Including a theme’s template inside another template?

I’m trying to create a template within a theme that includes index.php.

I’m simplifying the boring stuff for conciseness, but basically it works like this:

<?php
if ($some_condition = 'true') {
   print "A warning message";
   exit;
}

include('index.php');
?>

When I do this, the page turns out blank. If I create a bogus.php file that prints a single line, and include that instead, the line prints. If I try including a file that’s not there, it throws an error (so at least I know I’ve got my paths right.)

How can I include other template files from within the current template? Thanks.