PHEQ Performance — Parametric Hedged Equity ETF
Data updated: 2026-08-21
PHEQ returned +6.42% year to date and +13.82% over one year to Jun 2026. Over one year the fund trailed its US Large Blend category average: $100 grew to $114, against $118 for the category. Volatility over the past 12 months was 5.74% a year. In the 12 months to Jun 2026 the fund took in a net $22.8M, and assets reached $139.96M.
PHEQ Growth of $100
What $100 invested in Parametric Hedged Equity ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | PHEQ | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $114 | $118 |
| Since data start (Oct 2023 – Jun 2026) | $145 | $161 |
PHEQ Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.42% |
| 1 year | +13.82% |
| 3 years (annualised) | +14.41% |
PHEQ Annual Returns
Calendar-year total returns of Parametric Hedged Equity ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +6.42% |
| 2025 | +12.10% |
| 2024 | +14.51% |
| 2023 (Oct–Dec) | +6.00% |
PHEQ 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 | +0.1% | +0.1% | −1.6% | +5.3% | +1.9% | +0.6% | — | — | — | — | — | — |
| 2025 | +2.2% | −0.2% | −4.3% | −0.4% | +4.2% | +3.4% | +1.2% | +1.7% | +1.8% | +1.2% | +0.3% | +0.5% |
| 2024 | +1.1% | +2.3% | +0.5% | −0.8% | +2.3% | +1.5% | +0.7% | +2.0% | +1.1% | −0.2% | +3.4% | −0.2% |
| 2023 | — | — | — | — | — | — | — | — | — | −2.6% | +6.3% | +2.3% |
PHEQ Risk
Risk measures from monthly returns over Jul 2025 – Jun 2026.
- 1-year volatility (annualised): 5.74%
- Best month: +5.34% (Apr 2026)
- Worst month: −1.60% (Mar 2026)
PHEQ Fund Flows
Monthly money in and out of Parametric Hedged Equity ETF, from SEC Form N-PORT.
- 12-month net flow: $22.8M
- 12-month gross sales (incl. reinvestments): $69.6M
- Sales ÷ redemptions: 1.49×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $3.4M | $1.7M | $1.7M |
| May 2026 | $1.7M | $0 | $1.7M |
| Apr 2026 | $6.7M | $1.6M | $5.1M |
| Mar 2026 | $0 | $9.7M | −$9.7M |
| Feb 2026 | $1.6M | $4.9M | −$3.3M |
| Jan 2026 | $4.9M | $6.6M | −$1.7M |
| Dec 2025 | $9.8M | $11.4M | −$1.6M |
| Nov 2025 | $4.9M | $0 | $4.9M |
| Oct 2025 | $22.5M | $0 | $22.5M |
| Sep 2025 | $6.4M | $3.2M | $3.2M |
| Aug 2025 | $4.7M | $1.6M | $3.1M |
| Jul 2025 | $3.1M | $6.2M | −$3.1M |
PHEQ Assets Under Management
Net assets of Parametric Hedged Equity ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $139.96M |
| 2026-03-31 | $121.78M |
| 2025-12-31 | $138.36M |
| 2025-09-30 | $110.60M |
| 2025-06-30 | $102.75M |
| 2025-03-31 | $87.36M |
| 2024-12-31 | $72.03M |
| 2024-09-30 | $41.65M |
| 2024-06-30 | $34.68M |
| 2024-03-31 | $32.44M |
| 2023-12-31 | $22.14M |
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.