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GNOM vs. HELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GNOM vs. HELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Genomics & Biotechnology ETF (GNOM) and Franklin Genomic Advancements ETF (HELX). The values are adjusted to include any dividend payments, if applicable.

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GNOM vs. HELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GNOM
Global X Genomics & Biotechnology ETF
-2.79%18.65%-15.99%-8.63%-36.27%-15.93%67.26%
HELX
Franklin Genomic Advancements ETF
-8.14%26.34%-5.32%1.14%-37.89%9.80%85.05%

Returns By Period

In the year-to-date period, GNOM achieves a -2.79% return, which is significantly higher than HELX's -8.14% return.


GNOM

1D
1.02%
1M
-6.22%
YTD
-2.79%
6M
12.23%
1Y
44.15%
3Y*
-3.13%
5Y*
-13.13%
10Y*

HELX

1D
0.90%
1M
-2.17%
YTD
-8.14%
6M
5.21%
1Y
26.31%
3Y*
3.29%
5Y*
-5.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GNOM vs. HELX - Expense Ratio Comparison

Both GNOM and HELX have an expense ratio of 0.50%.


Return for Risk

GNOM vs. HELX — Risk / Return Rank

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

GNOM
GNOM Risk / Return Rank: 7373
Overall Rank
GNOM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GNOM Sortino Ratio Rank: 7777
Sortino Ratio Rank
GNOM Omega Ratio Rank: 6868
Omega Ratio Rank
GNOM Calmar Ratio Rank: 7878
Calmar Ratio Rank
GNOM Martin Ratio Rank: 6969
Martin Ratio Rank

HELX
HELX Risk / Return Rank: 5353
Overall Rank
HELX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HELX Sortino Ratio Rank: 6161
Sortino Ratio Rank
HELX Omega Ratio Rank: 5353
Omega Ratio Rank
HELX Calmar Ratio Rank: 4747
Calmar Ratio Rank
HELX Martin Ratio Rank: 4343
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.

GNOM vs. HELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology ETF (GNOM) and Franklin Genomic Advancements ETF (HELX). 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.


GNOMHELXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.10

+0.33

Sortino ratio

Return per unit of downside risk

2.04

1.63

+0.41

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

2.25

1.33

+0.92

Martin ratio

Return relative to average drawdown

7.43

4.32

+3.11

GNOM vs. HELX - Sharpe Ratio Comparison

The current GNOM Sharpe Ratio is 1.43, which is higher than the HELX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of GNOM and HELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GNOMHELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.10

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

-0.22

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.21

-0.34

Correlation

The correlation between GNOM and HELX is 0.84, 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.


Dividends

GNOM vs. HELX - Dividend Comparison

GNOM's dividend yield for the trailing twelve months is around 1.41%, more than HELX's 0.43% yield.


TTM202520242023202220212020
GNOM
Global X Genomics & Biotechnology ETF
1.41%1.37%0.00%0.00%0.00%0.03%0.14%
HELX
Franklin Genomic Advancements ETF
0.43%0.39%0.00%0.00%0.00%0.24%0.12%

Drawdowns

GNOM vs. HELX - Drawdown Comparison

The maximum GNOM drawdown since its inception was -75.00%, which is greater than HELX's maximum drawdown of -58.75%. Use the drawdown chart below to compare losses from any high point for GNOM and HELX.


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Drawdown Indicators


GNOMHELXDifference

Max Drawdown

Largest peak-to-trough decline

-75.00%

-58.75%

-16.25%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

-18.01%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-72.29%

-58.75%

-13.54%

Current Drawdown

Current decline from peak

-59.83%

-42.36%

-17.47%

Average Drawdown

Average peak-to-trough decline

-40.12%

-34.12%

-6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

5.56%

-0.05%

Volatility

GNOM vs. HELX - Volatility Comparison

Global X Genomics & Biotechnology ETF (GNOM) has a higher volatility of 10.76% compared to Franklin Genomic Advancements ETF (HELX) at 8.75%. This indicates that GNOM's price experiences larger fluctuations and is considered to be riskier than HELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNOMHELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.76%

8.75%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

19.71%

15.40%

+4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

31.21%

24.21%

+7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.65%

24.26%

+9.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.30%

27.46%

+6.84%