PortfoliosLab logoPortfoliosLab logo
TMF vs. TYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMF vs. TYD - 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 Direxion Daily 7-10 Year Treasury Bull 3X (TYD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TMF achieves a -3.67% return, which is significantly higher than TYD's -4.85% return. Over the past 10 years, TMF has underperformed TYD with an annualized return of -16.80%, while TYD has yielded a comparatively higher -4.97% 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%

TYD

1D
0.80%
1M
3.44%
YTD
-4.85%
6M
-5.56%
1Y
2.06%
3Y*
-4.06%
5Y*
-12.70%
10Y*
-4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMF vs. TYD - 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%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
-4.85%11.68%-13.89%-2.87%-43.32%-11.36%27.62%17.88%0.76%5.64%

Correlation

The correlation between TMF and TYD is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.92

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

0.92

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

0.85

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

0.83

The correlation between TMF and TYD has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TMF vs. TYD — 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

TYD
TYD Risk / Return Rank: 1010
Overall Rank
TYD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TYD Sortino Ratio Rank: 99
Sortino Ratio Rank
TYD Omega Ratio Rank: 1010
Omega Ratio Rank
TYD Calmar Ratio Rank: 1010
Calmar Ratio Rank
TYD Martin Ratio Rank: 1010
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. TYD - 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 Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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.


TMFTYDDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.04

1.04

0.00

Calmar ratioReturn relative to maximum drawdown

0.09

0.15

-0.06

Martin ratioReturn relative to average drawdown

0.20

0.38

-0.18

TMF vs. TYD - Sharpe Ratio Comparison

The current TMF Sharpe Ratio is 0.09, which is lower than the TYD Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of TMF and TYD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TMF vs. TYD - Drawdown Comparison

The maximum TMF drawdown since its inception was -92.89%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for TMF and TYD.


Loading charts...

Drawdown Indicators


TMFTYDDifference

Max Drawdown

Largest peak-to-trough decline

-92.89%

-64.28%

-28.61%

Max Drawdown (1Y)

Largest decline over 1 year

-26.51%

-13.54%

-12.97%

Max Drawdown (3Y)

Largest decline over 3 years

-56.31%

-24.62%

-31.69%

Max Drawdown (5Y)

Largest decline over 5 years

-88.81%

-59.84%

-28.97%

Max Drawdown (10Y)

Largest decline over 10 years

-92.89%

-64.28%

-28.61%

Current Drawdown

Current decline from peak

-92.03%

-58.65%

-33.38%

Average Drawdown

Average peak-to-trough decline

-43.72%

-22.02%

-21.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.06%

5.36%

+6.70%

Volatility

TMF vs. TYD - Volatility Comparison

Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) has a higher volatility of 7.00% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.80%. This indicates that TMF's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TMFTYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

3.80%

+3.20%

Volatility (6M)

Calculated over the trailing 6-month period

19.29%

9.77%

+9.52%

Volatility (1Y)

Calculated over the trailing 1-year period

28.13%

13.77%

+14.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.73%

22.96%

+23.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.93%

20.35%

+23.58%

TMF vs. TYD - Expense Ratio Comparison

TMF has a 1.01% expense ratio, which is lower than TYD's 1.09% expense ratio.


Dividends

TMF vs. TYD - Dividend Comparison

TMF's dividend yield for the trailing twelve months is around 4.05%, more than TYD's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.05%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%0.00%
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.18%2.97%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.65%

Frequently Asked Questions


With a correlation of 0.90, TMF and TYD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TMF has higher volatility (7.00%) compared to TYD (3.80%). In terms of maximum drawdown, TMF dropped -92.89% vs TYD's -64.28%.

On 10-year performance, TYD leads with -4.97% vs -16.80% for TMF. On fees, TMF is cheaper at 1.01% per year. On volatility, TYD has been the lower-risk option at 3.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TYD has performed better with a -4.97% return vs -16.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMF is cheaper with a 1.01% expense ratio, compared with 1.09% for TYD.

TMF has the higher dividend yield at 4.05%, compared with 3.18% for TYD.

TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%), while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 1.01% for TMF and 1.09% for TYD.

TYD currently has the higher Sharpe Ratio (0.15 vs 0.09), 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 TYD

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

Open Portfolio Optimizer