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TMF vs. TARK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMF vs. TARK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 20-Year Treasury Bull 3X (TMF) and Tradr 2X Long Innovation ETF (TARK). The values are adjusted to include any dividend payments, if applicable.

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TMF vs. TARK - Yearly Performance Comparison


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

Returns By Period

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


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%

TARK

1D
12.58%
1M
-16.10%
YTD
-27.41%
6M
-45.62%
1Y
56.77%
3Y*
11.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMF vs. TARK - Expense Ratio Comparison

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


Return for Risk

TMF vs. TARK — Risk / Return Rank

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

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

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
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. TARK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 20-Year Treasury Bull 3X (TMF) and Tradr 2X Long Innovation ETF (TARK). 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.


TMFTARKDifference

Sharpe ratio

Return per unit of total volatility

-0.44

0.68

-1.12

Sortino ratio

Return per unit of downside risk

-0.41

1.48

-1.88

Omega ratio

Gain probability vs. loss probability

0.95

1.17

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.46

0.86

-1.32

Martin ratio

Return relative to average drawdown

-0.74

2.03

-2.76

TMF vs. TARK - Sharpe Ratio Comparison

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


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Sharpe Ratios by Period


TMFTARKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

0.68

-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

-0.13

-0.15

+0.01

Correlation

The correlation between TMF and TARK 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

TMF vs. TARK - Dividend Comparison

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


TTM202520242023202220212020201920182017
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%
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%

Drawdowns

TMF vs. TARK - Drawdown Comparison

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


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Drawdown Indicators


TMFTARKDifference

Max Drawdown

Largest peak-to-trough decline

-92.61%

-77.82%

-14.79%

Max Drawdown (1Y)

Largest decline over 1 year

-27.13%

-57.57%

+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

-91.95%

-52.23%

-39.72%

Average Drawdown

Average peak-to-trough decline

-43.13%

-51.46%

+8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.93%

24.38%

-7.45%

Volatility

TMF vs. TARK - Volatility Comparison

The current volatility for Direxion Daily 20-Year Treasury Bull 3X (TMF) is 10.85%, while Tradr 2X Long Innovation ETF (TARK) has a volatility of 25.43%. This indicates that TMF experiences smaller price fluctuations and is considered to be less risky than TARK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMFTARKDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.85%

25.43%

-14.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.51%

54.64%

-35.13%

Volatility (1Y)

Calculated over the trailing 1-year period

33.89%

84.45%

-50.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.85%

91.55%

-44.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.00%

91.55%

-47.55%