HELX vs. BMEZ
HELX (Franklin Genomic Advancements ETF) is Health & Biotech Equities fund actively managed by Franklin Templeton, while BMEZ (BlackRock Health Sciences Trust II) is a stock. Over the past 5 years, HELX returned -5.27%/yr vs -3.07%/yr for BMEZ. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
HELX vs. BMEZ - Performance Comparison
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Returns By Period
In the year-to-date period, HELX achieves a 0.89% return, which is significantly lower than BMEZ's 2.12% return.
HELX
- 1D
- 0.84%
- 1M
- 7.10%
- YTD
- 0.89%
- 6M
- -0.79%
- 1Y
- 35.07%
- 3Y*
- 7.14%
- 5Y*
- -5.27%
- 10Y*
- —
BMEZ
- 1D
- 0.62%
- 1M
- 4.39%
- YTD
- 2.12%
- 6M
- 1.58%
- 1Y
- 14.49%
- 3Y*
- 7.92%
- 5Y*
- -3.07%
- 10Y*
- —
HELX vs. BMEZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HELX Franklin Genomic Advancements ETF | 0.89% | 26.34% | -5.32% | 1.14% | -37.89% | 9.80% | 83.98% |
BMEZ BlackRock Health Sciences Trust II | 2.12% | 18.69% | 9.54% | 5.07% | -32.65% | -6.00% | 42.04% |
Correlation
The correlation between HELX and BMEZ is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2020 | 0.61 |
The correlation between HELX and BMEZ has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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Return for Risk
HELX vs. BMEZ — Risk / Return Rank
HELX
BMEZ
HELX vs. BMEZ - Risk-Adjusted Trends 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.
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 | BMEZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.17 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.29 | +0.66 |
| Martin ratioReturn relative to average drawdown | 4.96 | 3.16 | +1.80 |
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Drawdowns
HELX vs. BMEZ - Drawdown Comparison
The maximum HELX drawdown since its inception was -58.75%, which is greater than BMEZ's maximum drawdown of -46.19%. Use the drawdown chart below to compare losses from any high point for HELX and BMEZ.
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Drawdown Indicators
| HELX | BMEZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.75% | -46.19% | -12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -11.24% | -6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -29.48% | -18.41% | -11.07% |
Max Drawdown (5Y)Largest decline over 5 years | -58.75% | -46.17% | -12.58% |
Current DrawdownCurrent decline from peak | -36.69% | -18.08% | -18.61% |
Average DrawdownAverage peak-to-trough decline | -34.33% | -24.12% | -10.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 4.60% | +2.49% |
Volatility
HELX vs. BMEZ - Volatility Comparison
Franklin Genomic Advancements ETF (HELX) has a higher volatility of 6.84% compared to BlackRock Health Sciences Trust II (BMEZ) at 4.08%. 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.
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Volatility by Period
| HELX | BMEZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 4.08% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 11.48% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.37% | 15.18% | +6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.14% | 19.87% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.36% | 24.08% | +3.28% |
Dividends
HELX vs. BMEZ - Dividend Comparison
HELX's dividend yield for the trailing twelve months is around 0.39%, less than BMEZ's 10.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BMEZ BlackRock Health Sciences Trust II | 10.11% | 12.43% | 11.74% | 10.80% | 11.28% | 6.51% | 3.14% |
HELX Franklin Genomic Advancements ETF | 0.39% | 0.39% | 0.00% | 0.00% | 0.00% | 0.24% | 0.12% |
Frequently Asked Questions
HELX and BMEZ have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HELX has higher volatility (6.84%) compared to BMEZ (4.08%). In terms of maximum drawdown, HELX dropped -58.75% vs BMEZ's -46.19%.
HELX currently has the higher Sharpe Ratio (1.65 vs 0.96), 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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