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TMF vs. ^TNX
Performance
Return for Risk
Drawdowns
Volatility

Performance

TMF vs. ^TNX - 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 Cboe 10-Year Treasury Note Yield Index (^TNX). 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 -3.67% return, which is significantly lower than ^TNX's 6.37% return. Over the past 10 years, TMF has underperformed ^TNX with an annualized return of -16.80%, while ^TNX has yielded a comparatively higher 10.59% annualized return.


TMF

1D
1.59%
1M
9.33%
YTD
-3.67%
6M
-5.31%
1Y
2.45%
3Y*
-20.43%
5Y*
-31.09%
10Y*
-16.80%

^TNX

1D
-1.31%
1M
-3.63%
YTD
6.37%
6M
6.72%
1Y
-0.54%
3Y*
5.52%
5Y*
23.99%
10Y*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMF vs. ^TNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-3.67%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%
^TNX
Cboe 10-Year Treasury Note Yield Index
6.37%-8.97%18.29%-0.34%156.55%64.89%-52.21%-28.56%11.68%-1.68%

Correlation

The correlation between TMF and ^TNX is -0.89, 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

-0.89

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

-0.91

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

-0.89

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

-0.88

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

-0.89

The correlation between TMF and ^TNX has been stable across timeframes, ranging from -0.91 to -0.88 - a consistent structural relationship.

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Return for Risk

TMF vs. ^TNX — 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: 1010
Omega Ratio Rank
TMF Calmar Ratio Rank: 99
Calmar Ratio Rank
TMF Martin Ratio Rank: 99
Martin Ratio Rank

^TNX
^TNX Risk / Return Rank: 1111
Overall Rank
^TNX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
^TNX Sortino Ratio Rank: 1010
Sortino Ratio Rank
^TNX Omega Ratio Rank: 1010
Omega Ratio Rank
^TNX Calmar Ratio Rank: 1212
Calmar Ratio Rank
^TNX Martin Ratio Rank: 1313
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. ^TNX - 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 Cboe 10-Year Treasury Note Yield Index (^TNX). 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^TNXDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.04

1.01

+0.03

Calmar ratioReturn relative to maximum drawdown

0.09

-0.05

+0.14

Martin ratioReturn relative to average drawdown

0.20

-0.08

+0.29

TMF vs. ^TNX - Sharpe Ratio Comparison

The current TMF Sharpe Ratio is 0.09, which is higher than the ^TNX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of TMF and ^TNX, 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. ^TNX - Drawdown Comparison

The maximum TMF drawdown since its inception was -92.89%, roughly equal to the maximum ^TNX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for TMF and ^TNX.


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Drawdown Indicators


TMF^TNXDifference

Max Drawdown

Largest peak-to-trough decline

-92.89%

-96.85%

+3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

-11.94%

-14.57%

Max Drawdown (3Y)

Largest decline over 3 years

-56.31%

-27.41%

-28.90%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

-27.41%

-61.40%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

-84.57%

-8.32%

Current Drawdown

Current decline from peak

-92.03%

-72.05%

-19.98%

Average Drawdown

Average peak-to-trough decline

-43.72%

-55.00%

+11.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.06%

6.59%

+5.47%

Volatility

TMF vs. ^TNX - Volatility Comparison

Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) has a higher volatility of 7.00% compared to Cboe 10-Year Treasury Note Yield Index (^TNX) at 5.19%. This indicates that TMF's price experiences larger fluctuations and is considered to be riskier than ^TNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMF^TNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

5.19%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

19.29%

10.80%

+8.49%

Volatility (1Y)

Calculated over the trailing 1-year period

28.13%

15.18%

+12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.73%

32.31%

+14.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.93%

47.98%

-4.05%

Frequently Asked Questions


TMF and ^TNX have a correlation of -0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMF has higher volatility (7.00%) compared to ^TNX (5.19%). In terms of maximum drawdown, TMF dropped -92.89% vs ^TNX's -96.85%.

TMF currently has the higher Sharpe Ratio (0.09 vs -0.04), 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 ^TNX

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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