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TMF vs. PFFL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMF vs. PFFL - 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 ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL). 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 -6.13% return, which is significantly lower than PFFL's 0.10% return.


TMF

1D
-1.14%
1M
1.22%
YTD
-6.13%
6M
-11.63%
1Y
0.90%
3Y*
-20.78%
5Y*
-30.52%
10Y*
-16.56%

PFFL

1D
-0.99%
1M
-1.06%
YTD
0.10%
6M
0.21%
1Y
8.48%
3Y*
3.14%
5Y*
-5.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMF vs. PFFL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-6.13%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%11.39%
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
0.10%2.18%4.77%8.65%-39.15%7.52%-15.47%30.21%-11.05%

Correlation

The correlation between TMF and PFFL is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.39

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

0.35

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2018

0.24

The correlation between TMF and PFFL shifts across timeframes, from 0.24 (all time) to 0.39 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TMF vs. PFFL — 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

PFFL
PFFL Risk / Return Rank: 1717
Overall Rank
PFFL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PFFL Sortino Ratio Rank: 1616
Sortino Ratio Rank
PFFL Omega Ratio Rank: 1717
Omega Ratio Rank
PFFL Calmar Ratio Rank: 1818
Calmar Ratio Rank
PFFL Martin Ratio Rank: 1717
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. PFFL - 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 ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL). 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.


TMFPFFLDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.03

1.11

-0.08

Calmar ratioReturn relative to maximum drawdown

0.03

0.71

-0.68

Martin ratioReturn relative to average drawdown

0.08

1.76

-1.68

TMF vs. PFFL - Sharpe Ratio Comparison

The current TMF Sharpe Ratio is 0.03, which is lower than the PFFL Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TMF and PFFL, 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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Sharpe Ratios by Period


TMFPFFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.50

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

-0.25

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

-0.07

-0.07

Drawdowns

TMF vs. PFFL - Drawdown Comparison

The maximum TMF drawdown since its inception was -92.89%, which is greater than PFFL's maximum drawdown of -80.68%. Use the drawdown chart below to compare losses from any high point for TMF and PFFL.


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Drawdown Indicators


TMFPFFLDifference

Max Drawdown

Largest peak-to-trough decline

-92.89%

-80.68%

-12.21%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

-11.92%

-14.59%

Max Drawdown (3Y)

Largest decline over 3 years

-56.31%

-23.75%

-32.56%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

-48.51%

-40.30%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

Current Drawdown

Current decline from peak

-92.23%

-38.34%

-53.89%

Average Drawdown

Average peak-to-trough decline

-43.63%

-28.54%

-15.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.49%

4.84%

+6.65%

Volatility

TMF vs. PFFL - Volatility Comparison

Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) has a higher volatility of 8.09% compared to ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN (PFFL) at 3.83%. This indicates that TMF's price experiences larger fluctuations and is considered to be riskier than PFFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFPFFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

3.83%

+4.26%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

10.33%

+8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

28.76%

16.91%

+11.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.75%

23.62%

+23.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.92%

55.35%

-11.43%

TMF vs. PFFL - Expense Ratio Comparison

TMF has a 1.01% expense ratio, which is higher than PFFL's 0.85% expense ratio.


Dividends

TMF vs. PFFL - Dividend Comparison

TMF's dividend yield for the trailing twelve months is around 4.15%, less than PFFL's 12.44% yield.


PositionTTM202520242023202220212020201920182017
PFFL
ETRACS Monthly Pay 2xLeveraged Preferred Stock ETN
12.44%13.27%13.76%13.71%13.90%8.82%9.75%11.21%2.02%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.15%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


TMF and PFFL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMF has higher volatility (8.09%) compared to PFFL (3.83%). In terms of maximum drawdown, TMF dropped -92.89% vs PFFL's -80.68%.

On 5-year performance, PFFL leads with -5.89% vs -30.52% for TMF. On fees, PFFL is cheaper at 0.85% per year. On volatility, PFFL has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PFFL has performed better with a -5.89% return vs -30.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFL is cheaper with a 0.85% expense ratio, compared with 1.01% for TMF.

PFFL has the higher dividend yield at 12.44%, compared with 4.15% for TMF.

TMF is categorized as Leveraged Bonds, while PFFL is Preferred Stock/Convertible Bonds. TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%), while PFFL tracks Solactive Preferred Stock ETF Index. They also come from different issuers: Direxion and UBS. Their fees differ too: 1.01% for TMF and 0.85% for PFFL.

PFFL currently has the higher Sharpe Ratio (0.50 vs 0.03), 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 PFFL

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