HELX vs. FGDL

Last updated Jun 24, 2026

HELX (Franklin Genomic Advancements ETF) and FGDL (Franklin Responsibly Sourced Gold ETF) are both exchange-traded funds - HELX is a Health & Biotech Equities fund actively managed by Franklin Templeton, while FGDL is a Gold fund tracking the LBMA Gold Price PM ($/ozt). HELX is actively managed, while FGDL is passively managed. Over the past 3 years, HELX returned 7.14%/yr vs 28.79%/yr for FGDL. At a 0.20 correlation, their price movements are largely independent. HELX charges 0.50%/yr vs 0.15%/yr for FGDL.

Performance

HELX vs. FGDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and Franklin Responsibly Sourced Gold ETF (FGDL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HELX achieves a 0.89% return, which is significantly higher than FGDL's -4.86% return.

HELX

• 1D: 0.84%
• 1M: 7.10%
• YTD: 0.89%
• 6M: -0.79%
• 1Y: 35.07%
• 3Y*: 7.14%
• 5Y*: -5.27%
• 10Y*: —

FGDL

• 1D: -1.86%
• 1M: -8.58%
• YTD: -4.86%
• 6M: -8.67%
• 1Y: 21.26%
• 3Y*: 28.79%
• 5Y*: —
• 10Y*: —

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

HELX vs. FGDL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HELX Franklin Genomic Advancements ETF	0.89%	26.34%	-5.32%	1.14%	-6.18%
FGDL Franklin Responsibly Sourced Gold ETF	-4.86%	64.15%	27.31%	12.92%	0.72%

Correlation

The correlation between HELX and FGDL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022	0.20

Return for Risk

HELX vs. FGDL — Risk / Return Rank

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

HELX

HELX Risk / Return Rank: 45
HELX Sharpe Ratio Rank: 51
HELX Sortino Ratio Rank: 52
HELX Omega Ratio Rank: 47
HELX Calmar Ratio Rank: 42
HELX Martin Ratio Rank: 35

FGDL

FGDL Risk / Return Rank: 21
FGDL Sharpe Ratio Rank: 23
FGDL Sortino Ratio Rank: 21
FGDL Omega Ratio Rank: 24
FGDL Calmar Ratio Rank: 20
FGDL Martin Ratio Rank: 20

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. FGDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and Franklin Responsibly Sourced Gold ETF (FGDL). 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	FGDL	Difference
Sharpe ratio: Return per unit of total volatility	1.65	0.77	+0.88
Sortino ratio: Return per unit of downside risk	2.36	1.12	+1.25
Omega ratio: Gain probability vs. loss probability	1.28	1.16	+0.12
Calmar ratio: Return relative to maximum drawdown	1.96	0.86	+1.09
Martin ratio: Return relative to average drawdown	4.96	2.31	+2.65

HELX vs. FGDL - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.65, which is higher than the FGDL Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of HELX and FGDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HELX vs. FGDL - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, which is greater than FGDL's maximum drawdown of -24.73%. Use the drawdown chart below to compare losses from any high point for HELX and FGDL.

Drawdown Indicators

	HELX	FGDL	Difference
Max Drawdown Largest peak-to-trough decline	-58.75%	-24.73%	-34.02%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	-24.73%	+6.72%
Max Drawdown (3Y) Largest decline over 3 years	-29.48%	-24.73%	-4.75%
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	—	—
Current Drawdown Current decline from peak	-36.69%	-23.98%	-12.71%
Average Drawdown Average peak-to-trough decline	-34.33%	-4.07%	-30.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.09%	9.24%	-2.15%

Volatility

HELX vs. FGDL - Volatility Comparison

The current volatility for Franklin Genomic Advancements ETF (HELX) is 6.84%, while Franklin Responsibly Sourced Gold ETF (FGDL) has a volatility of 8.47%. This indicates that HELX experiences smaller price fluctuations and is considered to be less risky than FGDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HELX	FGDL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.84%	8.47%	-1.63%
Volatility (6M) Calculated over the trailing 6-month period	16.93%	24.48%	-7.55%
Volatility (1Y) Calculated over the trailing 1-year period	21.37%	27.83%	-6.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.14%	19.33%	+4.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.36%	19.33%	+8.03%

HELX vs. FGDL - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is higher than FGDL's 0.15% expense ratio.

Dividends

HELX vs. FGDL - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.39%, while FGDL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
FGDL Franklin Responsibly Sourced Gold ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HELX Franklin Genomic Advancements ETF	0.39%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%

Frequently Asked Questions

Can I hold both HELX and FGDL in my portfolio?

HELX and FGDL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HELX or FGDL?

FGDL has higher volatility (8.47%) compared to HELX (6.84%). In terms of maximum drawdown, HELX dropped -58.75% vs FGDL's -24.73%.

Which ETF is better, HELX or FGDL?

On 3-year performance, FGDL leads with 28.79% vs 7.14% for HELX. On fees, FGDL is cheaper at 0.15% per year. On volatility, HELX has been the lower-risk option at 6.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HELX or FGDL?

Over the 3-year period, FGDL has performed better with a 28.79% return vs 7.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HELX or FGDL?

FGDL is cheaper with a 0.15% expense ratio, compared with 0.50% for HELX.

Which ETF pays a higher dividend yield, HELX or FGDL?

HELX has the higher dividend yield at 0.39%, compared with 0.00% for FGDL.

What is the main difference between HELX and FGDL?

HELX is categorized as Health & Biotech Equities, while FGDL is Gold. Their fees differ too: 0.50% for HELX and 0.15% for FGDL.

Which has better risk-adjusted returns?

HELX currently has the higher Sharpe Ratio (1.65 vs 0.77), 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.