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^SP600 vs. TMF
Performance
Return for Risk
Drawdowns
Volatility

Performance

^SP600 vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 600 (^SP600) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^SP600 achieves a 20.10% return, which is significantly higher than TMF's -10.63% return. Over the past 10 years, ^SP600 has outperformed TMF with an annualized return of 9.06%, while TMF has yielded a comparatively lower -17.90% annualized return.


^SP600

1D
-0.39%
1M
1.04%
6M
14.10%
YTD
20.10%
1Y
28.06%
3Y*
12.54%
5Y*
5.90%
10Y*
9.06%

TMF

1D
-1.85%
1M
-5.74%
6M
-11.74%
YTD
-10.63%
1Y
-5.83%
3Y*
-21.26%
5Y*
-33.16%
10Y*
-17.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SP600 vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^SP600
S&P 600
20.10%4.23%6.82%13.89%-17.42%25.27%9.57%20.86%-9.75%11.73%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-10.63%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between ^SP600 and TMF is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

-0.24

The correlation between ^SP600 and TMF shifts across timeframes, from -0.24 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

^SP600 vs. TMF — Risk / Return Rank

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

^SP600
^SP600 Risk / Return Rank: 8080
Overall Rank
^SP600 Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
^SP600 Sortino Ratio Rank: 8585
Sortino Ratio Rank
^SP600 Omega Ratio Rank: 6767
Omega Ratio Rank
^SP600 Calmar Ratio Rank: 8888
Calmar Ratio Rank
^SP600 Martin Ratio Rank: 8787
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 77
Overall Rank
TMF Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 77
Sortino Ratio Rank
TMF Omega Ratio Rank: 77
Omega Ratio Rank
TMF Calmar Ratio Rank: 77
Calmar Ratio Rank
TMF Martin Ratio Rank: 77
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.

^SP600 vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 600 (^SP600) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


^SP600TMFDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.51

Omega ratioGain probability vs. loss probability

1.28

0.99

+0.29

Calmar ratioReturn relative to maximum drawdown

3.15

-0.22

+3.37

Martin ratioReturn relative to average drawdown

10.58

-0.46

+11.04

^SP600 vs. TMF - Sharpe Ratio Comparison

The current ^SP600 Sharpe Ratio is 1.60, which is higher than the TMF Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of ^SP600 and TMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^SP600 vs. TMF - Drawdown Comparison

The maximum ^SP600 drawdown since its inception was -59.17%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for ^SP600 and TMF.


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Drawdown Indicators


^SP600TMFDifference

Max Drawdown

Largest peak-to-trough decline

-59.17%

-92.89%

+33.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-26.51%

+17.57%

Max Drawdown (3Y)

Largest decline over 3 years

-28.39%

-55.14%

+26.75%

Max Drawdown (5Y)

Largest decline over 5 years

-28.39%

-88.81%

+60.42%

Max Drawdown (10Y)

Largest decline over 10 years

-45.77%

-92.89%

+47.12%

Current Drawdown

Current decline from peak

-2.30%

-92.60%

+90.30%

Average Drawdown

Average peak-to-trough decline

-9.25%

-43.91%

+34.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

12.82%

-10.16%

Volatility

^SP600 vs. TMF - Volatility Comparison

The current volatility for S&P 600 (^SP600) is 4.60%, while Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) has a volatility of 8.51%. This indicates that ^SP600 experiences smaller price fluctuations and is considered to be less risky than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^SP600TMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

8.51%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

19.94%

-7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

27.62%

-10.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

46.54%

-25.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.14%

43.72%

-20.58%

Frequently Asked Questions


^SP600 and TMF have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMF has higher volatility (8.51%) compared to ^SP600 (4.60%). In terms of maximum drawdown, ^SP600 dropped -59.17% vs TMF's -92.89%.

^SP600 currently has the higher Sharpe Ratio (1.60 vs -0.21), 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.

Portfolio Optimizer

Find the right allocation for ^SP600 and TMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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