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EDV vs. TMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDV and TMF is -0.27. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.3

Performance

EDV vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury ETF (EDV) and Direxion Daily 20-Year Treasury Bull 3X (TMF). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
33.75%
-61.51%
EDV
TMF

Key characteristics

Sharpe Ratio

EDV:

0.08

TMF:

-0.16

Sortino Ratio

EDV:

0.25

TMF:

0.06

Omega Ratio

EDV:

1.03

TMF:

1.01

Calmar Ratio

EDV:

0.03

TMF:

-0.08

Martin Ratio

EDV:

0.15

TMF:

-0.30

Ulcer Index

EDV:

10.80%

TMF:

23.34%

Daily Std Dev

EDV:

20.74%

TMF:

42.72%

Max Drawdown

EDV:

-59.96%

TMF:

-92.11%

Current Drawdown

EDV:

-53.95%

TMF:

-91.28%

Returns By Period

In the year-to-date period, EDV achieves a 1.26% return, which is significantly lower than TMF's 2.29% return. Over the past 10 years, EDV has outperformed TMF with an annualized return of -2.18%, while TMF has yielded a comparatively lower -14.18% annualized return.


EDV

YTD

1.26%

1M

-2.13%

6M

-4.44%

1Y

2.92%

5Y*

-14.08%

10Y*

-2.18%

TMF

YTD

2.29%

1M

-5.12%

6M

-13.08%

1Y

-4.36%

5Y*

-37.16%

10Y*

-14.18%

*Annualized

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EDV vs. TMF - Expense Ratio Comparison

EDV has a 0.06% expense ratio, which is lower than TMF's 1.09% expense ratio.


Expense ratio chart for TMF: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TMF: 1.09%
Expense ratio chart for EDV: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EDV: 0.06%

Risk-Adjusted Performance

EDV vs. TMF — Risk-Adjusted Performance Rank

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

EDV
The Risk-Adjusted Performance Rank of EDV is 2626
Overall Rank
The Sharpe Ratio Rank of EDV is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EDV is 2626
Omega Ratio Rank
The Calmar Ratio Rank of EDV is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EDV is 2525
Martin Ratio Rank

TMF
The Risk-Adjusted Performance Rank of TMF is 1717
Overall Rank
The Sharpe Ratio Rank of TMF is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of TMF is 1818
Sortino Ratio Rank
The Omega Ratio Rank of TMF is 1818
Omega Ratio Rank
The Calmar Ratio Rank of TMF is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TMF is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EDV vs. TMF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and Direxion Daily 20-Year Treasury Bull 3X (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.


The chart of Sharpe ratio for EDV, currently valued at 0.08, compared to the broader market-1.000.001.002.003.004.00
EDV: 0.08
TMF: -0.16
The chart of Sortino ratio for EDV, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.00
EDV: 0.25
TMF: 0.06
The chart of Omega ratio for EDV, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
EDV: 1.03
TMF: 1.01
The chart of Calmar ratio for EDV, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.00
EDV: 0.03
TMF: -0.08
The chart of Martin ratio for EDV, currently valued at 0.15, compared to the broader market0.0020.0040.0060.00
EDV: 0.15
TMF: -0.30

The current EDV Sharpe Ratio is 0.08, which is higher than the TMF Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of EDV and TMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.08
-0.16
EDV
TMF

Dividends

EDV vs. TMF - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.68%, more than TMF's 4.14% yield.


TTM20242023202220212020201920182017201620152014
EDV
Vanguard Extended Duration Treasury ETF
4.68%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%
TMF
Direxion Daily 20-Year Treasury Bull 3X
4.14%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%0.00%0.00%

Drawdowns

EDV vs. TMF - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, smaller than the maximum TMF drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for EDV and TMF. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-53.95%
-91.28%
EDV
TMF

Volatility

EDV vs. TMF - Volatility Comparison

The current volatility for Vanguard Extended Duration Treasury ETF (EDV) is 9.21%, while Direxion Daily 20-Year Treasury Bull 3X (TMF) has a volatility of 18.20%. This indicates that EDV 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
9.21%
18.20%
EDV
TMF