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MINT vs. SPDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MINT vs. SPDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Enhanced Short Maturity Active ETF (MINT) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MINT achieves a 1.86% return, which is significantly higher than SPDN's -5.89% return. Over the past 10 years, MINT has outperformed SPDN with an annualized return of 2.71%, while SPDN has yielded a comparatively lower -12.43% annualized return.


MINT

1D
0.01%
1M
0.35%
YTD
1.86%
6M
2.21%
1Y
4.65%
3Y*
5.38%
5Y*
3.48%
10Y*
2.71%

SPDN

1D
-0.11%
1M
0.11%
YTD
-5.89%
6M
-5.63%
1Y
-14.82%
3Y*
-12.12%
5Y*
-8.55%
10Y*
-12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MINT vs. SPDN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MINT
PIMCO Enhanced Short Maturity Active ETF
1.86%4.74%5.94%6.26%-1.01%-0.03%1.62%3.34%1.72%1.86%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-5.89%-11.09%-12.88%-15.04%18.63%-23.72%-24.56%-21.94%5.41%-17.16%

Correlation

The correlation between MINT and SPDN is -0.02, 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

-0.02

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

-0.06

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

-0.11

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2016

-0.04

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Return for Risk

MINT vs. SPDN — Risk / Return Rank

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

MINT
MINT Risk / Return Rank: 100100
Overall Rank
MINT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MINT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MINT Omega Ratio Rank: 100100
Omega Ratio Rank
MINT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MINT Martin Ratio Rank: 100100
Martin Ratio Rank

SPDN
SPDN Risk / Return Rank: 11
Overall Rank
SPDN Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 11
Sortino Ratio Rank
SPDN Omega Ratio Rank: 11
Omega Ratio Rank
SPDN Calmar Ratio Rank: 22
Calmar Ratio Rank
SPDN Martin Ratio Rank: 11
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.

MINT vs. SPDN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Short Maturity Active ETF (MINT) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). 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.


MINTSPDNDifference
Sharpe ratioReturn per unit of total volatility

+18.35

Sortino ratioReturn per unit of downside risk

+66.99

Omega ratioGain probability vs. loss probability

20.44

0.81

+19.63

Calmar ratioReturn relative to maximum drawdown

93.88

-0.84

+94.72

Martin ratioReturn relative to average drawdown

935.03

-1.53

+936.56

MINT vs. SPDN - Sharpe Ratio Comparison

The current MINT Sharpe Ratio is 17.14, which is higher than the SPDN Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of MINT and SPDN, 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


MINTSPDNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

17.14

-1.21

+18.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.01

-0.51

+6.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.88

-0.69

+3.57

Sharpe Ratio (All Time)

Calculated using the full available price history

2.47

-0.69

+3.15

Drawdowns

MINT vs. SPDN - Drawdown Comparison

The maximum MINT drawdown since its inception was -4.62%, smaller than the maximum SPDN drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for MINT and SPDN.


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Drawdown Indicators


MINTSPDNDifference

Max Drawdown

Largest peak-to-trough decline

-4.62%

-75.31%

+70.69%

Max Drawdown (1Y)

Largest decline over 1 year

-0.05%

-17.73%

+17.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.16%

-38.24%

+38.08%

Max Drawdown (5Y)

Largest decline over 5 years

-2.42%

-43.85%

+41.43%

Max Drawdown (10Y)

Largest decline over 10 years

-4.62%

-75.31%

+70.69%

Current Drawdown

Current decline from peak

0.00%

-74.65%

+74.65%

Average Drawdown

Average peak-to-trough decline

-0.17%

-48.57%

+48.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

9.71%

-9.71%

Volatility

MINT vs. SPDN - Volatility Comparison

The current volatility for PIMCO Enhanced Short Maturity Active ETF (MINT) is 0.09%, while Direxion Daily S&P 500 Bear 1x Shares (SPDN) has a volatility of 3.55%. This indicates that MINT experiences smaller price fluctuations and is considered to be less risky than SPDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MINTSPDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

3.55%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

9.44%

-9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

12.33%

-12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

16.90%

-16.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.95%

18.05%

-17.10%

MINT vs. SPDN - Expense Ratio Comparison

MINT has a 0.36% expense ratio, which is lower than SPDN's 0.50% expense ratio.


Dividends

MINT vs. SPDN - Dividend Comparison

MINT's dividend yield for the trailing twelve months is around 4.28%, more than SPDN's 4.01% yield.


PositionTTM20252024202320222021202020192018201720162015
MINT
PIMCO Enhanced Short Maturity Active ETF
4.28%4.63%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
4.01%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%0.00%0.00%

Frequently Asked Questions


MINT and SPDN have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPDN has higher volatility (3.55%) compared to MINT (0.09%). In terms of maximum drawdown, MINT dropped -4.62% vs SPDN's -75.31%.

On 10-year performance, MINT leads with 2.71% vs -12.43% for SPDN. On fees, MINT is cheaper at 0.36% per year. On volatility, MINT has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MINT has performed better with a 2.71% return vs -12.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MINT is cheaper with a 0.36% expense ratio, compared with 0.50% for SPDN.

MINT has the higher dividend yield at 4.28%, compared with 4.01% for SPDN.

MINT is categorized as Ultrashort Bond, while SPDN is Inverse Equities. They also come from different issuers: PIMCO and Direxion. Their fees differ too: 0.36% for MINT and 0.50% for SPDN.

MINT currently has the higher Sharpe Ratio (17.14 vs -1.21), 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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