TYLD vs. HELX

Last updated Jun 4, 2026

TYLD (Cambria Tactical Yield ETF) and HELX (Franklin Genomic Advancements ETF) are both exchange-traded funds - TYLD is a fund fund actively managed by Cambria, while HELX is a Health & Biotech Equities fund actively managed by Franklin Templeton. Both are actively managed. Over the past year, TYLD returned 4.06% vs 31.28% for HELX. At a 0.03 correlation, their price movements are largely independent. TYLD charges 0.59%/yr vs 0.50%/yr for HELX.

Performance

TYLD vs. HELX - Performance Comparison

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

Returns By Period

In the year-to-date period, TYLD achieves a 1.50% return, which is significantly higher than HELX's -4.52% return.

TYLD

• 1D: 0.00%
• 1M: 0.40%
• YTD: 1.50%
• 6M: 1.92%
• 1Y: 4.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

HELX

• 1D: 1.03%
• 1M: 2.06%
• YTD: -4.52%
• 6M: -7.35%
• 1Y: 31.28%
• 3Y*: 4.70%
• 5Y*: -4.52%
• 10Y*: —

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

TYLD vs. HELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TYLD Cambria Tactical Yield ETF	1.50%	4.05%	5.15%
HELX Franklin Genomic Advancements ETF	-4.52%	26.34%	-4.03%

Correlation

The correlation between TYLD and HELX is 0.04, 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	0.04
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024	0.03

Return for Risk

TYLD vs. HELX — Risk / Return Rank

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

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

HELX

HELX Risk / Return Rank: 38
HELX Sharpe Ratio Rank: 42
HELX Sortino Ratio Rank: 43
HELX Omega Ratio Rank: 40
HELX Calmar Ratio Rank: 35
HELX Martin Ratio Rank: 31

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.

TYLD vs. HELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Tactical Yield ETF (TYLD) and Franklin Genomic Advancements ETF (HELX). 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.

	TYLD	HELX	Difference
Sharpe ratio: Return per unit of total volatility	5.42	1.51	+3.91
Sortino ratio: Return per unit of downside risk	10.93	2.18	+8.76
Omega ratio: Gain probability vs. loss probability	2.55	1.26	+1.29
Calmar ratio: Return relative to maximum drawdown	34.31	1.74	+32.56
Martin ratio: Return relative to average drawdown	125.35	4.52	+120.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TYLD vs. HELX - Sharpe Ratio Comparison

The current TYLD Sharpe Ratio is 5.42, which is higher than the HELX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of TYLD and HELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TYLD	HELX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.42	1.51	+3.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.53	0.23	+2.30

Drawdowns

TYLD vs. HELX - Drawdown Comparison

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

Drawdown Indicators

	TYLD	HELX	Difference
Max Drawdown Largest peak-to-trough decline	-1.06%	-58.75%	+57.69%
Max Drawdown (1Y) Largest decline over 1 year	-0.12%	-18.01%	+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	0.00%	-40.09%	+40.09%
Average Drawdown Average peak-to-trough decline	-0.11%	-34.32%	+34.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.03%	6.94%	-6.91%

Volatility

TYLD vs. HELX - Volatility Comparison

The current volatility for Cambria Tactical Yield ETF (TYLD) is 0.26%, while Franklin Genomic Advancements ETF (HELX) has a volatility of 6.88%. This indicates that TYLD experiences smaller price fluctuations and is considered to be less risky than HELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TYLD	HELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.26%	6.88%	-6.62%
Volatility (6M) Calculated over the trailing 6-month period	0.55%	16.18%	-15.63%
Volatility (1Y) Calculated over the trailing 1-year period	0.75%	20.88%	-20.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.77%	24.13%	-22.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.77%	27.39%	-25.62%

TYLD vs. HELX - Expense Ratio Comparison

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

Dividends

TYLD vs. HELX - Dividend Comparison

TYLD's dividend yield for the trailing twelve months is around 4.69%, more than HELX's 0.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
HELX Franklin Genomic Advancements ETF	0.41%	0.39%	0.00%	0.00%	0.00%	0.24%	0.12%
TYLD Cambria Tactical Yield ETF	4.69%	4.38%	4.24%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TYLD and HELX in my portfolio?

TYLD and HELX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TYLD or HELX?

HELX has higher volatility (6.88%) compared to TYLD (0.26%). In terms of maximum drawdown, TYLD dropped -1.06% vs HELX's -58.75%.

Which ETF is better, TYLD or HELX?

On 1-year performance, HELX leads with 31.28% vs 4.06% for TYLD. On fees, HELX is cheaper at 0.50% per year. On volatility, TYLD has been the lower-risk option at 0.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TYLD or HELX?

Over the 1-year period, HELX has performed better with a 31.28% return vs 4.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TYLD or HELX?

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

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

TYLD has the higher dividend yield at 4.69%, compared with 0.41% for HELX.

What is the main difference between TYLD and HELX?

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

Which has better risk-adjusted returns?

TYLD currently has the higher Sharpe Ratio (5.42 vs 1.51), 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.