FRANKLIN GENOMIC ADVANCEMENTS ETF
Symbol: HELX
Exchange: BATS
Sector: Healthcare
Category: Health
Inception date: 25/02/2020
Latest date: 16/07/2026
Current price: $39.24
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
10.12%
Ann. -19.25% (Sharpe / Sortino numerator)
Volatility
29.20%
Sharpe ratio
-0.784
VaR 95%
-3.23%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
15.34%
Ann. -29.83% (Sharpe / Sortino numerator)
Volatility
24.06%
Sharpe ratio
-1.391
VaR 95%
-2.25%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.21%
Ann. 9.78% (Sharpe / Sortino numerator)
Volatility
21.49%
Sharpe ratio
0.286
VaR 95%
-2.01%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
42.86%
Ann. 24.26% (Sharpe / Sortino numerator)
Volatility
24.05%
Sharpe ratio
0.858
VaR 95%
-2.12%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
15.96%
Ann. 2.35% (Sharpe / Sortino numerator)
Volatility
21.94%
Sharpe ratio
-0.058
VaR 95%
-2.12%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
28.35%
Ann. 3.39% (Sharpe / Sortino numerator)
Volatility
20.41%
Sharpe ratio
-0.012
VaR 95%
-2.04%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.152%
Best day
4.575%
Worst day
-3.743%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $39.38 | $39.49 | $39.09 | $39.24 | 1,100 |
| 15/07/2026 | $39.55 | $39.72 | $39.54 | $39.72 | 700 |
| 14/07/2026 | $39.82 | $39.88 | $39.42 | $39.49 | 4,800 |
| 13/07/2026 | $39.90 | $39.90 | $39.73 | $39.73 | 2,400 |
| 10/07/2026 | $40.51 | $40.51 | $39.93 | $40.18 | 12,400 |
| 09/07/2026 | $41.16 | $41.16 | $41.16 | $41.16 | 200 |
| 08/07/2026 | $40.77 | $40.77 | $40.16 | $40.47 | 3,000 |
| 07/07/2026 | $41.00 | $41.30 | $40.85 | $41.08 | 2,700 |
| 06/07/2026 | $40.98 | $41.17 | $40.88 | $41.11 | 2,400 |
| 02/07/2026 | $40.91 | $40.97 | $40.87 | $40.97 | 900 |