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HELX vs. IDNA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HELX and IDNA is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

HELX vs. IDNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
13.63%
-26.03%
HELX
IDNA

Key characteristics

Sharpe Ratio

HELX:

-0.39

IDNA:

-0.22

Sortino Ratio

HELX:

-0.41

IDNA:

-0.14

Omega Ratio

HELX:

0.95

IDNA:

0.98

Calmar Ratio

HELX:

-0.15

IDNA:

-0.08

Martin Ratio

HELX:

-0.85

IDNA:

-0.54

Ulcer Index

HELX:

10.70%

IDNA:

9.60%

Daily Std Dev

HELX:

23.11%

IDNA:

24.16%

Max Drawdown

HELX:

-58.75%

IDNA:

-68.26%

Current Drawdown

HELX:

-53.30%

IDNA:

-61.56%

Returns By Period

In the year-to-date period, HELX achieves a -5.98% return, which is significantly higher than IDNA's -8.57% return.


HELX

YTD

-5.98%

1M

-4.85%

6M

-11.93%

1Y

-10.95%

5Y*

0.55%

10Y*

N/A

IDNA

YTD

-8.57%

1M

-2.86%

6M

-13.09%

1Y

-5.80%

5Y*

-8.19%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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HELX vs. IDNA - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is higher than IDNA's 0.47% expense ratio.


Expense ratio chart for HELX: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HELX: 0.50%
Expense ratio chart for IDNA: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDNA: 0.47%

Risk-Adjusted Performance

HELX vs. IDNA — Risk-Adjusted Performance Rank

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

HELX
The Risk-Adjusted Performance Rank of HELX is 88
Overall Rank
The Sharpe Ratio Rank of HELX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of HELX is 77
Sortino Ratio Rank
The Omega Ratio Rank of HELX is 77
Omega Ratio Rank
The Calmar Ratio Rank of HELX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of HELX is 88
Martin Ratio Rank

IDNA
The Risk-Adjusted Performance Rank of IDNA is 1313
Overall Rank
The Sharpe Ratio Rank of IDNA is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of IDNA is 1212
Sortino Ratio Rank
The Omega Ratio Rank of IDNA is 1313
Omega Ratio Rank
The Calmar Ratio Rank of IDNA is 1616
Calmar Ratio Rank
The Martin Ratio Rank of IDNA is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HELX vs. IDNA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA). 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.


The chart of Sharpe ratio for HELX, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.00
HELX: -0.39
IDNA: -0.22
The chart of Sortino ratio for HELX, currently valued at -0.41, compared to the broader market-2.000.002.004.006.008.00
HELX: -0.41
IDNA: -0.14
The chart of Omega ratio for HELX, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
HELX: 0.95
IDNA: 0.98
The chart of Calmar ratio for HELX, currently valued at -0.15, compared to the broader market0.002.004.006.008.0010.0012.00
HELX: -0.15
IDNA: -0.08
The chart of Martin ratio for HELX, currently valued at -0.85, compared to the broader market0.0020.0040.0060.00
HELX: -0.85
IDNA: -0.54

The current HELX Sharpe Ratio is -0.39, which is lower than the IDNA Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of HELX and IDNA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.39
-0.22
HELX
IDNA

Dividends

HELX vs. IDNA - Dividend Comparison

HELX has not paid dividends to shareholders, while IDNA's dividend yield for the trailing twelve months is around 1.08%.


TTM202420232022202120202019
HELX
Franklin Genomic Advancements ETF
0.00%0.00%0.00%0.00%0.24%0.12%0.00%
IDNA
iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund
1.08%0.98%1.04%0.54%0.70%0.26%0.80%

Drawdowns

HELX vs. IDNA - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, smaller than the maximum IDNA drawdown of -68.26%. Use the drawdown chart below to compare losses from any high point for HELX and IDNA. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%NovemberDecember2025FebruaryMarchApril
-53.30%
-61.56%
HELX
IDNA

Volatility

HELX vs. IDNA - Volatility Comparison

Franklin Genomic Advancements ETF (HELX) has a higher volatility of 14.24% compared to iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund (IDNA) at 13.43%. This indicates that HELX's price experiences larger fluctuations and is considered to be riskier than IDNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.24%
13.43%
HELX
IDNA