PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
^IDCOT10TR vs. TMF
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^IDCOT10TR vs. TMF

Last updated May 12, 2025

Compare and contrast key facts about ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) and Direxion Daily 20-Year Treasury Bull 3X (TMF).

TMF is a passively managed fund by Direxion that tracks the performance of the NYSE 20 Year Plus Treasury Bond Index (300%). It was launched on Apr 16, 2009.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IDCOT10TR or TMF.

Correlation

The correlation between ^IDCOT10TR and TMF is -0.40. 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.

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.

Loading data...

Key characteristics

Daily Std Dev

^IDCOT10TR:

10.25%

TMF:

32.75%

Max Drawdown

^IDCOT10TR:

-1.01%

TMF:

-3.21%

Current Drawdown

^IDCOT10TR:

-0.86%

TMF:

-2.90%

Returns By Period

^IDCOT10TR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

TMF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^IDCOT10TR
The Risk-Adjusted Performance Rank of ^IDCOT10TR is 3333
Overall Rank
The Sharpe Ratio Rank of ^IDCOT10TR is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IDCOT10TR is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ^IDCOT10TR is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ^IDCOT10TR is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ^IDCOT10TR is 3131
Martin Ratio Rank
TMF
The Risk-Adjusted Performance Rank of TMF is 99
Overall Rank
The Sharpe Ratio Rank of TMF is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of TMF is 88
Sortino Ratio Rank
The Omega Ratio Rank of TMF is 99
Omega Ratio Rank
The Calmar Ratio Rank of TMF is 1010
Calmar Ratio Rank
The Martin Ratio Rank of TMF is 99
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.

^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.

No data
No data
No data
No data
No data

Loading data...

Drawdowns

^IDCOT10TR vs. TMF - Drawdown Comparison

The maximum ^IDCOT10TR drawdown since its inception was -1.01%, smaller than the maximum TMF drawdown of -3.21%. Use the drawdown chart below to compare losses from any high point for ^IDCOT10TR and TMF. For additional features, visit the drawdowns tool.

Loading data...

Volatility

^IDCOT10TR vs. TMF - Volatility Comparison

Loading data...