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MSFD vs. FTEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFD vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MSFT Bear 1X Shares (MSFD) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with MSFD having a 24.19% return and FTEC slightly lower at 23.56%.


MSFD

1D
-3.08%
1M
9.58%
YTD
24.19%
6M
25.23%
1Y
26.45%
3Y*
-3.55%
5Y*
10Y*

FTEC

1D
-3.70%
1M
0.35%
YTD
23.56%
6M
21.69%
1Y
47.58%
3Y*
30.58%
5Y*
19.77%
10Y*
25.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFD vs. FTEC - Yearly Performance Comparison


2026 (YTD)2025202420232022
MSFD
Direxion Daily MSFT Bear 1X Shares
24.19%-13.36%-7.86%-35.90%3.88%
FTEC
Fidelity MSCI Information Technology Index ETF
23.56%22.11%29.40%53.30%-5.46%

Correlation

The correlation between MSFD and FTEC is -0.51, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.51

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

-0.66

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2022

-0.72

Over the past year, the inverse relationship between MSFD and FTEC has weakened: their correlation has moved from -0.72 to -0.51, meaning they move in opposite directions less often than they have historically.

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Return for Risk

MSFD vs. FTEC — Risk / Return Rank

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

MSFD
MSFD Risk / Return Rank: 2929
Overall Rank
MSFD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MSFD Sortino Ratio Rank: 3232
Sortino Ratio Rank
MSFD Omega Ratio Rank: 3232
Omega Ratio Rank
MSFD Calmar Ratio Rank: 2525
Calmar Ratio Rank
MSFD Martin Ratio Rank: 2828
Martin Ratio Rank

FTEC
FTEC Risk / Return Rank: 6060
Overall Rank
FTEC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 5757
Sortino Ratio Rank
FTEC Omega Ratio Rank: 5959
Omega Ratio Rank
FTEC Calmar Ratio Rank: 6262
Calmar Ratio Rank
FTEC Martin Ratio Rank: 5454
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.

MSFD vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MSFT Bear 1X Shares (MSFD) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


MSFDFTECDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

1.14

2.94

-1.80

Martin ratioReturn relative to average drawdown

3.69

9.03

-5.34

MSFD vs. FTEC - Sharpe Ratio Comparison

The current MSFD Sharpe Ratio is 1.01, which is lower than the FTEC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of MSFD and FTEC, 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

MSFD vs. FTEC - Drawdown Comparison

The maximum MSFD drawdown since its inception was -59.90%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for MSFD and FTEC.


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Drawdown Indicators


MSFDFTECDifference

Max Drawdown

Largest peak-to-trough decline

-59.90%

-34.95%

-24.95%

Max Drawdown (1Y)

Largest decline over 1 year

-23.25%

-16.26%

-6.99%

Max Drawdown (3Y)

Largest decline over 3 years

-40.50%

-27.30%

-13.20%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.95%

Current Drawdown

Current decline from peak

-43.99%

-7.72%

-36.27%

Average Drawdown

Average peak-to-trough decline

-41.61%

-5.57%

-36.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

5.28%

+2.07%

Volatility

MSFD vs. FTEC - Volatility Comparison

Direxion Daily MSFT Bear 1X Shares (MSFD) and Fidelity MSCI Information Technology Index ETF (FTEC) have volatilities of 11.74% and 11.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFDFTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.74%

11.42%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

22.81%

18.65%

+4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

22.79%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.27%

25.60%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.27%

24.86%

+1.41%

MSFD vs. FTEC - Expense Ratio Comparison

MSFD has a 1.06% expense ratio, which is higher than FTEC's 0.08% expense ratio.


Dividends

MSFD vs. FTEC - Dividend Comparison

MSFD's dividend yield for the trailing twelve months is around 2.52%, more than FTEC's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
FTEC
Fidelity MSCI Information Technology Index ETF
0.36%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
MSFD
Direxion Daily MSFT Bear 1X Shares
2.52%3.33%4.46%4.43%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MSFD and FTEC have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFD has higher volatility (11.74%) compared to FTEC (11.42%). In terms of maximum drawdown, MSFD dropped -59.90% vs FTEC's -34.95%.

On 3-year performance, FTEC leads with 30.58% vs -3.55% for MSFD. On fees, FTEC is cheaper at 0.08% per year. On volatility, FTEC has been the lower-risk option at 11.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FTEC has performed better with a 30.58% return vs -3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTEC is cheaper with a 0.08% expense ratio, compared with 1.06% for MSFD.

MSFD has the higher dividend yield at 2.52%, compared with 0.36% for FTEC.

MSFD is categorized as Inverse Equities, while FTEC is Technology Equities. MSFD tracks Microsoft Corporation (-100%), while FTEC tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: Direxion and Fidelity. Their fees differ too: 1.06% for MSFD and 0.08% for FTEC.

FTEC currently has the higher Sharpe Ratio (2.10 vs 1.01), 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 MSFD and FTEC

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