CETFX Performance — Morningstar Conservative ETF Asset Allocation Portfolio, Class II
Data updated: 2026-08-24
CETFX returned +3.05% year to date and +7.30% over one year to Jun 2026. Annualised returns are +7.13% over 3 years and +2.48% over 5 years. The fund trailed its US Multi-Cap Blend category average: $100 invested three years ago grew to $123, against $143 for the category, and to $107 over one year, against $116. Volatility over the past three years was 5.36% a year. In the 12 months to Jun 2026 the fund took in a net $617K, and assets reached $30.67M.
CETFX Growth of $100
What $100 invested in Morningstar Conservative ETF Asset Allocation Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | CETFX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $107 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $123 | $143 |
| 5 years (Jul 2021 – Jun 2026) | $113 | $136 |
| Since data start (Jul 2019 – Jun 2026) | $126 | $173 |
CETFX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.05% |
| 1 year | +7.30% |
| 3 years (annualised) | +7.13% |
| 5 years (annualised) | +2.48% |
CETFX Annual Returns
Calendar-year total returns of Morningstar Conservative ETF Asset Allocation Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +3.05% |
| 2025 | +8.83% |
| 2024 | +5.30% |
| 2023 | +7.85% |
| 2022 | −11.82% |
| 2021 | +2.26% |
| 2020 | +6.50% |
| 2019 (Jul–Dec) | +2.84% |
CETFX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.7% | +1.2% | −2.5% | +2.2% | +1.5% | −0.1% | — | — | — | — | — | — |
| 2025 | +1.1% | +1.1% | −0.9% | +0.4% | +0.9% | +1.9% | +0.2% | +1.4% | +1.2% | +0.8% | +0.4% | 0.0% |
| 2024 | +0.1% | 0.0% | +1.3% | −2.2% | +2.0% | +0.9% | +2.1% | +1.4% | +1.3% | −1.9% | +1.8% | −1.6% |
| 2023 | +3.7% | −2.5% | +2.1% | +0.5% | −1.2% | +1.1% | +1.0% | −0.9% | −2.2% | −1.5% | +4.6% | +3.2% |
| 2022 | −2.2% | −1.2% | −1.1% | −4.1% | +1.0% | −3.6% | +3.2% | −2.9% | −5.1% | +1.4% | +4.1% | −1.5% |
| 2021 | −0.5% | −0.4% | 0.0% | +1.4% | +0.6% | +0.5% | +0.9% | +0.3% | −1.5% | +0.9% | −0.8% | +0.9% |
| 2020 | +0.3% | −0.9% | −4.7% | +3.6% | +1.7% | +0.8% | +1.7% | +0.6% | −1.0% | −0.7% | +3.7% | +1.4% |
| 2019 | — | — | — | — | — | — | 0.0% | +0.7% | +0.1% | +0.9% | +0.1% | +1.0% |
CETFX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 5.36%
- 3-year Sharpe ratio: 0.49 (vs 4.5% risk-free rate)
- Best month: +4.63% (Nov 2023)
- Worst month: −2.45% (Mar 2026)
CETFX Fund Flows
Monthly money in and out of Morningstar Conservative ETF Asset Allocation Portfolio, from SEC Form N-PORT.
- 12-month net flow: $617K
- 12-month gross sales (incl. reinvestments): $9.5M
- Sales ÷ redemptions: 1.07×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $106K | $626K | −$521K |
| May 2026 | $531K | $159K | $371K |
| Apr 2026 | $739K | $1.6M | −$877K |
| Mar 2026 | $1.7M | $1.2M | $500K |
| Feb 2026 | $1.2M | $332K | $883K |
| Jan 2026 | $622K | $2.3M | −$1.7M |
| Dec 2025 | $1.2M | $322K | $912K |
| Nov 2025 | $2.2M | $156K | $2.0M |
| Oct 2025 | $508K | $553K | −$45K |
| Sep 2025 | $59K | $284K | −$225K |
| Aug 2025 | $201K | $901K | −$701K |
| Jul 2025 | $370K | $380K | −$10K |
CETFX Assets Under Management
Net assets of Morningstar Conservative ETF Asset Allocation Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $30.67M |
| 2026-03-31 | $30.58M |
| 2025-12-31 | $31.10M |
| 2025-09-30 | $28.64M |
| 2025-06-30 | $28.77M |
| 2025-03-31 | $28.49M |
| 2024-12-31 | $28.89M |
| 2024-09-30 | $29.25M |
| 2024-06-30 | $29.21M |
| 2024-03-31 | $28.51M |
| 2023-12-31 | $29.09M |
| 2023-09-30 | $28.07M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.