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FAZ vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAZ vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Financial Bear 3X Shares (FAZ) 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, FAZ achieves a -12.56% return, which is significantly lower than TMF's -10.00% return. Over the past 10 years, FAZ has underperformed TMF with an annualized return of -44.36%, while TMF has yielded a comparatively higher -17.81% annualized return.


FAZ

1D
-0.90%
1M
-12.87%
6M
-14.37%
YTD
-12.56%
1Y
-24.30%
3Y*
-40.38%
5Y*
-32.90%
10Y*
-44.36%

TMF

1D
-0.03%
1M
-6.57%
6M
-13.01%
YTD
-10.00%
1Y
-2.84%
3Y*
-21.08%
5Y*
-33.44%
10Y*
-17.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAZ vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAZ
Direxion Daily Financial Bear 3X Shares
-12.56%-37.21%-51.01%-26.67%1.16%-67.05%-73.90%-58.62%16.84%-46.18%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-10.00%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between FAZ and TMF is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

-0.13

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 FAZ and TMF shifts across timeframes, from -0.13 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FAZ vs. TMF — Risk / Return Rank

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

FAZ
FAZ Risk / Return Rank: 44
Overall Rank
FAZ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FAZ Sortino Ratio Rank: 55
Sortino Ratio Rank
FAZ Omega Ratio Rank: 55
Omega Ratio Rank
FAZ Calmar Ratio Rank: 44
Calmar Ratio Rank
FAZ Martin Ratio Rank: 11
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.

FAZ vs. TMF - Risk-Adjusted Trends Comparison

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


FAZTMFDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

0.93

1.01

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.60

-0.11

-0.50

Martin ratioReturn relative to average drawdown

-1.47

-0.22

-1.26

FAZ vs. TMF - Sharpe Ratio Comparison

The current FAZ Sharpe Ratio is -0.56, which is lower than the TMF Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of FAZ 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

FAZ vs. TMF - Drawdown Comparison

The maximum FAZ drawdown since its inception was -100.00%, which is greater than TMF's maximum drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for FAZ and TMF.


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Drawdown Indicators


FAZTMFDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-92.89%

-7.11%

Max Drawdown (1Y)

Largest decline over 1 year

-40.37%

-26.51%

-13.86%

Max Drawdown (3Y)

Largest decline over 3 years

-84.31%

-55.14%

-29.17%

Max Drawdown (5Y)

Largest decline over 5 years

-88.07%

-88.81%

+0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-99.72%

-92.89%

-6.83%

Current Drawdown

Current decline from peak

-100.00%

-92.55%

-7.45%

Average Drawdown

Average peak-to-trough decline

-99.12%

-43.94%

-55.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.53%

13.06%

+3.47%

Volatility

FAZ vs. TMF - Volatility Comparison

Direxion Daily Financial Bear 3X Shares (FAZ) has a higher volatility of 12.53% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.49%. This indicates that FAZ'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


FAZTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.53%

7.49%

+5.04%

Volatility (6M)

Calculated over the trailing 6-month period

33.10%

19.82%

+13.28%

Volatility (1Y)

Calculated over the trailing 1-year period

43.71%

27.47%

+16.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.53%

46.49%

+9.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.83%

43.70%

+18.13%

FAZ vs. TMF - Expense Ratio Comparison

FAZ has a 1.07% expense ratio, which is higher than TMF's 1.01% expense ratio.


Dividends

FAZ vs. TMF - Dividend Comparison

FAZ's dividend yield for the trailing twelve months is around 3.54%, less than TMF's 4.39% yield.


PositionTTM202520242023202220212020201920182017
FAZ
Direxion Daily Financial Bear 3X Shares
3.54%5.07%7.34%4.88%0.00%0.00%0.62%1.63%0.56%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.39%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


FAZ and TMF have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAZ has higher volatility (12.53%) compared to TMF (7.49%). In terms of maximum drawdown, FAZ dropped -100.00% vs TMF's -92.89%.

On 10-year performance, TMF leads with -17.81% vs -44.36% for FAZ. On fees, TMF is cheaper at 1.01% per year. On volatility, TMF has been the lower-risk option at 7.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TMF has performed better with a -17.81% return vs -44.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMF is cheaper with a 1.01% expense ratio, compared with 1.07% for FAZ.

TMF has the higher dividend yield at 4.39%, compared with 3.54% for FAZ.

FAZ is categorized as Leveraged Equities, while TMF is Leveraged Bonds. FAZ tracks Russell 1000 Financial Services Index (-300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 1.07% for FAZ and 1.01% for TMF.

TMF currently has the higher Sharpe Ratio (-0.10 vs -0.56), 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 FAZ and TMF

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