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FAS vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAS vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Financial Bull 3X Shares (FAS) 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, FAS achieves a -10.50% return, which is significantly lower than TMF's -4.67% return. Over the past 10 years, FAS has outperformed TMF with an annualized return of 22.50%, while TMF has yielded a comparatively lower -16.87% annualized return.


FAS

1D
0.67%
1M
11.10%
YTD
-10.50%
6M
-13.84%
1Y
5.47%
3Y*
41.93%
5Y*
9.82%
10Y*
22.50%

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)

FAS vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAS
Direxion Daily Financial Bull 3X Shares
-10.50%21.48%84.47%14.92%-43.19%116.59%-34.97%113.04%-33.84%67.37%
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%-11.01%22.72%

Correlation

The correlation between FAS and TMF is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.14

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

0.01

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

-0.18

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

-0.30

The correlation between FAS and TMF shifts across timeframes, from -0.30 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FAS vs. TMF — Risk / Return Rank

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

FAS
FAS Risk / Return Rank: 1111
Overall Rank
FAS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FAS Sortino Ratio Rank: 1111
Sortino Ratio Rank
FAS Omega Ratio Rank: 1111
Omega Ratio Rank
FAS Calmar Ratio Rank: 1010
Calmar Ratio Rank
FAS Martin Ratio Rank: 1010
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.

FAS vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Financial Bull 3X Shares (FAS) 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.


FASTMFDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.06

1.01

+0.05

Calmar ratioReturn relative to maximum drawdown

0.13

-0.11

+0.24

Martin ratioReturn relative to average drawdown

0.30

-0.23

+0.53

FAS vs. TMF - Sharpe Ratio Comparison

The current FAS Sharpe Ratio is 0.13, which is higher than the TMF Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of FAS 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

FAS vs. TMF - Drawdown Comparison

The maximum FAS drawdown since its inception was -91.61%, roughly equal to the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for FAS and TMF.


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Drawdown Indicators


FASTMFDifference

Max Drawdown

Largest peak-to-trough decline

-91.61%

-92.89%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-40.88%

-26.51%

-14.37%

Max Drawdown (3Y)

Largest decline over 3 years

-43.10%

-56.09%

+12.99%

Max Drawdown (5Y)

Largest decline over 5 years

-66.88%

-88.81%

+21.93%

Max Drawdown (10Y)

Largest decline over 10 years

-85.99%

-92.89%

+6.90%

Current Drawdown

Current decline from peak

-17.88%

-92.11%

+74.23%

Average Drawdown

Average peak-to-trough decline

-31.10%

-43.76%

+12.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.17%

12.26%

+5.91%

Volatility

FAS vs. TMF - Volatility Comparison

Direxion Daily Financial Bull 3X Shares (FAS) has a higher volatility of 12.26% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 6.50%. This indicates that FAS's price experiences larger fluctuations and is considered to be riskier 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


FASTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.26%

6.50%

+5.76%

Volatility (6M)

Calculated over the trailing 6-month period

33.44%

19.35%

+14.09%

Volatility (1Y)

Calculated over the trailing 1-year period

43.36%

27.91%

+15.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.35%

46.59%

+8.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.18%

43.86%

+17.32%

FAS vs. TMF - Expense Ratio Comparison

FAS has a 1.00% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

FAS vs. TMF - Dividend Comparison

FAS's dividend yield for the trailing twelve months is around 9.32%, more than TMF's 4.09% yield.


PositionTTM202520242023202220212020201920182017
FAS
Direxion Daily Financial Bull 3X Shares
9.32%8.21%0.76%1.77%0.91%0.60%0.47%0.62%1.43%0.11%
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


FAS and TMF have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAS has higher volatility (12.26%) compared to TMF (6.50%). In terms of maximum drawdown, FAS dropped -91.61% vs TMF's -92.89%.

On 10-year performance, FAS leads with 22.50% vs -16.87% for TMF. On fees, FAS is cheaper at 1.00% per year. On volatility, TMF has been the lower-risk option at 6.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FAS has performed better with a 22.50% return vs -16.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FAS is cheaper with a 1.00% expense ratio, compared with 1.01% for TMF.

FAS has the higher dividend yield at 9.32%, compared with 4.09% for TMF.

FAS is categorized as Leveraged Equities, while TMF is Leveraged Bonds. FAS tracks Russell 1000 Financial Services Index (300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 1.00% for FAS and 1.01% for TMF.

FAS currently has the higher Sharpe Ratio (0.13 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 FAS and TMF

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