HELX vs. TYLD

Last updated Apr 1, 2026

Compare and contrast key facts about Franklin Genomic Advancements ETF (HELX) and Cambria Tactical Yield ETF (TYLD).

HELX and TYLD 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. TYLD is an actively managed fund by Cambria. It was launched on Jan 4, 2024.

Performance

HELX vs. TYLD - Performance Comparison

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

HELX vs. TYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
HELX Franklin Genomic Advancements ETF	-8.96%	26.34%	-4.03%
TYLD Cambria Tactical Yield ETF	0.80%	4.05%	5.15%

Returns By Period

In the year-to-date period, HELX achieves a -8.96% return, which is significantly lower than TYLD's 0.80% return.

HELX

• 1D: 4.58%
• 1M: -4.31%
• YTD: -8.96%
• 6M: 7.21%
• 1Y: 22.89%
• 3Y*: 2.98%
• 5Y*: -5.38%
• 10Y*: —

TYLD

• 1D: 0.06%
• 1M: 0.34%
• YTD: 0.80%
• 6M: 1.91%
• 1Y: 4.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HELX vs. TYLD - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is lower than TYLD's 0.59% expense ratio.

TYLD

Cambria Tactical Yield ETF

HELX

Franklin Genomic Advancements ETF

Return for Risk

HELX vs. TYLD — Risk / Return Rank

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

HELX

HELX Risk / Return Rank: 49
HELX Sharpe Ratio Rank: 54
HELX Sortino Ratio Rank: 56
HELX Omega Ratio Rank: 48
HELX Calmar Ratio Rank: 46
HELX Martin Ratio Rank: 41

TYLD

TYLD Risk / Return Rank: 98
TYLD Sharpe Ratio Rank: 98
TYLD Sortino Ratio Rank: 98
TYLD Omega Ratio Rank: 99
TYLD Calmar Ratio Rank: 98
TYLD Martin Ratio Rank: 98

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. TYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and Cambria Tactical Yield ETF (TYLD). 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	TYLD	Difference
Sharpe ratio Return per unit of total volatility	0.95	3.11	-2.16
Sortino ratio Return per unit of downside risk	1.45	4.72	-3.27
Omega ratio Gain probability vs. loss probability	1.18	2.00	-0.82
Calmar ratio Return relative to maximum drawdown	1.18	8.01	-6.84
Martin ratio Return relative to average drawdown	3.85	34.71	-30.86
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. TYLD - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 0.95, which is lower than the TYLD Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of HELX and TYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HELX	TYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	3.11	-2.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	2.48	-2.27

Correlation

The correlation between HELX and TYLD is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HELX vs. TYLD - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.43%, less than TYLD's 4.72% yield.

	TTM	2025	2024	2023	2022	2021	2020
HELX Franklin Genomic Advancements ETF	0.43%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%
TYLD Cambria Tactical Yield ETF	4.72%	4.38%	4.24%	0.00%	0.00%	0.00%	0.00%

Drawdowns

HELX vs. TYLD - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, which is greater than TYLD's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for HELX and TYLD.

Drawdown Indicators

	HELX	TYLD	Difference
Max Drawdown Largest peak-to-trough decline	-58.75%	-1.06%	-57.69%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	-0.52%	-17.49%
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	—	—
Current Drawdown Current decline from peak	-42.87%	0.00%	-42.87%
Average Drawdown Average peak-to-trough decline	-34.11%	-0.11%	-34.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.50%	0.12%	+5.38%

Volatility

HELX vs. TYLD - Volatility Comparison

Franklin Genomic Advancements ETF (HELX) has a higher volatility of 8.77% compared to Cambria Tactical Yield ETF (TYLD) at 0.24%. This indicates that HELX's price experiences larger fluctuations and is considered to be riskier than TYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HELX	TYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.77%	0.24%	+8.53%
Volatility (6M) Calculated over the trailing 6-month period	15.44%	0.50%	+14.94%
Volatility (1Y) Calculated over the trailing 1-year period	24.24%	1.34%	+22.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.26%	1.82%	+22.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.47%	1.82%	+25.65%