HELX vs. BIL
HELX (Franklin Genomic Advancements ETF) and BIL (SPDR Bloomberg 1-3 Month T-Bill ETF) are both exchange-traded funds - HELX is a Health & Biotech Equities fund actively managed by Franklin Templeton, while BIL is a Government Bonds fund tracking the Bloomberg 1-3 Month U.S. Treasury Bill Index. HELX is actively managed, while BIL is passively managed. Over the past 5 years, HELX returned -5.20%/yr vs 3.45%/yr for BIL. At a correlation of -0.05, they often move in opposite directions. HELX charges 0.50%/yr vs 0.14%/yr for BIL.
Performance
HELX vs. BIL - Performance Comparison
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Returns By Period
In the year-to-date period, HELX achieves a 0.05% return, which is significantly lower than BIL's 1.66% return.
HELX
- 1D
- -0.45%
- 1M
- 6.20%
- YTD
- 0.05%
- 6M
- -2.14%
- 1Y
- 33.73%
- 3Y*
- 6.84%
- 5Y*
- -5.20%
- 10Y*
- —
BIL
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 1.66%
- 6M
- 1.75%
- 1Y
- 3.85%
- 3Y*
- 4.60%
- 5Y*
- 3.45%
- 10Y*
- 2.20%
HELX vs. BIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HELX Franklin Genomic Advancements ETF | 0.05% | 26.34% | -5.32% | 1.14% | -37.89% | 9.80% | 83.98% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 1.66% | 4.15% | 5.19% | 4.94% | 1.40% | -0.10% | 0.17% |
Correlation
The correlation between HELX and BIL is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2020 | -0.05 |
The correlation between HELX and BIL shifts across timeframes, from -0.13 (1 year) to -0.03 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
HELX vs. BIL — Risk / Return Rank
HELX
BIL
HELX vs. BIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HELX | BIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -17.78 | ||
| Sortino ratioReturn per unit of downside risk | -170.88 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 87.41 | -86.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 353.28 | -351.40 |
| Martin ratioReturn relative to average drawdown | 4.77 | 2,801.35 | -2,796.58 |
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Drawdowns
HELX vs. BIL - Drawdown Comparison
The maximum HELX drawdown since its inception was -58.75%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for HELX and BIL.
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Drawdown Indicators
| HELX | BIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.75% | -0.78% | -57.97% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -0.01% | -18.00% |
Max Drawdown (3Y)Largest decline over 3 years | -29.48% | -0.01% | -29.47% |
Max Drawdown (5Y)Largest decline over 5 years | -58.75% | -0.09% | -58.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.21% | — |
Current DrawdownCurrent decline from peak | -37.22% | 0.00% | -37.22% |
Average DrawdownAverage peak-to-trough decline | -34.33% | -0.26% | -34.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 0.00% | +7.09% |
Volatility
HELX vs. BIL - Volatility Comparison
Franklin Genomic Advancements ETF (HELX) has a higher volatility of 6.94% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that HELX's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HELX | BIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 0.07% | +6.87% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 0.14% | +16.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.40% | 0.20% | +21.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.14% | 0.26% | +23.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.37% | 0.26% | +27.11% |
HELX vs. BIL - Expense Ratio Comparison
HELX has a 0.50% expense ratio, which is higher than BIL's 0.14% expense ratio.
Dividends
HELX vs. BIL - Dividend Comparison
HELX's dividend yield for the trailing twelve months is around 0.39%, less than BIL's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.85% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% |
HELX Franklin Genomic Advancements ETF | 0.39% | 0.39% | 0.00% | 0.00% | 0.00% | 0.24% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HELX and BIL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HELX has higher volatility (6.94%) compared to BIL (0.07%). In terms of maximum drawdown, HELX dropped -58.75% vs BIL's -0.78%.
On 5-year performance, BIL leads with 3.45% vs -5.20% for HELX. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BIL has performed better with a 3.45% return vs -5.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BIL is cheaper with a 0.14% expense ratio, compared with 0.50% for HELX.
BIL has the higher dividend yield at 3.85%, compared with 0.39% for HELX.
HELX is categorized as Health & Biotech Equities, while BIL is Government Bonds. They also come from different issuers: Franklin Templeton and State Street. Their fees differ too: 0.50% for HELX and 0.14% for BIL.
BIL currently has the higher Sharpe Ratio (19.37 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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