HELX vs. BMEZ
Compare and contrast key facts about Franklin Genomic Advancements ETF (HELX) and BlackRock Health Sciences Trust II (BMEZ).
HELX is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HELX or BMEZ.
Key characteristics
| HELX | BMEZ | |
|---|---|---|
| YTD Return | 3.48% | 18.66% |
| 1Y Return | 20.90% | 31.75% |
| 3Y Return (Ann) | -14.60% | -7.84% |
| Sharpe Ratio | 1.06 | 2.02 |
| Sortino Ratio | 1.58 | 2.79 |
| Omega Ratio | 1.19 | 1.35 |
| Calmar Ratio | 0.33 | 0.65 |
| Martin Ratio | 4.36 | 7.38 |
| Ulcer Index | 4.20% | 3.90% |
| Daily Std Dev | 17.31% | 14.23% |
| Max Drawdown | -56.33% | -46.05% |
| Current Drawdown | -45.72% | -26.60% |
Correlation
The correlation between HELX and BMEZ is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HELX vs. BMEZ - Performance Comparison
In the year-to-date period, HELX achieves a 3.48% return, which is significantly lower than BMEZ's 18.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HELX vs. BMEZ - Risk-Adjusted Performance Comparison
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.
Dividends
HELX vs. BMEZ - Dividend Comparison
HELX has not paid dividends to shareholders, while BMEZ's dividend yield for the trailing twelve months is around 9.52%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
HELX Franklin Genomic Advancements ETF | 0.00% | 0.00% | 0.00% | 0.24% | 0.12% |
BMEZ BlackRock Health Sciences Trust II | 9.52% | 10.81% | 11.28% | 6.75% | 3.14% |
Drawdowns
HELX vs. BMEZ - Drawdown Comparison
The maximum HELX drawdown since its inception was -56.33%, 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.
Volatility
HELX vs. BMEZ - Volatility Comparison
Franklin Genomic Advancements ETF (HELX) has a higher volatility of 4.46% compared to BlackRock Health Sciences Trust II (BMEZ) at 3.49%. 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.