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TMF vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMF vs. FAAR - 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 First Trust Alternative Absolute Return Strategy ETF (FAAR). 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 -4.67% return, which is significantly lower than FAAR's 19.14% return. Over the past 10 years, TMF has underperformed FAAR with an annualized return of -16.87%, while FAAR has yielded a comparatively higher 4.69% annualized return.


TMF

1D
-0.62%
1M
4.96%
YTD
-4.67%
6M
-5.95%
1Y
-2.80%
3Y*
-21.07%
5Y*
-31.33%
10Y*
-16.87%

FAAR

1D
-0.91%
1M
-5.21%
YTD
19.14%
6M
18.06%
1Y
28.33%
3Y*
10.57%
5Y*
7.72%
10Y*
4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMF vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-4.67%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%
FAAR
First Trust Alternative Absolute Return Strategy ETF
19.14%8.07%5.97%-5.63%10.15%12.34%8.60%-1.28%-9.17%5.00%

Correlation

The correlation between TMF and FAAR is -0.29, 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

-0.29

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

-0.12

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

-0.13

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

-0.09

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

-0.09

Over the past year, the inverse relationship between TMF and FAAR has strengthened: their correlation has moved from -0.09 to -0.29, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

TMF vs. FAAR — Risk / Return Rank

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

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

FAAR
FAAR Risk / Return Rank: 7575
Overall Rank
FAAR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 7474
Sortino Ratio Rank
FAAR Omega Ratio Rank: 6565
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8686
Calmar Ratio Rank
FAAR Martin Ratio Rank: 8181
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. FAAR - 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 First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.


TMFFAARDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-3.04

Omega ratioGain probability vs. loss probability

1.01

1.37

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.11

4.52

-4.63

Martin ratioReturn relative to average drawdown

-0.23

15.18

-15.41

TMF vs. FAAR - Sharpe Ratio Comparison

The current TMF Sharpe Ratio is -0.10, which is lower than the FAAR Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of TMF and FAAR, 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. FAAR - Drawdown Comparison

The maximum TMF drawdown since its inception was -92.89%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for TMF and FAAR.


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Drawdown Indicators


TMFFAARDifference

Max Drawdown

Largest peak-to-trough decline

-92.89%

-18.03%

-74.86%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

-6.29%

-20.22%

Max Drawdown (3Y)

Largest decline over 3 years

-56.09%

-11.54%

-44.55%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

-18.03%

-70.78%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

-18.03%

-74.86%

Current Drawdown

Current decline from peak

-92.11%

-6.29%

-85.82%

Average Drawdown

Average peak-to-trough decline

-43.76%

-7.82%

-35.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.26%

1.87%

+10.39%

Volatility

TMF vs. FAAR - Volatility Comparison

Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) has a higher volatility of 6.50% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.55%. This indicates that TMF's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

2.55%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

19.35%

9.68%

+9.67%

Volatility (1Y)

Calculated over the trailing 1-year period

27.91%

13.38%

+14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.59%

12.96%

+33.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.86%

11.54%

+32.32%

TMF vs. FAAR - Expense Ratio Comparison

TMF has a 1.01% expense ratio, which is higher than FAAR's 0.95% expense ratio.


Dividends

TMF vs. FAAR - Dividend Comparison

TMF's dividend yield for the trailing twelve months is around 4.09%, less than FAAR's 9.66% yield.


PositionTTM202520242023202220212020201920182017
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.66%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.09%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


TMF and FAAR have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMF has higher volatility (6.50%) compared to FAAR (2.55%). In terms of maximum drawdown, TMF dropped -92.89% vs FAAR's -18.03%.

On 10-year performance, FAAR leads with 4.69% vs -16.87% for TMF. On fees, FAAR is cheaper at 0.95% per year. On volatility, FAAR has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FAAR has performed better with a 4.69% return vs -16.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FAAR is cheaper with a 0.95% expense ratio, compared with 1.01% for TMF.

FAAR has the higher dividend yield at 9.66%, compared with 4.09% for TMF.

TMF is categorized as Leveraged Bonds, while FAAR is Commodities. They also come from different issuers: Direxion and First Trust. Their fees differ too: 1.01% for TMF and 0.95% for FAAR.

FAAR currently has the higher Sharpe Ratio (2.15 vs -0.10), 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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