HELX vs. FBT
Compare and contrast key facts about Franklin Genomic Advancements ETF (HELX) and First Trust Amex Biotechnology Index (FBT).
HELX and FBT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HELX is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020. FBT is a passively managed fund by First Trust that tracks the performance of the NYSE Arca Biotechnology Index. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HELX or FBT.
Key characteristics
| HELX | FBT | |
|---|---|---|
| YTD Return | 2.43% | 12.68% |
| 1Y Return | 17.11% | 28.31% |
| 3Y Return (Ann) | -15.12% | 3.25% |
| Sharpe Ratio | 0.91 | 1.55 |
| Sortino Ratio | 1.39 | 2.24 |
| Omega Ratio | 1.16 | 1.27 |
| Calmar Ratio | 0.29 | 1.01 |
| Martin Ratio | 3.78 | 5.80 |
| Ulcer Index | 4.18% | 4.52% |
| Daily Std Dev | 17.32% | 16.94% |
| Max Drawdown | -56.33% | -40.51% |
| Current Drawdown | -46.27% | -2.32% |
Correlation
The correlation between HELX and FBT is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
HELX vs. FBT - Performance Comparison
In the year-to-date period, HELX achieves a 2.43% return, which is significantly lower than FBT's 12.68% 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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HELX vs. FBT - Expense Ratio Comparison
HELX has a 0.50% expense ratio, which is lower than FBT's 0.57% expense ratio.
Risk-Adjusted Performance
HELX vs. FBT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and First Trust Amex Biotechnology Index (FBT). 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. FBT - Dividend Comparison
Neither HELX nor FBT has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HELX Franklin Genomic Advancements ETF | 0.00% | 0.00% | 0.00% | 0.24% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FBT First Trust Amex Biotechnology Index | 0.00% | 0.00% | 0.00% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.12% | 0.05% |
Drawdowns
HELX vs. FBT - Drawdown Comparison
The maximum HELX drawdown since its inception was -56.33%, which is greater than FBT's maximum drawdown of -40.51%. Use the drawdown chart below to compare losses from any high point for HELX and FBT. For additional features, visit the drawdowns tool.
Volatility
HELX vs. FBT - Volatility Comparison
Franklin Genomic Advancements ETF (HELX) has a higher volatility of 4.33% compared to First Trust Amex Biotechnology Index (FBT) at 3.78%. This indicates that HELX's price experiences larger fluctuations and is considered to be riskier than FBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.