PortfoliosLab logoPortfoliosLab logo
BOCT vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOCT vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Buffer ETF October (BOCT) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BOCT achieves a 6.25% return, which is significantly higher than TMF's -4.67% return.


BOCT

1D
-0.71%
1M
-0.03%
YTD
6.25%
6M
5.87%
1Y
18.25%
3Y*
13.66%
5Y*
10.27%
10Y*

TMF

1D
-0.62%
1M
4.96%
YTD
-4.67%
6M
-5.95%
1Y
-2.80%
3Y*
-21.07%
5Y*
-31.33%
10Y*
-16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOCT vs. TMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BOCT
Innovator U.S. Equity Buffer ETF October
6.25%14.34%12.36%21.13%-8.14%14.97%14.69%19.05%-10.47%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-4.67%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%12.29%

Correlation

The correlation between BOCT and TMF is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.18

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

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2018

-0.06

The correlation between BOCT and TMF shifts across timeframes, from -0.06 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BOCT vs. TMF — Risk / Return Rank

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

BOCT
BOCT Risk / Return Rank: 7474
Overall Rank
BOCT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BOCT Sortino Ratio Rank: 7474
Sortino Ratio Rank
BOCT Omega Ratio Rank: 7878
Omega Ratio Rank
BOCT Calmar Ratio Rank: 6565
Calmar Ratio Rank
BOCT Martin Ratio Rank: 7979
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 88
Overall Rank
TMF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 88
Sortino Ratio Rank
TMF Omega Ratio Rank: 88
Omega Ratio Rank
TMF Calmar Ratio Rank: 88
Calmar Ratio Rank
TMF Martin Ratio Rank: 88
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.

BOCT vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF October (BOCT) 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.


BOCTTMFDifference
Sharpe ratioReturn per unit of total volatility

+2.29

Sortino ratioReturn per unit of downside risk

+3.01

Omega ratioGain probability vs. loss probability

1.42

1.01

+0.41

Calmar ratioReturn relative to maximum drawdown

3.01

-0.11

+3.12

Martin ratioReturn relative to average drawdown

14.26

-0.23

+14.49

BOCT vs. TMF - Sharpe Ratio Comparison

The current BOCT Sharpe Ratio is 2.19, which is higher than the TMF Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of BOCT 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.


Loading charts...

Drawdowns

BOCT vs. TMF - Drawdown Comparison

The maximum BOCT drawdown since its inception was -24.54%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for BOCT and TMF.


Loading charts...

Drawdown Indicators


BOCTTMFDifference

Max Drawdown

Largest peak-to-trough decline

-24.54%

-92.89%

+68.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-26.51%

+20.42%

Max Drawdown (3Y)

Largest decline over 3 years

-13.61%

-56.09%

+42.48%

Max Drawdown (5Y)

Largest decline over 5 years

-14.29%

-88.81%

+74.52%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-1.08%

-92.11%

+91.03%

Average Drawdown

Average peak-to-trough decline

-2.59%

-43.76%

+41.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

12.26%

-10.98%

Volatility

BOCT vs. TMF - Volatility Comparison

The current volatility for Innovator U.S. Equity Buffer ETF October (BOCT) is 2.64%, while Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) has a volatility of 6.50%. This indicates that BOCT 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.


Loading charts...

Volatility by Period


BOCTTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

6.50%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

6.48%

19.35%

-12.87%

Volatility (1Y)

Calculated over the trailing 1-year period

8.40%

27.91%

-19.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.15%

46.59%

-35.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.80%

43.86%

-30.06%

BOCT vs. TMF - Expense Ratio Comparison

BOCT has a 0.79% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

BOCT vs. TMF - Dividend Comparison

BOCT has not paid dividends to shareholders, while TMF's dividend yield for the trailing twelve months is around 4.09%.


PositionTTM202520242023202220212020201920182017
BOCT
Innovator U.S. Equity Buffer ETF October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.20%0.00%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.09%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


BOCT and TMF have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMF has higher volatility (6.50%) compared to BOCT (2.64%). In terms of maximum drawdown, BOCT dropped -24.54% vs TMF's -92.89%.

On 5-year performance, BOCT leads with 10.27% vs -31.33% for TMF. On fees, BOCT is cheaper at 0.79% per year. On volatility, BOCT has been the lower-risk option at 2.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BOCT has performed better with a 10.27% return vs -31.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BOCT is cheaper with a 0.79% expense ratio, compared with 1.01% for TMF.

TMF has the higher dividend yield at 4.09%, compared with 0.00% for BOCT.

BOCT is categorized as Defined Outcome, while TMF is Leveraged Bonds. BOCT tracks S&P 500 Price Return Index, while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). They also come from different issuers: Innovator and Direxion. Their fees differ too: 0.79% for BOCT and 1.01% for TMF.

BOCT currently has the higher Sharpe Ratio (2.19 vs -0.10), 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 BOCT 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.

Open Portfolio Optimizer