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^IDCOT10TR vs. TMF
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IDCOT10TR and TMF is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

^IDCOT10TR vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and Direxion Daily 20-Year Treasury Bull 3X (TMF). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-1.53%
-18.11%
^IDCOT10TR
TMF

Key characteristics

Sharpe Ratio

^IDCOT10TR:

-0.30

TMF:

-0.81

Sortino Ratio

^IDCOT10TR:

-0.33

TMF:

-1.03

Omega Ratio

^IDCOT10TR:

0.96

TMF:

0.89

Calmar Ratio

^IDCOT10TR:

-0.10

TMF:

-0.37

Martin Ratio

^IDCOT10TR:

-0.69

TMF:

-1.45

Ulcer Index

^IDCOT10TR:

5.03%

TMF:

23.47%

Daily Std Dev

^IDCOT10TR:

11.63%

TMF:

42.13%

Max Drawdown

^IDCOT10TR:

-41.24%

TMF:

-92.04%

Current Drawdown

^IDCOT10TR:

-33.71%

TMF:

-91.30%

Returns By Period

In the year-to-date period, ^IDCOT10TR achieves a -3.91% return, which is significantly higher than TMF's -34.65% return. Over the past 10 years, ^IDCOT10TR has outperformed TMF with an annualized return of -0.45%, while TMF has yielded a comparatively lower -13.96% annualized return.


^IDCOT10TR

YTD

-3.91%

1M

-1.64%

6M

-2.69%

1Y

-3.46%

5Y*

-4.42%

10Y*

-0.45%

TMF

YTD

-34.65%

1M

-7.64%

6M

-21.60%

1Y

-33.95%

5Y*

-30.13%

10Y*

-13.96%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

^IDCOT10TR vs. TMF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) 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.


Sharpe ratio
The chart of Sharpe ratio for ^IDCOT10TR, currently valued at -0.30, compared to the broader market-0.500.000.501.001.502.002.50-0.30-0.81
The chart of Sortino ratio for ^IDCOT10TR, currently valued at -0.33, compared to the broader market-1.000.001.002.003.00-0.33-1.03
The chart of Omega ratio for ^IDCOT10TR, currently valued at 0.96, compared to the broader market0.901.001.101.201.301.400.960.89
The chart of Calmar ratio for ^IDCOT10TR, currently valued at -0.10, compared to the broader market0.001.002.003.00-0.10-0.37
The chart of Martin ratio for ^IDCOT10TR, currently valued at -0.69, compared to the broader market0.005.0010.0015.00-0.69-1.45
^IDCOT10TR
TMF

The current ^IDCOT10TR Sharpe Ratio is -0.30, which is higher than the TMF Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of ^IDCOT10TR 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.30
-0.81
^IDCOT10TR
TMF

Drawdowns

^IDCOT10TR vs. TMF - Drawdown Comparison

The maximum ^IDCOT10TR drawdown since its inception was -41.24%, smaller than the maximum TMF drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for ^IDCOT10TR and TMF. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-33.71%
-91.30%
^IDCOT10TR
TMF

Volatility

^IDCOT10TR vs. TMF - Volatility Comparison

The current volatility for ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) is 3.75%, while Direxion Daily 20-Year Treasury Bull 3X (TMF) has a volatility of 13.19%. This indicates that ^IDCOT10TR 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
3.75%
13.19%
^IDCOT10TR
TMF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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