HELX vs. FLJH
Compare and contrast key facts about Franklin Genomic Advancements ETF (HELX) and Franklin FTSE Japan Hedged ETF (FLJH).
HELX and FLJH 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. FLJH is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Japan RIC Capped Hedged to USD Net Tax Index. It was launched on Nov 2, 2017.
Performance
HELX vs. FLJH - Performance Comparison
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HELX vs. FLJH - 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% |
FLJH Franklin FTSE Japan Hedged ETF | 9.29% | 25.26% | 25.89% | 36.02% | -2.75% | 12.68% | 22.23% |
Returns By Period
In the year-to-date period, HELX achieves a -8.14% return, which is significantly lower than FLJH's 9.29% return.
HELX
- 1D
- 0.90%
- 1M
- -2.17%
- YTD
- -8.14%
- 6M
- 5.21%
- 1Y
- 26.31%
- 3Y*
- 3.29%
- 5Y*
- -5.21%
- 10Y*
- —
FLJH
- 1D
- 2.72%
- 1M
- -2.83%
- YTD
- 9.29%
- 6M
- 17.51%
- 1Y
- 40.53%
- 3Y*
- 28.77%
- 5Y*
- 18.48%
- 10Y*
- —
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HELX vs. FLJH - Expense Ratio Comparison
HELX has a 0.50% expense ratio, which is higher than FLJH's 0.09% expense ratio.
Return for Risk
HELX vs. FLJH — Risk / Return Rank
HELX
FLJH
HELX vs. FLJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and Franklin FTSE Japan Hedged ETF (FLJH). 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 | FLJH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.77 | -0.68 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.43 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.32 | -1.99 |
Martin ratioReturn relative to average drawdown | 4.32 | 12.34 | -8.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HELX | FLJH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.77 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 1.00 | -1.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.69 | -0.49 |
Correlation
The correlation between HELX and FLJH is 0.42, 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. FLJH - Dividend Comparison
HELX's dividend yield for the trailing twelve months is around 0.43%, less than FLJH's 3.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HELX Franklin Genomic Advancements ETF | 0.43% | 0.39% | 0.00% | 0.00% | 0.00% | 0.24% | 0.12% | 0.00% | 0.00% | 0.00% |
FLJH Franklin FTSE Japan Hedged ETF | 3.57% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% |
Drawdowns
HELX vs. FLJH - Drawdown Comparison
The maximum HELX drawdown since its inception was -58.75%, which is greater than FLJH's maximum drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for HELX and FLJH.
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Drawdown Indicators
| HELX | FLJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.75% | -31.51% | -27.24% |
Max Drawdown (1Y)Largest decline over 1 year | -18.01% | -11.83% | -6.18% |
Max Drawdown (5Y)Largest decline over 5 years | -58.75% | -20.39% | -38.36% |
Current DrawdownCurrent decline from peak | -42.36% | -5.01% | -37.35% |
Average DrawdownAverage peak-to-trough decline | -34.12% | -5.39% | -28.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 3.19% | +2.37% |
Volatility
HELX vs. FLJH - Volatility Comparison
Franklin Genomic Advancements ETF (HELX) has a higher volatility of 8.75% compared to Franklin FTSE Japan Hedged ETF (FLJH) at 7.76%. This indicates that HELX's price experiences larger fluctuations and is considered to be riskier than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HELX | FLJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.75% | 7.76% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 14.50% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.21% | 23.00% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.26% | 18.50% | +5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.46% | 19.90% | +7.56% |