.28

-0.52

Omega ratio

Gain probability vs. loss probability

1.36

1.45

-0.09

Calmar ratio

Return relative to maximum drawdown

2.68

4.34

-1.66

Martin ratio

Return relative to average drawdown

7.57

10.20

-2.64

TTMIX vs. WARAX - Sharpe Ratio Comparison

The current TTMIX Sharpe Ratio is 0.86, which is lower than the WARAX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of TTMIX and WARAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TTMIXWARAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.45

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.93

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.71

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.59

+0.14

Correlation

The correlation between TTMIX and WARAX is 0.48, 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. WARAX - Dividend Comparison

TTMIX's dividend yield for the trailing twelve months is around 56.04%, more than WARAX's 1.74% yield.


TTM20252024202320222021202020192018201720162015
TTMIX
T. Rowe Price Total Return Fund Class I
56.04%50.33%7.45%7.80%17.43%8.53%5.27%2.44%1.41%2.47%2.23%0.00%
WARAX
Allspring Absolute Return Fund
1.74%2.00%10.90%2.80%2.34%3.23%3.34%3.38%2.66%1.77%0.76%1.35%

Drawdowns

TTMIX vs. WARAX - Drawdown Comparison

The maximum TTMIX drawdown since its inception was -47.11%, which is greater than WARAX's maximum drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for TTMIX and WARAX.


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Drawdown Indicators


TTMIXWARAXDifference

Max Drawdown

Largest peak-to-trough decline

-47.11%

-23.16%

-23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-5.06%

-6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-47.11%

-14.64%

-32.47%

Max Drawdown (10Y)

Largest decline over 10 years

-47.11%

-23.16%

-23.95%

Current Drawdown

Current decline from peak

-11.15%

-0.24%

-10.91%

Average Drawdown

Average peak-to-trough decline

-10.13%

-3.88%

-6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

2.15%

+1.79%

Volatility

TTMIX vs. WARAX - Volatility Comparison

T. Rowe Price Total Return Fund Class I (TTMIX) has a higher volatility of 5.25% compared to Allspring Absolute Return Fund (WARAX) at 3.66%. This indicates that TTMIX's price experiences larger fluctuations and is considered to be riskier than WARAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTMIXWARAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

3.66%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

31.42%

7.21%

+24.21%

Volatility (1Y)

Calculated over the trailing 1-year period

38.78%

8.83%

+29.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.21%

7.60%

+18.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.32%

7.91%

+15.41%