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FNGD vs. JDST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGD vs. JDST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) and Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNGD achieves a -43.70% return, which is significantly lower than JDST's -35.89% return.


FNGD

1D
1.51%
1M
-31.76%
YTD
-43.70%
6M
-34.07%
1Y
-62.82%
3Y*
-69.63%
5Y*
-66.27%
10Y*

JDST

1D
-1.51%
1M
-7.51%
YTD
-35.89%
6M
-46.82%
1Y
-81.68%
3Y*
-69.10%
5Y*
-52.94%
10Y*
-64.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGD vs. JDST - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
-43.70%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-13.73%
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
-35.89%-91.10%-40.98%-28.29%-26.25%10.97%-95.97%-80.30%8.86%

Correlation

The correlation between FNGD and JDST is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.22

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2018

0.20

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Return for Risk

FNGD vs. JDST — Risk / Return Rank

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

FNGD
FNGD Risk / Return Rank: 11
Overall Rank
FNGD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 11
Sortino Ratio Rank
FNGD Omega Ratio Rank: 11
Omega Ratio Rank
FNGD Calmar Ratio Rank: 11
Calmar Ratio Rank
FNGD Martin Ratio Rank: 00
Martin Ratio Rank

JDST
JDST Risk / Return Rank: 11
Overall Rank
JDST Sharpe Ratio Rank: 22
Sharpe Ratio Rank
JDST Sortino Ratio Rank: 11
Sortino Ratio Rank
JDST Omega Ratio Rank: 11
Omega Ratio Rank
JDST Calmar Ratio Rank: 11
Calmar Ratio Rank
JDST Martin Ratio Rank: 22
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.

FNGD vs. JDST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) and Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST). 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.


FNGDJDSTDifference

Sharpe ratio

Return per unit of total volatility

-1.07

-0.83

-0.24

Sortino ratio

Return per unit of downside risk

-1.88

-1.79

-0.09

Omega ratio

Gain probability vs. loss probability

0.79

0.81

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.97

-0.94

-0.03

Martin ratio

Return relative to average drawdown

-1.91

-1.29

-0.63

FNGD vs. JDST - Sharpe Ratio Comparison

The current FNGD Sharpe Ratio is -1.07, which is comparable to the JDST Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of FNGD and JDST, 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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Sharpe Ratios by Period


FNGDJDSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.07

-0.83

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.75

-0.66

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

-0.59

-0.19

Drawdowns

FNGD vs. JDST - Drawdown Comparison

The maximum FNGD drawdown since its inception was -100.00%, roughly equal to the maximum JDST drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for FNGD and JDST.


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Drawdown Indicators


FNGDJDSTDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-65.92%

-88.98%

+23.06%

Max Drawdown (3Y)

Largest decline over 3 years

-97.37%

-98.58%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-99.67%

-99.28%

-0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-87.24%

-95.32%

+8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.47%

65.20%

-31.73%

Volatility

FNGD vs. JDST - Volatility Comparison

The current volatility for MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) is 16.71%, while Direxion Daily Junior Gold Miners Index Bear 2X Shares (JDST) has a volatility of 32.18%. This indicates that FNGD experiences smaller price fluctuations and is considered to be less risky than JDST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGDJDSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.71%

32.18%

-15.47%

Volatility (6M)

Calculated over the trailing 6-month period

45.80%

79.24%

-33.44%

Volatility (1Y)

Calculated over the trailing 1-year period

58.66%

98.90%

-40.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.79%

80.87%

+7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.02%

104.74%

-13.72%

FNGD vs. JDST - Expense Ratio Comparison

FNGD has a 0.95% expense ratio, which is lower than JDST's 1.10% expense ratio.


Dividends

FNGD vs. JDST - Dividend Comparison

FNGD has not paid dividends to shareholders, while JDST's dividend yield for the trailing twelve months is around 12.55%.


PositionTTM20252024202320222021202020192018
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
12.55%15.08%6.50%4.81%0.00%0.00%11.75%3.16%0.57%

Frequently Asked Questions


FNGD and JDST have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JDST has higher volatility (32.18%) compared to FNGD (16.71%). In terms of maximum drawdown, FNGD dropped -100.00% vs JDST's -100.00%.

On 5-year performance, JDST leads with -52.94% vs -66.27% for FNGD. On fees, FNGD is cheaper at 0.95% per year. On volatility, FNGD has been the lower-risk option at 16.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JDST has performed better with a -52.94% return vs -66.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNGD is cheaper with a 0.95% expense ratio, compared with 1.10% for JDST.

JDST has the higher dividend yield at 12.55%, compared with 0.00% for FNGD.

FNGD tracks NYSE FANG+ Index (-300%), while JDST tracks MVIS Global Junior Gold Miners Index (-300%). They also come from different issuers: BMO and Direxion. Their fees differ too: 0.95% for FNGD and 1.10% for JDST.

JDST currently has the higher Sharpe Ratio (-0.83 vs -1.07), 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

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