HELX vs. BBH

In the year-to-date period, HELX achieves a -9.23% return, which is significantly lower than BBH's -7.29% return.

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HELX has a 0.50% expense ratio, which is higher than BBH's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and VanEck Vectors Biotech ETF (BBH). 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 current HELX Sharpe Ratio is -0.74, which is comparable to the BBH Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of HELX and BBH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HELX has not paid dividends to shareholders, while BBH's dividend yield for the trailing twelve months is around 0.86%.

The maximum HELX drawdown since its inception was -58.75%, smaller than the maximum BBH drawdown of -72.69%. Use the drawdown chart below to compare losses from any high point for HELX and BBH. For additional features, visit the drawdowns tool.

The current volatility for Franklin Genomic Advancements ETF (HELX) is 8.61%, while VanEck Vectors Biotech ETF (BBH) has a volatility of 9.71%. This indicates that HELX experiences smaller price fluctuations and is considered to be less risky than BBH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.