HELX vs. BMEZ

In the year-to-date period, HELX achieves a -11.05% return, which is significantly lower than BMEZ's 2.90% return.

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This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and BlackRock Health Sciences Trust II (BMEZ). 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 -0.75, which is lower than the BMEZ Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of HELX and BMEZ, 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 BMEZ's dividend yield for the trailing twelve months is around 14.38%.

The maximum HELX drawdown since its inception was -58.75%, which is greater than BMEZ's maximum drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for HELX and BMEZ. For additional features, visit the drawdowns tool.

Franklin Genomic Advancements ETF (HELX) has a higher volatility of 10.18% compared to BlackRock Health Sciences Trust II (BMEZ) at 8.15%. This indicates that HELX's price experiences larger fluctuations and is considered to be riskier than BMEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.