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TYD vs. TMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TYD and TMF is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

TYD vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily 7-10 Year Treasury Bull 3X (TYD) and Direxion Daily 20-Year Treasury Bull 3X (TMF). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
24.65%
-61.51%
TYD
TMF

Key characteristics

Sharpe Ratio

TYD:

0.46

TMF:

-0.16

Sortino Ratio

TYD:

0.79

TMF:

0.06

Omega Ratio

TYD:

1.09

TMF:

1.01

Calmar Ratio

TYD:

0.15

TMF:

-0.08

Martin Ratio

TYD:

0.80

TMF:

-0.30

Ulcer Index

TYD:

11.39%

TMF:

23.34%

Daily Std Dev

TYD:

19.75%

TMF:

42.72%

Max Drawdown

TYD:

-64.28%

TMF:

-92.11%

Current Drawdown

TYD:

-58.04%

TMF:

-91.28%

Returns By Period

In the year-to-date period, TYD achieves a 7.81% return, which is significantly higher than TMF's 2.29% return. Over the past 10 years, TYD has outperformed TMF with an annualized return of -3.50%, while TMF has yielded a comparatively lower -14.13% annualized return.


TYD

YTD

7.81%

1M

2.36%

6M

0.24%

1Y

10.69%

5Y*

-15.33%

10Y*

-3.50%

TMF

YTD

2.29%

1M

-1.41%

6M

-13.08%

1Y

-4.36%

5Y*

-36.71%

10Y*

-14.13%

*Annualized

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TYD vs. TMF - Expense Ratio Comparison

Both TYD and TMF have an expense ratio of 1.09%.


Expense ratio chart for TYD: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TYD: 1.09%
Expense ratio chart for TMF: current value is 1.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TMF: 1.09%

Risk-Adjusted Performance

TYD vs. TMF — Risk-Adjusted Performance Rank

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

TYD
The Risk-Adjusted Performance Rank of TYD is 4747
Overall Rank
The Sharpe Ratio Rank of TYD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of TYD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TYD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of TYD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of TYD is 3939
Martin Ratio Rank

TMF
The Risk-Adjusted Performance Rank of TMF is 1616
Overall Rank
The Sharpe Ratio Rank of TMF is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of TMF is 1818
Sortino Ratio Rank
The Omega Ratio Rank of TMF is 1818
Omega Ratio Rank
The Calmar Ratio Rank of TMF is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TMF is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TYD vs. TMF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) 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.


The chart of Sharpe ratio for TYD, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.00
TYD: 0.46
TMF: -0.16
The chart of Sortino ratio for TYD, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.00
TYD: 0.79
TMF: 0.06
The chart of Omega ratio for TYD, currently valued at 1.09, compared to the broader market0.501.001.502.00
TYD: 1.09
TMF: 1.01
The chart of Calmar ratio for TYD, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
TYD: 0.15
TMF: -0.08
The chart of Martin ratio for TYD, currently valued at 0.80, compared to the broader market0.0020.0040.0060.00
TYD: 0.80
TMF: -0.30

The current TYD Sharpe Ratio is 0.46, which is higher than the TMF Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of TYD 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
0.46
-0.16
TYD
TMF

Dividends

TYD vs. TMF - Dividend Comparison

TYD's dividend yield for the trailing twelve months is around 3.26%, less than TMF's 4.14% yield.


TTM2024202320222021202020192018201720162015
TYD
Direxion Daily 7-10 Year Treasury Bull 3X
3.26%3.10%2.71%0.55%0.00%9.80%0.92%1.10%0.01%6.84%1.64%
TMF
Direxion Daily 20-Year Treasury Bull 3X
4.14%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%0.00%

Drawdowns

TYD vs. TMF - Drawdown Comparison

The maximum TYD drawdown since its inception was -64.28%, smaller than the maximum TMF drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for TYD and TMF. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-58.04%
-91.28%
TYD
TMF

Volatility

TYD vs. TMF - Volatility Comparison

The current volatility for Direxion Daily 7-10 Year Treasury Bull 3X (TYD) is 7.74%, while Direxion Daily 20-Year Treasury Bull 3X (TMF) has a volatility of 18.20%. This indicates that TYD 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.74%
18.20%
TYD
TMF