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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 ETF (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 4.28% return, which is significantly higher than TMF's -16.67% return. Over the past 10 years, FAS has outperformed TMF with an annualized return of 22.40%, while TMF has yielded a comparatively lower -18.47% annualized return.


FAS

1D
-0.26%
1M
6.21%
6M
13.95%
YTD
4.28%
1Y
20.90%
3Y*
39.15%
5Y*
13.37%
10Y*
22.40%
ALL TIME*
14.10%

TMF

1D
-2.08%
1M
-12.05%
6M
-15.79%
YTD
-16.67%
1Y
-18.44%
3Y*
-20.63%
5Y*
-34.74%
10Y*
-18.47%
ALL TIME*
-6.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$68.48M$83.31M$86.79M
$161.82M$130.43M$127.82M

FAS vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAS
Direxion Daily Financial Bull 3X ETF
4.28%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
-16.67%-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 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.02

Correlation (10Y)
Provides a long-term view across more market conditions.

-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 0.14 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FAS vs. TMF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FAS
FAS Risk / Return Rank: 1919
Overall Rank
FAS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
FAS Sortino Ratio Rank: 2121
Sortino Ratio Rank
FAS Omega Ratio Rank: 2121
Omega Ratio Rank
FAS Calmar Ratio Rank: 1717
Calmar Ratio Rank
FAS Martin Ratio Rank: 1616
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 55
Overall Rank
TMF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 55
Sortino Ratio Rank
TMF Omega Ratio Rank: 55
Omega Ratio Rank
TMF Calmar Ratio Rank: 55
Calmar Ratio Rank
TMF Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FAS vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Financial Bull 3X ETF (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

+0.88

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.09

0.93

+0.16

Calmar ratioReturn relative to maximum drawdown

0.35

-0.53

+0.88

Martin ratioReturn relative to average drawdown

0.78

-1.07

+1.84

FAS vs. TMF - Sharpe Ratio Comparison

The current FAS Sharpe Ratio is 0.33, which is higher than the TMF Sharpe Ratio of -0.55. 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 -93.10%. 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%

-93.10%

+1.49%

Max Drawdown (1Y)

Largest decline over 1 year

-40.88%

-28.69%

-12.19%

Max Drawdown (3Y)

Largest decline over 3 years

-43.10%

-50.64%

+7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-66.88%

-89.14%

+22.26%

Max Drawdown (10Y)

Largest decline over 10 years

-85.99%

-93.10%

+7.11%

Current Drawdown

Current decline from peak

-4.32%

-93.10%

+88.78%

Average Drawdown

Average peak-to-trough decline

-30.97%

-44.07%

+13.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.40%

14.10%

+4.30%

Volatility

FAS vs. TMF - Volatility Comparison

Direxion Daily Financial Bull 3X ETF (FAS) has a higher volatility of 11.99% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.21%. 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

11.99%

7.21%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

32.90%

19.98%

+12.92%

Volatility (1Y)

Calculated over the trailing 1-year period

43.83%

27.35%

+16.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.99%

46.36%

+8.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.11%

43.70%

+17.41%

FAS vs. TMF - Expense Ratio Comparison

FAS has a 0.88% 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 8.05%, more than TMF's 4.74% yield.


PositionTTM202520242023202220212020201920182017
FAS
Direxion Daily Financial Bull 3X ETF
8.05%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
4.74%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 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAS has higher volatility (11.99%) compared to TMF (7.21%). In terms of maximum drawdown, FAS dropped -91.61% vs TMF's -93.10%.

On 10-year performance, FAS leads with 22.40% vs -18.47% for TMF. On fees, FAS is cheaper at 0.88% per year. On volatility, TMF has been the lower-risk option at 7.21%. 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 22.40% return vs -18.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FAS is cheaper with a 0.88% expense ratio, compared with 1.01% for TMF.

FAS has the higher dividend yield at 8.05%, compared with 4.74% for TMF.

FAS is categorized as Leveraged Equities, while TMF is Leveraged Bonds. FAS tracks Financial Select Sector Index, while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 0.88% for FAS and 1.01% for TMF.

FAS currently has the higher Sharpe Ratio (0.33 vs -0.55), 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

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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