TSCM vs. GUSH
TSCM (TimesSquare Quality Mid Cap Growth ETF) and GUSH (Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares) are both exchange-traded funds - TSCM is a Mid Cap Growth Equities fund actively managed by TimesSquare Capital Management, while GUSH is a Leveraged Equities fund tracking the S&P Oil & Gas Exploration & Production Select Industry Index (300%). TSCM is actively managed, while GUSH is passively managed. At a correlation of -0.17, they often move in opposite directions. TSCM charges 0.55%/yr vs 1.17%/yr for GUSH.
Performance
TSCM vs. GUSH - Performance Comparison
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Returns By Period
In the year-to-date period, TSCM achieves a 2.68% return, which is significantly lower than GUSH's 42.54% return.
TSCM
- 1D
- -1.29%
- 1M
- 3.17%
- YTD
- 2.68%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GUSH
- 1D
- -0.22%
- 1M
- -19.15%
- YTD
- 42.54%
- 6M
- 41.51%
- 1Y
- 31.85%
- 3Y*
- 6.88%
- 5Y*
- 6.25%
- 10Y*
- -37.01%
TSCM vs. GUSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSCM TimesSquare Quality Mid Cap Growth ETF | 2.68% | -1.32% |
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 42.54% | -0.36% |
Correlation
The correlation between TSCM and GUSH is -0.17, 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 (All Time) Calculated using the full available price history since Dec 30, 2025 | -0.17 |
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Return for Risk
TSCM vs. GUSH — Risk / Return Rank
TSCM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GUSH
TSCM vs. GUSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TimesSquare Quality Mid Cap Growth ETF (TSCM) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). 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.
| TSCM | GUSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.13 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.88 | — |
| Martin ratioReturn relative to average drawdown | — | 2.32 | — |
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Drawdowns
TSCM vs. GUSH - Drawdown Comparison
The maximum TSCM drawdown since its inception was -14.87%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for TSCM and GUSH.
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Drawdown Indicators
| TSCM | GUSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.87% | -99.98% | +85.11% |
Max Drawdown (1Y)Largest decline over 1 year | — | -36.18% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -63.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -73.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.94% | — |
Current DrawdownCurrent decline from peak | -1.52% | -99.83% | +98.31% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -92.92% | +87.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 13.77% | — |
Volatility
TSCM vs. GUSH - Volatility Comparison
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Volatility by Period
| TSCM | GUSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 18.01% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 44.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 56.58% | -35.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 68.20% | -47.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 93.43% | -72.28% |
TSCM vs. GUSH - Expense Ratio Comparison
TSCM has a 0.55% expense ratio, which is lower than GUSH's 1.17% expense ratio.
Dividends
TSCM vs. GUSH - Dividend Comparison
TSCM has not paid dividends to shareholders, while GUSH's dividend yield for the trailing twelve months is around 1.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 1.75% | 2.60% | 2.96% | 3.00% | 0.47% | 0.00% | 0.20% | 1.68% | 0.17% | 0.00% | 3.26% |
TSCM TimesSquare Quality Mid Cap Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSCM and GUSH have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSCM is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSCM is cheaper with a 0.55% expense ratio, compared with 1.17% for GUSH.
GUSH has the higher dividend yield at 1.75%, compared with 0.00% for TSCM.
TSCM is categorized as Mid Cap Growth Equities, while GUSH is Leveraged Equities. They also come from different issuers: TimesSquare Capital Management and Direxion. Their fees differ too: 0.55% for TSCM and 1.17% for GUSH.
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