HELX vs. GNOM

Last updated Jun 6, 2026

HELX (Franklin Genomic Advancements ETF) and GNOM (Global X Genomics & Biotechnology ETF) are both Health & Biotech Equities funds. HELX is actively managed, while GNOM is passively managed. Over the past 5 years, HELX returned -4.45%/yr vs -10.36%/yr for GNOM. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.50% expense ratio.

Performance

HELX vs. GNOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and Global X Genomics & Biotechnology ETF (GNOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HELX achieves a -4.15% return, which is significantly lower than GNOM's 6.84% return.

HELX

• 1D: -2.64%
• 1M: 0.97%
• YTD: -4.15%
• 6M: -6.12%
• 1Y: 31.33%
• 3Y*: 4.41%
• 5Y*: -4.45%
• 10Y*: —

GNOM

• 1D: -4.23%
• 1M: 3.36%
• YTD: 6.84%
• 6M: 4.93%
• 1Y: 51.76%
• 3Y*: -1.47%
• 5Y*: -10.36%
• 10Y*: —

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

HELX vs. GNOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
HELX Franklin Genomic Advancements ETF	-4.15%	26.34%	-5.32%	1.14%	-37.89%	9.80%	85.05%
GNOM Global X Genomics & Biotechnology ETF	6.84%	18.65%	-15.99%	-8.63%	-36.27%	-15.93%	67.26%

Correlation

The correlation between HELX and GNOM is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020	0.85

The correlation between HELX and GNOM has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

HELX vs. GNOM - Sectors Allocation Comparison

Sectors	HELX	GNOM
Healthcare	96.5%	99.6%
Basic Materials	2.7%	-
Technology	0.9%	0.4%
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

HELX vs. GNOM — Risk / Return Rank

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

HELX

HELX Risk / Return Rank: 41
HELX Sharpe Ratio Rank: 46
HELX Sortino Ratio Rank: 46
HELX Omega Ratio Rank: 42
HELX Calmar Ratio Rank: 37
HELX Martin Ratio Rank: 32

GNOM

GNOM Risk / Return Rank: 57
GNOM Sharpe Ratio Rank: 59
GNOM Sortino Ratio Rank: 61
GNOM Omega Ratio Rank: 53
GNOM Calmar Ratio Rank: 60
GNOM Martin Ratio Rank: 51

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. GNOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and Global X Genomics & Biotechnology ETF (GNOM). 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	GNOM	Difference
Sharpe ratio: Return per unit of total volatility	1.48	1.93	-0.44
Sortino ratio: Return per unit of downside risk	2.15	2.73	-0.58
Omega ratio: Gain probability vs. loss probability	1.26	1.31	-0.06
Calmar ratio: Return relative to maximum drawdown	1.75	2.86	-1.11
Martin ratio: Return relative to average drawdown	4.51	8.23	-3.72
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. GNOM - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.48, which is comparable to the GNOM Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of HELX and GNOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HELX	GNOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	1.93	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.18	-0.31	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	-0.09	+0.32

Drawdowns

HELX vs. GNOM - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, smaller than the maximum GNOM drawdown of -75.00%. Use the drawdown chart below to compare losses from any high point for HELX and GNOM.

Drawdown Indicators

	HELX	GNOM	Difference
Max Drawdown Largest peak-to-trough decline	-58.75%	-75.00%	+16.25%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	-18.17%	+0.16%
Max Drawdown (3Y) Largest decline over 3 years	-29.48%	-46.47%	+16.99%
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	-72.29%	+13.54%
Current Drawdown Current decline from peak	-39.86%	-55.85%	+15.99%
Average Drawdown Average peak-to-trough decline	-34.32%	-40.57%	+6.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.97%	6.31%	+0.66%

Volatility

HELX vs. GNOM - Volatility Comparison

The current volatility for Franklin Genomic Advancements ETF (HELX) is 7.78%, while Global X Genomics & Biotechnology ETF (GNOM) has a volatility of 9.57%. This indicates that HELX experiences smaller price fluctuations and is considered to be less risky than GNOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HELX	GNOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.78%	9.57%	-1.79%
Volatility (6M) Calculated over the trailing 6-month period	16.67%	19.99%	-3.32%
Volatility (1Y) Calculated over the trailing 1-year period	21.23%	27.01%	-5.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.17%	33.65%	-9.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.42%	34.21%	-6.79%

HELX vs. GNOM - Expense Ratio Comparison

Both HELX and GNOM have an expense ratio of 0.50%.

Dividends

HELX vs. GNOM - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.41%, less than GNOM's 1.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
GNOM Global X Genomics & Biotechnology ETF	1.29%	1.37%	0.00%	0.00%	0.00%	0.03%	0.14%
HELX Franklin Genomic Advancements ETF	0.41%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%

Frequently Asked Questions

Can I hold both HELX and GNOM in my portfolio?

HELX and GNOM have a correlation of 0.88, 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 GNOM?

GNOM has higher volatility (9.57%) compared to HELX (7.78%). In terms of maximum drawdown, HELX dropped -58.75% vs GNOM's -75.00%.

Which ETF is better, HELX or GNOM?

On 5-year performance, HELX leads with -4.45% vs -10.36% for GNOM. Both ETFs have the same 0.50% expense ratio. On volatility, HELX has been the lower-risk option at 7.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HELX or GNOM?

Over the 5-year period, HELX has performed better with a -4.45% return vs -10.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HELX or GNOM?

HELX and GNOM have the same expense ratio: 0.50% per year.

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

GNOM has the higher dividend yield at 1.29%, compared with 0.41% for HELX.

What is the main difference between HELX and GNOM?

They also come from different issuers: Franklin Templeton and Global X.

Which has better risk-adjusted returns?

GNOM currently has the higher Sharpe Ratio (1.93 vs 1.48), 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.