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TARK vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TARK vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long Innovation ETF (TARK) 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, TARK achieves a -19.75% return, which is significantly lower than TMF's -15.88% return.


TARK

1D
6.24%
1M
-19.46%
6M
-12.47%
YTD
-19.75%
1Y
-13.16%
3Y*
9.51%
5Y*
10Y*
ALL TIME*
-8.55%

TMF

1D
0.95%
1M
-11.21%
6M
-14.16%
YTD
-15.88%
1Y
-17.67%
3Y*
-18.84%
5Y*
-35.05%
10Y*
-18.33%
ALL TIME*
-6.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$641.51K$642.89K$719.11K
$168.22M$133.63M$127.70M

TARK vs. TMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
TARK
Tradr 2X Long Innovation ETF
-19.75%41.00%-4.85%121.37%-71.31%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-15.88%-2.94%-35.95%-13.01%-46.35%

Correlation

The correlation between TARK and TMF is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (3Y)
Balances recent behavior with more history.

0.16

Correlation (All Time)
Calculated using the full available price history since May 2, 2022

0.16

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Return for Risk

TARK vs. TMF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TARK
TARK Risk / Return Rank: 1010
Overall Rank
TARK Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TARK Sortino Ratio Rank: 1212
Sortino Ratio Rank
TARK Omega Ratio Rank: 1212
Omega Ratio Rank
TARK Calmar Ratio Rank: 88
Calmar Ratio Rank
TARK Martin Ratio Rank: 88
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 44
Overall Rank
TMF Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 44
Sortino Ratio Rank
TMF Omega Ratio Rank: 44
Omega Ratio Rank
TMF Calmar Ratio Rank: 44
Calmar Ratio Rank
TMF Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TARK vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Innovation ETF (TARK) 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.

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.


TARKTMFDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.03

0.91

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.23

-0.62

+0.39

Martin ratioReturn relative to average drawdown

-0.39

-1.25

+0.85

TARK vs. TMF - Sharpe Ratio Comparison

The current TARK Sharpe Ratio is -0.18, which is higher than the TMF Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of TARK and TMF, 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

TARK vs. TMF - Drawdown Comparison

The maximum TARK drawdown since its inception was -77.82%, smaller than the maximum TMF drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for TARK and TMF.


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Drawdown Indicators


TARKTMFDifference

Max Drawdown

Largest peak-to-trough decline

-77.82%

-93.10%

+15.28%

Max Drawdown (1Y)

Largest decline over 1 year

-57.57%

-28.69%

-28.88%

Max Drawdown (3Y)

Largest decline over 3 years

-65.55%

-50.64%

-14.91%

Max Drawdown (5Y)

Largest decline over 5 years

-89.14%

Max Drawdown (10Y)

Largest decline over 10 years

-93.10%

Current Drawdown

Current decline from peak

-47.20%

-93.04%

+45.84%

Average Drawdown

Average peak-to-trough decline

-50.54%

-44.08%

-6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.59%

14.21%

+19.38%

Volatility

TARK vs. TMF - Volatility Comparison

Tradr 2X Long Innovation ETF (TARK) has a higher volatility of 21.64% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 7.36%. This indicates that TARK's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TARKTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.64%

7.36%

+14.28%

Volatility (6M)

Calculated over the trailing 6-month period

55.01%

19.96%

+35.05%

Volatility (1Y)

Calculated over the trailing 1-year period

72.09%

27.08%

+45.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.17%

46.37%

+43.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.17%

43.71%

+46.46%

TARK vs. TMF - Expense Ratio Comparison

TARK has a 1.15% expense ratio, which is higher than TMF's 1.01% expense ratio.


Dividends

TARK vs. TMF - Dividend Comparison

TARK's dividend yield for the trailing twelve months is around 37.38%, more than TMF's 4.69% yield.


PositionTTM202520242023202220212020201920182017
TARK
Tradr 2X Long Innovation ETF
37.38%30.00%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.69%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


TARK and TMF have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TARK has higher volatility (21.64%) compared to TMF (7.36%). In terms of maximum drawdown, TARK dropped -77.82% vs TMF's -93.10%.

On 3-year performance, TARK leads with 9.51% vs -18.84% for TMF. On fees, TMF is cheaper at 1.01% per year. On volatility, TMF has been the lower-risk option at 7.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TARK has performed better with a 9.51% return vs -18.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMF is cheaper with a 1.01% expense ratio, compared with 1.15% for TARK.

TARK has the higher dividend yield at 37.38%, compared with 4.69% for TMF.

TARK is categorized as Leveraged Equities, while TMF is Leveraged Bonds. They also come from different issuers: AXS and Direxion. Their fees differ too: 1.15% for TARK and 1.01% for TMF.

TARK currently has the higher Sharpe Ratio (-0.18 vs -0.66), 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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