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

Performance

TVC vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tennessee Valley Authority PARRS D 2028 (TVC) and Direxion Daily 20-Year Treasury Bull 3X (TMF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TVC vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TVC
Tennessee Valley Authority PARRS D 2028
2.43%9.18%0.12%6.56%-13.27%4.49%-1.73%11.76%2.11%4.99%
TMF
Direxion Daily 20-Year Treasury Bull 3X
-2.78%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Returns By Period

In the year-to-date period, TVC achieves a 2.43% return, which is significantly higher than TMF's -2.78% return. Over the past 10 years, TVC has outperformed TMF with an annualized return of 2.41%, while TMF has yielded a comparatively lower -15.78% annualized return.


TVC

1D
1.49%
1M
0.99%
YTD
2.43%
6M
3.82%
1Y
5.39%
3Y*
6.73%
5Y*
0.78%
10Y*
2.41%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

TVC vs. TMF — Risk / Return Rank

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

TVC
TVC Risk / Return Rank: 7676
Overall Rank
TVC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TVC Sortino Ratio Rank: 6767
Sortino Ratio Rank
TVC Omega Ratio Rank: 6565
Omega Ratio Rank
TVC Calmar Ratio Rank: 8989
Calmar Ratio Rank
TVC Martin Ratio Rank: 8787
Martin Ratio Rank

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
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.

TVC vs. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tennessee Valley Authority PARRS D 2028 (TVC) and Direxion Daily 20-Year Treasury Bull 3X (TMF). 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.


TVCTMFDifference

Sharpe ratio

Return per unit of total volatility

0.94

-0.44

+1.38

Sortino ratio

Return per unit of downside risk

1.40

-0.41

+1.81

Omega ratio

Gain probability vs. loss probability

1.18

0.95

+0.23

Calmar ratio

Return relative to maximum drawdown

3.52

-0.46

+3.98

Martin ratio

Return relative to average drawdown

8.59

-0.74

+9.33

TVC vs. TMF - Sharpe Ratio Comparison

The current TVC Sharpe Ratio is 0.94, which is higher than the TMF Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of TVC and TMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TVCTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

-0.44

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.63

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

-0.36

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

-0.13

+0.66

Correlation

The correlation between TVC and TMF is 0.09, 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

TVC vs. TMF - Dividend Comparison

TVC's dividend yield for the trailing twelve months is around 2.18%, less than TMF's 4.01% yield.


TTM20252024202320222021202020192018201720162015
TVC
Tennessee Valley Authority PARRS D 2028
2.18%2.22%2.37%2.32%2.41%2.04%2.79%3.32%3.59%3.54%3.58%3.69%
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%0.00%0.00%

Drawdowns

TVC vs. TMF - Drawdown Comparison

The maximum TVC drawdown since its inception was -25.14%, smaller than the maximum TMF drawdown of -92.61%. Use the drawdown chart below to compare losses from any high point for TVC and TMF.


Loading graphics...

Drawdown Indicators


TVCTMFDifference

Max Drawdown

Largest peak-to-trough decline

-25.14%

-92.61%

+67.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.54%

-27.13%

+25.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.14%

-88.37%

+63.23%

Max Drawdown (10Y)

Largest decline over 10 years

-25.14%

-92.61%

+67.47%

Current Drawdown

Current decline from peak

-1.94%

-91.95%

+90.01%

Average Drawdown

Average peak-to-trough decline

-5.32%

-43.13%

+37.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

16.93%

-16.29%

Volatility

TVC vs. TMF - Volatility Comparison

The current volatility for Tennessee Valley Authority PARRS D 2028 (TVC) is 1.77%, while Direxion Daily 20-Year Treasury Bull 3X (TMF) has a volatility of 10.85%. This indicates that TVC experiences smaller price fluctuations and is considered to be less risky than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TVCTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

10.85%

-9.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.61%

19.51%

-15.90%

Volatility (1Y)

Calculated over the trailing 1-year period

5.75%

33.89%

-28.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.15%

46.85%

-35.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.24%

44.00%

-32.76%