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

Correlation

The correlation between HELX and SOXX is 0.66, 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: 0.7

Performance

HELX vs. SOXX - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
13.04%
156.42%
HELX
SOXX

Key characteristics

Sharpe Ratio

HELX:

-0.52

SOXX:

-0.22

Sortino Ratio

HELX:

-0.60

SOXX:

-0.03

Omega Ratio

HELX:

0.93

SOXX:

1.00

Calmar Ratio

HELX:

-0.20

SOXX:

-0.23

Martin Ratio

HELX:

-1.11

SOXX:

-0.56

Ulcer Index

HELX:

10.77%

SOXX:

17.37%

Daily Std Dev

HELX:

23.11%

SOXX:

43.48%

Max Drawdown

HELX:

-58.75%

SOXX:

-70.21%

Current Drawdown

HELX:

-53.54%

SOXX:

-30.02%

Returns By Period

In the year-to-date period, HELX achieves a -6.46% return, which is significantly higher than SOXX's -14.13% return.


HELX

YTD

-6.46%

1M

-3.36%

6M

-12.14%

1Y

-9.90%

5Y*

0.45%

10Y*

N/A

SOXX

YTD

-14.13%

1M

-6.88%

6M

-19.27%

1Y

-12.42%

5Y*

20.27%

10Y*

20.74%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HELX vs. SOXX - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is higher than SOXX's 0.46% 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 SOXX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXX: 0.46%

Risk-Adjusted Performance

HELX vs. SOXX — 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 55
Overall Rank
The Sharpe Ratio Rank of HELX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of HELX is 44
Sortino Ratio Rank
The Omega Ratio Rank of HELX is 44
Omega Ratio Rank
The Calmar Ratio Rank of HELX is 99
Calmar Ratio Rank
The Martin Ratio Rank of HELX is 55
Martin Ratio Rank

SOXX
The Risk-Adjusted Performance Rank of SOXX is 1111
Overall Rank
The Sharpe Ratio Rank of SOXX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 88
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 1010
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. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and iShares PHLX Semiconductor ETF (SOXX). 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 -0.52, compared to the broader market-1.000.001.002.003.004.00
HELX: -0.52
SOXX: -0.22
The chart of Sortino ratio for HELX, currently valued at -0.60, compared to the broader market-2.000.002.004.006.008.00
HELX: -0.60
SOXX: -0.03
The chart of Omega ratio for HELX, currently valued at 0.93, compared to the broader market0.501.001.502.00
HELX: 0.93
SOXX: 1.00
The chart of Calmar ratio for HELX, currently valued at -0.20, compared to the broader market0.002.004.006.008.0010.0012.00
HELX: -0.20
SOXX: -0.23
The chart of Martin ratio for HELX, currently valued at -1.11, compared to the broader market0.0020.0040.0060.00
HELX: -1.11
SOXX: -0.56

The current HELX Sharpe Ratio is -0.52, which is lower than the SOXX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of HELX and SOXX, 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
-0.52
-0.22
HELX
SOXX

Dividends

HELX vs. SOXX - Dividend Comparison

HELX has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.80%.


TTM20242023202220212020201920182017201620152014
HELX
Franklin Genomic Advancements ETF
0.00%0.00%0.00%0.00%0.24%0.12%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares PHLX Semiconductor ETF
0.80%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

Drawdowns

HELX vs. SOXX - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for HELX and SOXX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-53.54%
-30.02%
HELX
SOXX

Volatility

HELX vs. SOXX - Volatility Comparison

The current volatility for Franklin Genomic Advancements ETF (HELX) is 14.12%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 25.98%. This indicates that HELX experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
14.12%
25.98%
HELX
SOXX