PortfoliosLab logoPortfoliosLab logo
TARK vs. TMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 (TMF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TARK vs. TMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
TARK
Tradr 2X Long Innovation ETF
-27.41%41.00%-4.85%121.37%-73.35%
TMF
Direxion Daily 20-Year Treasury Bull 3X
-2.78%-2.94%-35.95%-13.01%-43.39%

Returns By Period

In the year-to-date period, TARK achieves a -27.41% return, which is significantly lower than TMF's -2.78% return.


TARK

1D
12.58%
1M
-16.10%
YTD
-27.41%
6M
-45.62%
1Y
56.77%
3Y*
11.75%
5Y*
10Y*

TMF

1D
-0.19%
1M
-13.14%
YTD
-2.78%
6M
-8.60%
1Y
-14.86%
3Y*
-23.40%
5Y*
-29.30%
10Y*
-15.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TARK vs. TMF - Expense Ratio Comparison

TARK has a 1.15% expense ratio, which is higher than TMF's 1.09% expense ratio.


Return for Risk

TARK vs. TMF — Risk / Return Rank

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

TARK
TARK Risk / Return Rank: 4040
Overall Rank
TARK Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TARK Sortino Ratio Rank: 5858
Sortino Ratio Rank
TARK Omega Ratio Rank: 4646
Omega Ratio Rank
TARK Calmar Ratio Rank: 3434
Calmar Ratio Rank
TARK Martin Ratio Rank: 2626
Martin Ratio Rank

TMF
TMF Risk / Return Rank: 55
Overall Rank
TMF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 55
Sortino Ratio Rank
TMF Omega Ratio Rank: 55
Omega Ratio Rank
TMF Calmar Ratio Rank: 55
Calmar Ratio Rank
TMF Martin Ratio Rank: 77
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.

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 (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.


TARKTMFDifference

Sharpe ratio

Return per unit of total volatility

0.68

-0.44

+1.12

Sortino ratio

Return per unit of downside risk

1.48

-0.41

+1.88

Omega ratio

Gain probability vs. loss probability

1.17

0.95

+0.22

Calmar ratio

Return relative to maximum drawdown

0.86

-0.46

+1.32

Martin ratio

Return relative to average drawdown

2.03

-0.74

+2.76

TARK vs. TMF - Sharpe Ratio Comparison

The current TARK Sharpe Ratio is 0.68, which is higher than the TMF Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of TARK and TMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TARKTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

-0.44

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

-0.13

-0.01

Correlation

The correlation between TARK and TMF is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TARK vs. TMF - Dividend Comparison

TARK's dividend yield for the trailing twelve months is around 41.32%, more than TMF's 4.01% yield.


TTM202520242023202220212020201920182017
TARK
Tradr 2X Long Innovation ETF
41.32%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
4.01%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Drawdowns

TARK vs. TMF - Drawdown Comparison

The maximum TARK drawdown since its inception was -77.82%, smaller than the maximum TMF drawdown of -92.61%. Use the drawdown chart below to compare losses from any high point for TARK and TMF.


Loading graphics...

Drawdown Indicators


TARKTMFDifference

Max Drawdown

Largest peak-to-trough decline

-77.82%

-92.61%

+14.79%

Max Drawdown (1Y)

Largest decline over 1 year

-57.57%

-27.13%

-30.44%

Max Drawdown (5Y)

Largest decline over 5 years

-88.37%

Max Drawdown (10Y)

Largest decline over 10 years

-92.61%

Current Drawdown

Current decline from peak

-52.23%

-91.95%

+39.72%

Average Drawdown

Average peak-to-trough decline

-51.46%

-43.13%

-8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.38%

16.93%

+7.45%

Volatility

TARK vs. TMF - Volatility Comparison

Tradr 2X Long Innovation ETF (TARK) has a higher volatility of 25.43% compared to Direxion Daily 20-Year Treasury Bull 3X (TMF) at 10.85%. 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.


Loading graphics...

Volatility by Period


TARKTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.43%

10.85%

+14.58%

Volatility (6M)

Calculated over the trailing 6-month period

54.64%

19.51%

+35.13%

Volatility (1Y)

Calculated over the trailing 1-year period

84.45%

33.89%

+50.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.55%

46.85%

+44.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.55%

44.00%

+47.55%