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FNGD vs. TECS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGD vs. TECS - 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 Technology Bear 3X Shares (TECS). 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 -27.13% return, which is significantly higher than TECS's -60.06% return.


FNGD

1D
7.44%
1M
2.40%
YTD
-27.13%
6M
-23.35%
1Y
-49.41%
3Y*
-65.49%
5Y*
-62.47%
10Y*

TECS

1D
11.54%
1M
-13.82%
YTD
-60.06%
6M
-58.34%
1Y
-76.73%
3Y*
-62.98%
5Y*
-57.09%
10Y*
-62.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGD vs. TECS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
-27.13%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-16.61%
TECS
Direxion Daily Technology Bear 3X Shares
-60.06%-62.44%-49.76%-74.45%45.05%-67.92%-87.79%-73.77%-0.55%

Correlation

The correlation between FNGD and TECS is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.88

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2018

0.86

The correlation between FNGD and TECS has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

FNGD vs. TECS — Risk / Return Rank

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

FNGD
FNGD Risk / Return Rank: 33
Overall Rank
FNGD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 33
Sortino Ratio Rank
FNGD Omega Ratio Rank: 33
Omega Ratio Rank
FNGD Calmar Ratio Rank: 33
Calmar Ratio Rank
FNGD Martin Ratio Rank: 11
Martin Ratio Rank

TECS
TECS Risk / Return Rank: 00
Overall Rank
TECS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TECS Sortino Ratio Rank: 00
Sortino Ratio Rank
TECS Omega Ratio Rank: 00
Omega Ratio Rank
TECS Calmar Ratio Rank: 11
Calmar Ratio Rank
TECS Martin Ratio Rank: 00
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. TECS - 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 Technology Bear 3X Shares (TECS). 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.


FNGDTECSDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

0.89

0.75

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.98

+0.23

Martin ratioReturn relative to average drawdown

-1.52

-1.86

+0.34

FNGD vs. TECS - Sharpe Ratio Comparison

The current FNGD Sharpe Ratio is -0.76, which is higher than the TECS Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of FNGD and TECS, 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

FNGD vs. TECS - Drawdown Comparison

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


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Drawdown Indicators


FNGDTECSDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-65.92%

-78.66%

+12.74%

Max Drawdown (3Y)

Largest decline over 3 years

-97.35%

-96.22%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-99.67%

-98.82%

-0.85%

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

-87.30%

-96.76%

+9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.15%

43.87%

-9.72%

Volatility

FNGD vs. TECS - Volatility Comparison

The current volatility for MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) is 33.07%, while Direxion Daily Technology Bear 3X Shares (TECS) has a volatility of 36.37%. This indicates that FNGD experiences smaller price fluctuations and is considered to be less risky than TECS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGDTECSDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.07%

36.37%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

53.22%

58.81%

-5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

65.50%

70.17%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.67%

75.65%

+14.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.30%

72.84%

+18.46%

FNGD vs. TECS - Expense Ratio Comparison

FNGD has a 0.95% expense ratio, which is lower than TECS's 1.08% expense ratio.


Dividends

FNGD vs. TECS - Dividend Comparison

FNGD has not paid dividends to shareholders, while TECS's dividend yield for the trailing twelve months is around 9.75%.


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%
TECS
Direxion Daily Technology Bear 3X Shares
9.75%5.83%5.24%7.52%0.00%0.00%1.50%2.40%0.72%

Frequently Asked Questions


FNGD and TECS have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TECS has higher volatility (36.37%) compared to FNGD (33.07%). In terms of maximum drawdown, FNGD dropped -100.00% vs TECS's -100.00%.

On 5-year performance, TECS leads with -57.09% vs -62.47% for FNGD. On fees, FNGD is cheaper at 0.95% per year. On volatility, FNGD has been the lower-risk option at 33.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TECS has performed better with a -57.09% return vs -62.47%. 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 1.08% for TECS.

TECS has the higher dividend yield at 9.75%, compared with 0.00% for FNGD.

FNGD tracks NYSE FANG+ Index (-300%), while TECS tracks Technology Select Sector Index (-300%). They also come from different issuers: BMO and Direxion. Their fees differ too: 0.95% for FNGD and 1.08% for TECS.

FNGD currently has the higher Sharpe Ratio (-0.76 vs -1.10), 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

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