Screener
PHEQ vs CAOS
Parametric Hedged Equity ETF vs Alpha Architect Tail Risk ETF
Key differences
Both PHEQ and CAOS are alternative ETFs. PHEQ charges 0.29% a year and CAOS 0.63%. The main difference: PHEQ follows a long short strategy; CAOS uses volatility strategy.
- PHEQ follows a long short strategy; CAOS uses volatility strategy.
- 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
| PHEQ | CAOS | |
|---|---|---|
| Annual cost (TER) | 0.29% | 0.63% |
| Fund size (AUM) | $138M | $669M |
| Since | 2023 | 2013 |
| Dividend yield | 1.03% | 0.00% |
| Asset class | alternative | alternative |
| Region | north america | north america |
| Strategy | long short | volatility strategy |
| CAGR 1Y | +14.8% | +1.9% |
| CAGR 3Y | N/A | +4.3% |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | N/A | 0.19 |
| Volatility 1Y | 6.18% | 1.53% |
| Max drawdown | -12.55% | -3.60% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.