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TMF vs. ^SP600
Performance
Return for Risk
Drawdowns
Volatility

Performance

TMF vs. ^SP600 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) and S&P 600 (^SP600). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMF achieves a 0.08% return, which is significantly lower than ^SP600's 19.75% return. Over the past 10 years, TMF has underperformed ^SP600 with an annualized return of -16.47%, while ^SP600 has yielded a comparatively higher 9.77% annualized return.


TMF

1D
3.90%
1M
10.18%
YTD
0.08%
6M
-2.86%
1Y
-0.04%
3Y*
-19.78%
5Y*
-30.25%
10Y*
-16.47%

^SP600

1D
1.09%
1M
5.20%
YTD
19.75%
6M
16.80%
1Y
32.53%
3Y*
14.65%
5Y*
4.82%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMF vs. ^SP600 - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
0.08%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%
^SP600
S&P 600
19.75%4.23%6.82%13.89%-17.42%25.27%9.57%20.86%-9.75%11.73%

Correlation

The correlation between TMF and ^SP600 is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.24

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

0.09

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

-0.24

The correlation between TMF and ^SP600 shifts across timeframes, from -0.24 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TMF vs. ^SP600 — Risk / Return Rank

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

TMF
TMF Risk / Return Rank: 99
Overall Rank
TMF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 99
Sortino Ratio Rank
TMF Omega Ratio Rank: 99
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF Martin Ratio Rank: 99
Martin Ratio Rank

^SP600
^SP600 Risk / Return Rank: 8383
Overall Rank
^SP600 Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
^SP600 Sortino Ratio Rank: 8181
Sortino Ratio Rank
^SP600 Omega Ratio Rank: 7777
Omega Ratio Rank
^SP600 Calmar Ratio Rank: 9090
Calmar Ratio Rank
^SP600 Martin Ratio Rank: 8787
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.

TMF vs. ^SP600 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) and S&P 600 (^SP600). 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.


TMF^SP600Difference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

1.02

1.32

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.00

3.66

-3.66

Martin ratioReturn relative to average drawdown

-0.00

12.30

-12.31

TMF vs. ^SP600 - Sharpe Ratio Comparison

The current TMF Sharpe Ratio is -0.00, which is lower than the ^SP600 Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of TMF and ^SP600, 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

TMF vs. ^SP600 - Drawdown Comparison

The maximum TMF drawdown since its inception was -92.89%, which is greater than ^SP600's maximum drawdown of -59.17%. Use the drawdown chart below to compare losses from any high point for TMF and ^SP600.


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Drawdown Indicators


TMF^SP600Difference

Max Drawdown

Largest peak-to-trough decline

-92.89%

-59.17%

-33.72%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

-8.94%

-17.57%

Max Drawdown (3Y)

Largest decline over 3 years

-56.09%

-28.39%

-27.70%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

-28.39%

-60.42%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

-45.77%

-47.12%

Current Drawdown

Current decline from peak

-91.71%

0.00%

-91.71%

Average Drawdown

Average peak-to-trough decline

-43.78%

-9.26%

-34.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.28%

2.65%

+9.63%

Volatility

TMF vs. ^SP600 - Volatility Comparison

Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) has a higher volatility of 7.26% compared to S&P 600 (^SP600) at 4.96%. This indicates that TMF's price experiences larger fluctuations and is considered to be riskier than ^SP600 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMF^SP600Difference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

4.96%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

19.68%

12.15%

+7.53%

Volatility (1Y)

Calculated over the trailing 1-year period

28.15%

17.77%

+10.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.63%

21.46%

+25.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.87%

23.19%

+20.68%

Frequently Asked Questions


TMF and ^SP600 have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMF has higher volatility (7.26%) compared to ^SP600 (4.96%). In terms of maximum drawdown, TMF dropped -92.89% vs ^SP600's -59.17%.

^SP600 currently has the higher Sharpe Ratio (1.84 vs -0.00), 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 TMF and ^SP600

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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