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HELX vs. BMEZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HELX vs. BMEZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and BlackRock Health Sciences Trust II (BMEZ). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HELX vs. BMEZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HELX
HELX Risk / Return Rank: 4545
Overall Rank
HELX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
HELX Sortino Ratio Rank: 5252
Sortino Ratio Rank
HELX Omega Ratio Rank: 4747
Omega Ratio Rank
HELX Calmar Ratio Rank: 4242
Calmar Ratio Rank
HELX Martin Ratio Rank: 3535
Martin Ratio Rank

BMEZ
BMEZ Risk / Return Rank: 6868
Overall Rank
BMEZ Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BMEZ Sortino Ratio Rank: 6767
Sortino Ratio Rank
BMEZ Omega Ratio Rank: 6464
Omega Ratio Rank
BMEZ Calmar Ratio Rank: 6767
Calmar Ratio Rank
BMEZ Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


HELXBMEZDifference
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

HELX vs. BMEZ - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.65, which is higher than the BMEZ Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of HELX and BMEZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


HELXBMEZDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-36.69%

-18.08%

-18.61%

Average Drawdown

Average peak-to-trough decline

-34.33%

-24.12%

-10.21%

Ulcer Index

Depth 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


HELXBMEZDifference

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.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

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