HELX vs. TYLD

Last updated Jun 25, 2026

HELX (Franklin Genomic Advancements ETF) and TYLD (Cambria Tactical Yield ETF) are both exchange-traded funds - HELX is a Health & Biotech Equities fund actively managed by Franklin Templeton, while TYLD is a fund fund actively managed by Cambria. Both are actively managed. Over the past year, HELX returned 37.35% vs 3.90% for TYLD. At a 0.03 correlation, their price movements are largely independent. HELX charges 0.50%/yr vs 0.59%/yr for TYLD.

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.

Returns By Period

In the year-to-date period, HELX achieves a 4.36% return, which is significantly higher than TYLD's 1.68% return.

HELX

• 1D: 3.44%
• 1M: 10.77%
• YTD: 4.36%
• 6M: 2.14%
• 1Y: 37.35%
• 3Y*: 8.35%
• 5Y*: -4.67%
• 10Y*: —

TYLD

• 1D: 0.00%
• 1M: 0.28%
• YTD: 1.68%
• 6M: 1.72%
• 1Y: 3.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HELX vs. TYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
HELX Franklin Genomic Advancements ETF	4.36%	26.34%	-4.09%
TYLD Cambria Tactical Yield ETF	1.68%	4.05%	5.09%

Correlation

The correlation between HELX and TYLD is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (All Time) Calculated using the full available price history since Jan 4, 2024	0.03

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: 51
HELX Sharpe Ratio Rank: 59
HELX Sortino Ratio Rank: 60
HELX Omega Ratio Rank: 53
HELX Calmar Ratio Rank: 48
HELX Martin Ratio Rank: 37

TYLD

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

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	HELX	TYLD	Difference
Sharpe ratio: Return per unit of total volatility	1.74	5.33	-3.59
Sortino ratio: Return per unit of downside risk	2.49	10.86	-8.37
Omega ratio: Gain probability vs. loss probability	1.29	2.56	-1.27
Calmar ratio: Return relative to maximum drawdown	2.08	32.99	-30.90
Martin ratio: Return relative to average drawdown	5.28	122.50	-117.22

HELX vs. TYLD - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.74, which is lower than the TYLD Sharpe Ratio of 5.33. The chart below compares the historical Sharpe Ratios of HELX and TYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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%	-0.12%	-17.89%
Max Drawdown (3Y) Largest decline over 3 years	-29.48%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	—	—
Current Drawdown Current decline from peak	-34.51%	0.00%	-34.51%
Average Drawdown Average peak-to-trough decline	-34.33%	-0.10%	-34.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.09%	0.03%	+7.06%

Volatility

HELX vs. TYLD - Volatility Comparison

Franklin Genomic Advancements ETF (HELX) has a higher volatility of 7.47% compared to Cambria Tactical Yield ETF (TYLD) at 0.15%. 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	7.47%	0.15%	+7.32%
Volatility (6M) Calculated over the trailing 6-month period	17.16%	0.53%	+16.63%
Volatility (1Y) Calculated over the trailing 1-year period	21.62%	0.74%	+20.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.19%	1.75%	+22.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.39%	1.75%	+25.64%

HELX vs. TYLD - Expense Ratio Comparison

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

Dividends

HELX vs. TYLD - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.38%, less than TYLD's 3.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
HELX Franklin Genomic Advancements ETF	0.38%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%
TYLD Cambria Tactical Yield ETF	3.74%	4.38%	4.24%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HELX and TYLD in my portfolio?

HELX and TYLD have a correlation of 0.03, 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 TYLD?

HELX has higher volatility (7.47%) compared to TYLD (0.15%). In terms of maximum drawdown, HELX dropped -58.75% vs TYLD's -1.06%.

Which ETF is better, HELX or TYLD?

On 1-year performance, HELX leads with 37.35% vs 3.90% for TYLD. On fees, HELX is cheaper at 0.50% per year. On volatility, TYLD has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HELX or TYLD?

Over the 1-year period, HELX has performed better with a 37.35% return vs 3.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HELX or TYLD?

HELX is cheaper with a 0.50% expense ratio, compared with 0.59% for TYLD.

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

TYLD has the higher dividend yield at 3.74%, compared with 0.38% for HELX.

What is the main difference between HELX and TYLD?

They also come from different issuers: Franklin Templeton and Cambria. Their fees differ too: 0.50% for HELX and 0.59% for TYLD.

Which has better risk-adjusted returns?

TYLD currently has the higher Sharpe Ratio (5.33 vs 1.74), 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.