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CONX vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CONX vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily COIN Bull 2X ETF (CONX) 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, CONX achieves a -61.79% return, which is significantly lower than TMF's -6.13% return.


CONX

1D
-12.34%
1M
-38.44%
YTD
-61.79%
6M
-75.11%
1Y
3Y*
5Y*
10Y*

TMF

1D
-1.14%
1M
1.22%
YTD
-6.13%
6M
-11.63%
1Y
0.90%
3Y*
-20.78%
5Y*
-30.52%
10Y*
-16.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CONX vs. TMF - Yearly Performance Comparison


Correlation

The correlation between CONX and TMF is 0.15, 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 Nov 20, 2025

0.15

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Return for Risk

CONX vs. TMF — Risk / Return Rank

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

CONX

TMF
TMF Risk / Return Rank: 99
Overall Rank
TMF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 99
Sortino Ratio Rank
TMF Omega Ratio Rank: 99
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF Martin Ratio Rank: 99
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.

CONX vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily COIN Bull 2X ETF (CONX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CONX vs. TMF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CONXTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.62

-0.14

-0.49

Drawdowns

CONX vs. TMF - Drawdown Comparison

The maximum CONX drawdown since its inception was -76.90%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for CONX and TMF.


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Drawdown Indicators


CONXTMFDifference

Max Drawdown

Largest peak-to-trough decline

-76.90%

-92.89%

+15.99%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

Max Drawdown (3Y)

Largest decline over 3 years

-56.31%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-75.11%

-92.23%

+17.12%

Average Drawdown

Average peak-to-trough decline

-48.87%

-43.63%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.49%

Volatility

CONX vs. TMF - Volatility Comparison


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Volatility by Period


CONXTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

Volatility (1Y)

Calculated over the trailing 1-year period

146.14%

28.76%

+117.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

146.14%

46.75%

+99.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

146.14%

43.92%

+102.22%

CONX vs. TMF - Expense Ratio Comparison

CONX has a 0.97% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

CONX vs. TMF - Dividend Comparison

CONX's dividend yield for the trailing twelve months is around 2.12%, less than TMF's 4.15% yield.


PositionTTM202520242023202220212020201920182017
CONX
Direxion Daily COIN Bull 2X ETF
2.12%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.15%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


CONX and TMF have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CONX is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CONX is cheaper with a 0.97% expense ratio, compared with 1.01% for TMF.

TMF has the higher dividend yield at 4.15%, compared with 2.12% for CONX.

CONX is categorized as Leveraged Equities, while TMF is Leveraged Bonds. Their fees differ too: 0.97% for CONX and 1.01% for TMF.

Portfolio Optimizer

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