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TSMX vs QVAL

Comparison between DIREXION DAILY TSM BULL 2X SHARES (TSMX, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF (QVAL, ETF).

TSMX vs QVAL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
TSMX
$542M
Winner
QVAL
$545M
Expense Ratio
TSMX
N/A
QVAL
0.28%
Max Drawdown
TSMX
64.02%
Winner
QVAL
53.34%
Sharpe Ratio
Winner
TSMX
1.98
QVAL
1.64
5Y Beta
TSMX
3.07
Winner
QVAL
0.83
P/E Ratio
TSMX
N/A
QVAL
12.78
Forward P/E
TSMX
N/A
QVAL
11.24
PEG Ratio
TSMX
N/A
QVAL
0.25
5Y Dividends CAGR
TSMX
N/A
QVAL
8.34%
5Y EPS CAGR
TSMX
N/A
QVAL
23.75%
Debt to Equity
TSMX
N/A
QVAL
-98.90%
P/S Ratio
TSMX
N/A
QVAL
0.91
P/B Ratio
TSMX
N/A
QVAL
2.32

TSMX vs QVAL - Holdings Comparison

TSMX and QVAL have 0 common holdings. Overlap is 0.00%

TSMX's top 25 holdings weight is 11.18%. QVAL's top 25 holdings weight is 53.66%.

RankTSMXQVAL
#1
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD ADR (TSM) - 11.18%
QUALCOMM INC (QCOM) - 2.69%
#2N/A
FIRST SOLAR INC (FSLR) - 2.64%
#3N/A
GEN DIGITAL INC (GEN) - 2.51%
#4N/A
HP INC (HPQ) - 2.31%
#5N/A
UNITED AIRLINES HOLDINGS INC (UAL) - 2.29%
#6N/A
YETI HOLDINGS INC (YETI) - 2.29%
#7N/A
DELTA AIR LINES INC (DAL) - 2.28%
#8N/A
EXELIXIS INC (EXEL) - 2.18%
#9N/A
MACY'S INC (M) - 2.15%
#10N/A
MERCK & CO INC (MRK) - 2.11%
#11N/A
DECKERS OUTDOOR CORP (DECK) - 2.11%
#12N/A
URBAN OUTFITTERS INC (URBN) - 2.10%
#13N/A
GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK (GEHC) - 2.07%
#14N/A
TD SYNNEX CORP (SNX) - 2.06%
#15N/A
BEST BUY CO INC (BBY) - 2.05%
#16N/A
ANGLOGOLD ASHANTI PLC (AU) - 2.03%
#17N/A
TENET HEALTHCARE CORP (THC) - 2.01%
#18N/A
HF SINCLAIR CORP (DINO) - 2.00%
#19N/A
VERIZON COMMUNICATIONS INC (VZ) - 1.99%
#20N/A
MUELLER INDUSTRIES INC (MLI) - 1.99%
#21N/A
NEWMONT CORP (NEM) - 1.97%
#22N/A
UNITED THERAPEUTICS CORP (UTHR) - 1.97%
#23N/A
CARNIVAL CORPORATION LTD (CCL) - 1.96%
#24N/A
ALTRIA GROUP INC (MO) - 1.96%
#25N/A
CLOROX CO (CLX) - 1.94%
Total Holdings153

TSMX vs QVAL - Historical Returns

Returns include dividend reinvestment.

1M
Winner
TSMX
+7.60%
QVAL
+2.92%
3M
Winner
TSMX
+27.91%
QVAL
+5.98%
6M
Winner
TSMX
+75.01%
QVAL
+15.06%
1Y
Winner
TSMX
+233.32%
QVAL
+30.09%
5Y(CAGR)
TSMX
N/A
QVAL
+12.05%
10Y(CAGR)
TSMX
N/A
QVAL
+11.52%
Max(CAGR)
Winner
TSMX
+109.65%
QVAL
+11.02%

TSMX vs QVAL - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

YearTSMXQVAL
2026+50.75%+13.13%
2025+73.87%+11.27%
2024+14.71%+12.04%
2023N/A+31.82%
2022N/A-11.30%
2021N/A+34.69%
2020N/A-6.12%
2019N/A+22.17%
2018N/A-18.51%
2017N/A+24.51%
2016N/A+13.13%

TSMX vs QVAL Drawdown Comparison

The maximum drawdown for TSMX was -63.80%, occurring on Apr 8, 2025. Recovery took 120 trading sessions.

The maximum drawdown for QVAL was -51.47%, occurring on Mar 23, 2020. Recovery took 786 trading sessions.

The current TSMX drawdown is -14.46%. The current QVAL drawdown is -1.23%.

RankTSMXQVAL
#1-63.80%
Jan 23, 2025 - Jul 17, 2025
-51.47%
Jan 26, 2018 - Mar 12, 2021
#2-34.94%
Feb 25, 2026 - Apr 24, 2026
-27.14%
Nov 16, 2021 - Sep 1, 2023
#3-24.49%
Oct 17, 2024 - Jan 6, 2025
-21.41%
Dec 2, 2024 - Oct 1, 2025
#4-21.23%
Oct 8, 2025 - Jan 2, 2026
-13.23%
Mar 21, 2016 - Aug 15, 2016
#5-16.71%
Jan 6, 2025 - Jan 22, 2025
-12.04%
Jan 4, 2016 - Mar 2, 2016
#6-16.11%
Jul 17, 2025 - Sep 9, 2025
-8.14%
Sep 14, 2023 - Dec 1, 2023
#7-14.46%
Jun 2, 2026 - Jun 5, 2026
-7.57%
May 7, 2021 - Aug 11, 2021
#8-13.06%
May 6, 2026 - May 27, 2026
-7.52%
Jul 31, 2024 - Sep 19, 2024
#9-10.39%
Jan 16, 2026 - Feb 6, 2026
-7.21%
Aug 23, 2016 - Nov 11, 2016
#10-7.44%
Feb 11, 2026 - Feb 24, 2026
-6.04%
Feb 11, 2026 - Apr 9, 2026
#11-6.80%
Sep 23, 2025 - Oct 1, 2025
-5.99%
Sep 2, 2021 - Oct 22, 2021
#12-6.53%
Apr 27, 2026 - May 6, 2026
-5.73%
May 31, 2024 - Jul 16, 2024
#13-5.80%
Jan 6, 2026 - Jan 12, 2026
-5.50%
Mar 28, 2024 - May 31, 2024
#14-5.55%
Oct 6, 2025 - Oct 8, 2025
-5.06%
Oct 3, 2025 - Nov 12, 2025
#15-5.46%
Oct 14, 2024 - Oct 17, 2024
-5.00%
Apr 27, 2017 - Aug 7, 2017

Correlation

Correlation between TSMX and QVAL is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (2016 - 2026)

TSMX vs QVAL dividend yield comparison.

YearTSMXQVAL
20260.29%0.38%
20258.01%1.44%
20240.53%1.72%
20230.00%1.76%
20220.00%2.00%
20210.00%1.23%
20200.00%1.86%
20190.00%1.99%
20180.00%1.64%
20170.00%1.08%
20160.00%1.30%

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