HELX vs. FLIN

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin Genomic Advancements ETF (HELX) and Franklin FTSE India ETF (FLIN).

HELX and FLIN 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. FLIN is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE India RIC Capped Index. It was launched on Feb 6, 2018.

Performance

HELX vs. FLIN - Performance Comparison

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

HELX vs. FLIN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
HELX Franklin Genomic Advancements ETF	-8.14%	26.34%	-5.32%	1.14%	-37.89%	9.80%	85.05%
FLIN Franklin FTSE India ETF	-13.94%	2.40%	10.33%	20.58%	-7.96%	24.96%	20.48%

Returns By Period

In the year-to-date period, HELX achieves a -8.14% return, which is significantly higher than FLIN's -13.94% return.

HELX

• 1D: 0.90%
• 1M: -2.17%
• YTD: -8.14%
• 6M: 5.21%
• 1Y: 26.31%
• 3Y*: 3.29%
• 5Y*: -5.21%
• 10Y*: —

FLIN

• 1D: -0.03%
• 1M: -8.71%
• YTD: -13.94%
• 6M: -11.16%
• 1Y: -8.65%
• 3Y*: 7.22%
• 5Y*: 4.59%
• 10Y*: —

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

HELX vs. FLIN - Expense Ratio Comparison

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

HELX

Franklin Genomic Advancements ETF

FLIN

Franklin FTSE India ETF

Return for Risk

HELX vs. FLIN — Risk / Return Rank

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

HELX

HELX Risk / Return Rank: 53
HELX Sharpe Ratio Rank: 60
HELX Sortino Ratio Rank: 61
HELX Omega Ratio Rank: 53
HELX Calmar Ratio Rank: 47
HELX Martin Ratio Rank: 43

FLIN

FLIN Risk / Return Rank: 3
FLIN Sharpe Ratio Rank: 3
FLIN Sortino Ratio Rank: 3
FLIN Omega Ratio Rank: 3
FLIN Calmar Ratio Rank: 4
FLIN Martin Ratio Rank: 1

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. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and Franklin FTSE India ETF (FLIN). 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.

	HELX	FLIN	Difference
Sharpe ratio Return per unit of total volatility	1.10	-0.55	+1.65
Sortino ratio Return per unit of downside risk	1.63	-0.69	+2.33
Omega ratio Gain probability vs. loss probability	1.21	0.92	+0.29
Calmar ratio Return relative to maximum drawdown	1.33	-0.50	+1.83
Martin ratio Return relative to average drawdown	4.32	-1.65	+5.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HELX vs. FLIN - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.10, which is higher than the FLIN Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of HELX and FLIN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HELX	FLIN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	-0.55	+1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.22	0.29	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.25	-0.05

Correlation

The correlation between HELX and FLIN is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

HELX vs. FLIN - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.43%, less than FLIN's 0.65% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
HELX Franklin Genomic Advancements ETF	0.43%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%	0.00%	0.00%
FLIN Franklin FTSE India ETF	0.65%	0.56%	1.58%	0.73%	0.73%	2.26%	0.68%	0.90%	0.92%

Drawdowns

HELX vs. FLIN - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for HELX and FLIN.

Drawdown Indicators

	HELX	FLIN	Difference
Max Drawdown Largest peak-to-trough decline	-58.75%	-41.90%	-16.85%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	-18.79%	+0.78%
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	-22.85%	-35.90%
Current Drawdown Current decline from peak	-42.36%	-20.77%	-21.59%
Average Drawdown Average peak-to-trough decline	-34.12%	-7.83%	-26.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.56%	5.65%	-0.09%

Volatility

HELX vs. FLIN - Volatility Comparison

Franklin Genomic Advancements ETF (HELX) has a higher volatility of 8.75% compared to Franklin FTSE India ETF (FLIN) at 7.02%. This indicates that HELX's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HELX	FLIN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.75%	7.02%	+1.73%
Volatility (6M) Calculated over the trailing 6-month period	15.40%	11.13%	+4.27%
Volatility (1Y) Calculated over the trailing 1-year period	24.21%	15.78%	+8.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.26%	15.71%	+8.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.46%	20.48%	+6.98%