HELX vs. FLCH

Last updated Jun 24, 2026

HELX (Franklin Genomic Advancements ETF) and FLCH (Franklin FTSE China ETF) are both exchange-traded funds - HELX is a Health & Biotech Equities fund actively managed by Franklin Templeton, while FLCH is a China Equities fund tracking the FTSE China RIC Capped Index. HELX is actively managed, while FLCH is passively managed. Over the past 5 years, HELX returned -5.27%/yr vs -5.91%/yr for FLCH. At a 0.42 correlation, their price movements are largely independent. HELX charges 0.50%/yr vs 0.19%/yr for FLCH.

Performance

HELX vs. FLCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and Franklin FTSE China ETF (FLCH). 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 FLCH's -12.17% return.

HELX

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

FLCH

• 1D: -1.88%
• 1M: -5.67%
• YTD: -12.17%
• 6M: -12.94%
• 1Y: -0.05%
• 3Y*: 8.98%
• 5Y*: -5.91%
• 10Y*: —

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

HELX vs. FLCH - 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%
FLCH Franklin FTSE China ETF	-12.17%	32.55%	18.00%	-11.21%	-22.74%	-20.87%	32.23%

Correlation

The correlation between HELX and FLCH is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (All Time) Calculated using the full available price history since Feb 27, 2020	0.42

The correlation between HELX and FLCH shifts across timeframes, from 0.30 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

HELX vs. FLCH - Sectors Allocation Comparison

Sectors	HELX	FLCH
Healthcare	96.5%	2.1%
Basic Materials	2.4%	6.0%
Technology	1.1%	16.8%
Communication Services	-	2.1%
Consumer Cyclical	-	25.5%
Consumer Defensive	-	1.2%
Energy	-	12.6%
Financial Services	-	14.4%
Industrials	-	15.5%
Real Estate	-	1.6%
Utilities	-	2.0%

Return for Risk

HELX vs. FLCH — 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

FLCH

FLCH Risk / Return Rank: 9
FLCH Sharpe Ratio Rank: 9
FLCH Sortino Ratio Rank: 8
FLCH Omega Ratio Rank: 8
FLCH Calmar Ratio Rank: 9
FLCH Martin Ratio Rank: 9

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. FLCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and Franklin FTSE China ETF (FLCH). 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	FLCH	Difference
Sharpe ratio: Return per unit of total volatility	1.65	-0.00	+1.65
Sortino ratio: Return per unit of downside risk	2.36	0.13	+2.23
Omega ratio: Gain probability vs. loss probability	1.28	1.02	+0.26
Calmar ratio: Return relative to maximum drawdown	1.96	-0.00	+1.96
Martin ratio: Return relative to average drawdown	4.96	-0.01	+4.96

HELX vs. FLCH - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.65, which is higher than the FLCH Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of HELX and FLCH, 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. FLCH - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, smaller than the maximum FLCH drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for HELX and FLCH.

Drawdown Indicators

	HELX	FLCH	Difference
Max Drawdown Largest peak-to-trough decline	-58.75%	-62.09%	+3.34%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	-19.59%	+1.58%
Max Drawdown (3Y) Largest decline over 3 years	-29.48%	-25.43%	-4.05%
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	-55.78%	-2.97%
Current Drawdown Current decline from peak	-36.69%	-38.09%	+1.40%
Average Drawdown Average peak-to-trough decline	-34.33%	-30.55%	-3.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.09%	8.32%	-1.23%

Volatility

HELX vs. FLCH - Volatility Comparison

Franklin Genomic Advancements ETF (HELX) has a higher volatility of 6.84% compared to Franklin FTSE China ETF (FLCH) at 5.65%. This indicates that HELX's price experiences larger fluctuations and is considered to be riskier than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HELX	FLCH	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.84%	5.65%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	16.93%	14.07%	+2.86%
Volatility (1Y) Calculated over the trailing 1-year period	21.37%	19.43%	+1.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.14%	29.63%	-5.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.36%	27.86%	-0.50%

HELX vs. FLCH - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is higher than FLCH's 0.19% expense ratio.

Dividends

HELX vs. FLCH - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.39%, less than FLCH's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLCH Franklin FTSE China ETF	1.77%	2.36%	2.87%	3.47%	2.69%	1.48%	0.91%	1.98%	1.92%	0.01%
HELX Franklin Genomic Advancements ETF	0.39%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HELX and FLCH in my portfolio?

HELX and FLCH have a correlation of 0.30, 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 FLCH?

HELX has higher volatility (6.84%) compared to FLCH (5.65%). In terms of maximum drawdown, HELX dropped -58.75% vs FLCH's -62.09%.

Which ETF is better, HELX or FLCH?

On 5-year performance, HELX leads with -5.27% vs -5.91% for FLCH. On fees, FLCH is cheaper at 0.19% per year. On volatility, FLCH has been the lower-risk option at 5.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HELX or FLCH?

Over the 5-year period, HELX has performed better with a -5.27% return vs -5.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HELX or FLCH?

FLCH is cheaper with a 0.19% expense ratio, compared with 0.50% for HELX.

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

FLCH has the higher dividend yield at 1.77%, compared with 0.39% for HELX.

What is the main difference between HELX and FLCH?

HELX is categorized as Health & Biotech Equities, while FLCH is China Equities. Their fees differ too: 0.50% for HELX and 0.19% for FLCH.

Which has better risk-adjusted returns?

HELX currently has the higher Sharpe Ratio (1.65 vs -0.00), 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.