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QCMD vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCMD vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily QCOM Bear 1X Shares (QCMD) 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, QCMD achieves a -38.50% return, which is significantly lower than TMF's -5.59% return.


QCMD

1D
2.78%
1M
-28.50%
YTD
-38.50%
6M
-37.36%
1Y
3Y*
5Y*
10Y*

TMF

1D
0.57%
1M
0.40%
YTD
-5.59%
6M
-9.73%
1Y
-3.14%
3Y*
-20.49%
5Y*
-30.44%
10Y*
-16.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCMD vs. TMF - Yearly Performance Comparison


Correlation

The correlation between QCMD and TMF is -0.12, 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 (All Time)
Calculated using the full available price history since Jun 26, 2025

-0.12

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Return for Risk

QCMD vs. TMF — Risk / Return Rank

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

QCMD

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.

QCMD vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily QCOM Bear 1X Shares (QCMD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QCMD vs. TMF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QCMDTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.01

-0.13

-0.88

Drawdowns

QCMD vs. TMF - Drawdown Comparison

The maximum QCMD drawdown since its inception was -56.03%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for QCMD and TMF.


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Drawdown Indicators


QCMDTMFDifference

Max Drawdown

Largest peak-to-trough decline

-56.03%

-92.89%

+36.86%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

Max Drawdown (3Y)

Largest decline over 3 years

-56.31%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-54.81%

-92.18%

+37.37%

Average Drawdown

Average peak-to-trough decline

-13.32%

-43.64%

+30.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.55%

Volatility

QCMD vs. TMF - Volatility Comparison


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Volatility by Period


QCMDTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

Volatility (6M)

Calculated over the trailing 6-month period

19.02%

Volatility (1Y)

Calculated over the trailing 1-year period

47.28%

28.76%

+18.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.28%

46.72%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.28%

43.91%

+3.37%

QCMD vs. TMF - Expense Ratio Comparison

QCMD has a 1.00% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

QCMD vs. TMF - Dividend Comparison

QCMD's dividend yield for the trailing twelve months is around 3.86%, less than TMF's 4.13% yield.


PositionTTM202520242023202220212020201920182017
QCMD
Direxion Daily QCOM Bear 1X Shares
3.86%1.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.13%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


QCMD and TMF have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QCMD is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QCMD is cheaper with a 1.00% expense ratio, compared with 1.01% for TMF.

TMF has the higher dividend yield at 4.13%, compared with 3.86% for QCMD.

QCMD is categorized as Inverse Equities, while TMF is Leveraged Bonds. Their fees differ too: 1.00% for QCMD and 1.01% for TMF.

Portfolio Optimizer

Find the right allocation for QCMD and TMF

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