Screener
CAOS vs PHEQ
Alpha Architect Tail Risk ETF vs Parametric Hedged Equity ETF
Key differences
Both CAOS and PHEQ are alternative ETFs. CAOS charges 0.63% a year and PHEQ 0.29%. The main difference: CAOS follows a volatility strategy strategy; PHEQ uses long short.
- CAOS follows a volatility strategy strategy; PHEQ uses long short.
- PHEQ costs 0.34% less per year.
- CAOS is much larger than PHEQ. Larger funds are usually more liquid and less likely to close.
- CAOS has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| CAOS | PHEQ | |
|---|---|---|
| Annual cost (TER) | 0.63% | 0.29% |
| Fund size (AUM) | $669M | $138M |
| Since | 2013 | 2023 |
| Dividend yield | 0.00% | 1.03% |
| Asset class | alternative | alternative |
| Region | north america | north america |
| Strategy | volatility strategy | long short |
| CAGR 1Y | +1.9% | +14.8% |
| CAGR 3Y | +4.3% | N/A |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | 0.19 | N/A |
| Volatility 1Y | 1.53% | 6.18% |
| Max drawdown | -3.60% | -12.55% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.