HELX vs. VHT

Last updated Jun 25, 2026

HELX (Franklin Genomic Advancements ETF) and VHT (Vanguard Health Care ETF) are both Health & Biotech Equities funds. HELX is actively managed, while VHT is passively managed. Over the past 5 years, HELX returned -4.67%/yr vs 4.62%/yr for VHT. A 0.72 correlation means they provide meaningful diversification when combined. HELX charges 0.50%/yr vs 0.09%/yr for VHT.

Performance

HELX vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and Vanguard Health Care ETF (VHT). 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 VHT's 0.68% return.

HELX

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

VHT

• 1D: 0.71%
• 1M: 3.39%
• YTD: 0.68%
• 6M: -0.22%
• 1Y: 18.59%
• 3Y*: 7.35%
• 5Y*: 4.62%
• 10Y*: 10.22%

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

HELX vs. VHT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
HELX Franklin Genomic Advancements ETF	4.36%	26.34%	-5.32%	1.14%	-37.89%	9.80%	83.98%
VHT Vanguard Health Care ETF	0.68%	15.46%	2.66%	2.52%	-5.60%	20.57%	23.72%

Correlation

The correlation between HELX and VHT is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Feb 27, 2020	0.72

The correlation between HELX and VHT has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

HELX vs. VHT - Sectors Allocation Comparison

Sectors	HELX	VHT
Healthcare	96.5%	100.0%
Basic Materials	2.4%	-
Technology	1.1%	0.0%
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	0.0%
Industrials	-	0.0%
Real Estate	-	-
Utilities	-	-

Return for Risk

HELX vs. VHT — 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

VHT

VHT Risk / Return Rank: 38
VHT Sharpe Ratio Rank: 39
VHT Sortino Ratio Rank: 42
VHT Omega Ratio Rank: 36
VHT Calmar Ratio Rank: 39
VHT Martin Ratio Rank: 32

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. VHT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and Vanguard Health Care ETF (VHT). 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	VHT	Difference
Sharpe ratio: Return per unit of total volatility	1.74	1.27	+0.47
Sortino ratio: Return per unit of downside risk	2.49	1.98	+0.51
Omega ratio: Gain probability vs. loss probability	1.29	1.22	+0.07
Calmar ratio: Return relative to maximum drawdown	2.08	1.80	+0.29
Martin ratio: Return relative to average drawdown	5.28	4.41	+0.87

HELX vs. VHT - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.74, which is higher than the VHT Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of HELX and VHT, 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. VHT - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for HELX and VHT.

Drawdown Indicators

	HELX	VHT	Difference
Max Drawdown Largest peak-to-trough decline	-58.75%	-39.12%	-19.63%
Max Drawdown (1Y) Largest decline over 1 year	-18.01%	-10.40%	-7.61%
Max Drawdown (3Y) Largest decline over 3 years	-29.48%	-16.91%	-12.57%
Max Drawdown (5Y) Largest decline over 5 years	-58.75%	-17.71%	-41.04%
Max Drawdown (10Y) Largest decline over 10 years	—	-28.85%	—
Current Drawdown Current decline from peak	-34.51%	-2.51%	-32.00%
Average Drawdown Average peak-to-trough decline	-34.33%	-5.98%	-28.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.09%	4.23%	+2.86%

Volatility

HELX vs. VHT - Volatility Comparison

Franklin Genomic Advancements ETF (HELX) has a higher volatility of 7.47% compared to Vanguard Health Care ETF (VHT) at 4.98%. This indicates that HELX's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HELX	VHT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.47%	4.98%	+2.49%
Volatility (6M) Calculated over the trailing 6-month period	17.16%	10.48%	+6.68%
Volatility (1Y) Calculated over the trailing 1-year period	21.62%	14.73%	+6.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.19%	15.03%	+9.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.39%	16.95%	+10.44%

HELX vs. VHT - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is higher than VHT's 0.09% expense ratio.

Dividends

HELX vs. VHT - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.38%, less than VHT's 1.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HELX Franklin Genomic Advancements ETF	0.38%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%
VHT Vanguard Health Care ETF	1.63%	1.61%	1.53%	1.36%	1.33%	1.14%	1.21%	1.89%	1.38%	1.31%	1.45%	1.22%

Frequently Asked Questions

Can I hold both HELX and VHT in my portfolio?

HELX and VHT have a correlation of 0.68, 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 VHT?

HELX has higher volatility (7.47%) compared to VHT (4.98%). In terms of maximum drawdown, HELX dropped -58.75% vs VHT's -39.12%.

Which ETF is better, HELX or VHT?

On 5-year performance, VHT leads with 4.62% vs -4.67% for HELX. On fees, VHT is cheaper at 0.09% per year. On volatility, VHT has been the lower-risk option at 4.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HELX or VHT?

Over the 5-year period, VHT has performed better with a 4.62% return vs -4.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HELX or VHT?

VHT is cheaper with a 0.09% expense ratio, compared with 0.50% for HELX.

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

VHT has the higher dividend yield at 1.63%, compared with 0.38% for HELX.

What is the main difference between HELX and VHT?

They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.50% for HELX and 0.09% for VHT.

Which has better risk-adjusted returns?

HELX currently has the higher Sharpe Ratio (1.74 vs 1.27), 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.