HELX vs. SOXX
Compare and contrast key facts about Franklin Genomic Advancements ETF (HELX) and iShares PHLX Semiconductor ETF (SOXX).
HELX and SOXX 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. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HELX or SOXX.
Key characteristics
| HELX | SOXX | |
|---|---|---|
| YTD Return | 3.12% | 18.02% |
| 1Y Return | 19.86% | 37.69% |
| 3Y Return (Ann) | -14.52% | 9.99% |
| Sharpe Ratio | 1.19 | 1.25 |
| Sortino Ratio | 1.76 | 1.74 |
| Omega Ratio | 1.21 | 1.23 |
| Calmar Ratio | 0.37 | 1.73 |
| Martin Ratio | 4.85 | 4.47 |
| Ulcer Index | 4.22% | 9.68% |
| Daily Std Dev | 17.20% | 34.31% |
| Max Drawdown | -56.33% | -70.21% |
| Current Drawdown | -45.90% | -14.83% |
Correlation
The correlation between HELX and SOXX is 0.61, 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.
Performance
HELX vs. SOXX - Performance Comparison
In the year-to-date period, HELX achieves a 3.12% return, which is significantly lower than SOXX's 18.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HELX vs. SOXX - Expense Ratio Comparison
HELX has a 0.50% expense ratio, which is higher than SOXX's 0.46% expense ratio.
Risk-Adjusted Performance
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.
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 0.65%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HELX Franklin Genomic Advancements ETF | 0.00% | 0.00% | 0.00% | 0.24% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.65% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
Drawdowns
HELX vs. SOXX - Drawdown Comparison
The maximum HELX drawdown since its inception was -56.33%, 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.
Volatility
HELX vs. SOXX - Volatility Comparison
The current volatility for Franklin Genomic Advancements ETF (HELX) is 4.00%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 9.75%. 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.