PHEQ vs VOO

Quick Verdict

VOO has a lower expense ratio. VOO delivered stronger 1-year returns. VOO offers more diversification with 505 holdings.

Lower Fees: VOOHigher Returns: VOOMore Diversified: VOO

Side-by-Side Comparison

MetricPHEQVOOWinner
Expense Ratio0.29%0.03%
AUM$137M$979.0B
Dividend Yield0.94%1.09%
Holdings186509
YTD Return+7.07%+13.11%
1Y Return+12.93%+22.88%
3Y Return (annualized)-+21.08%
5Y Return (annualized)-+13.26%
Volatility (annualized)6.8%14.1%
Max Drawdown-12.6%-34.3%
Fund FamilyParametricVanguard (US)
CategoryEquityEquity
InceptionOct 16, 2023Sep 7, 2010

PHEQ vs VOO Performance

Parametric Hedged Equity ETF (PHEQ) is a ETF from Parametric and Vanguard S&P 500 ETF (VOO) is a ETF from Vanguard (US). Over the past year PHEQ returned +12.93% while VOO returned +22.88%. Year to date, PHEQ is up 7.07% versus a gain of 13.11% for VOO.

Risk: Volatility and Drawdowns

VOO has been the more volatile fund, with annualized monthly volatility of 14.1% compared with 6.8% for PHEQ. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -12.6% for PHEQ and -34.3% for VOO. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.92. They move almost in lockstep, so holding both mostly duplicates the same exposure.

Fees and Cost Over Time

PHEQ charges 0.29% per year while VOO charges 0.03%. On a $10,000 position that is $29 vs $3 annually, a gap of $26 per year that compounds over a long holding period. On income, PHEQ currently yields 0.94% against 1.09% for VOO.

Holdings Overlap

65.1%overlap

PHEQ and VOO share 120 holdings out of 558 unique holdings combined, representing a 65.1% weight overlap.

High overlap means holding both may not provide much additional diversification.

Top Shared Holdings

StockWeight in PHEQWeight in VOODifference
NVDA8.66%7.51%1.15%
AAPL7.30%6.59%0.71%
MSFT5.09%4.30%0.79%
AMZNProProPro
GOOGLProProPro
AVGOProProPro
GOOGProProPro
METAProProPro
TSLAProProPro
MUProProPro
See all 10 holdings PHEQ shares with VOO
Exact weights in each fund and the difference, for every overlapping position.
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Frequently Asked Questions

Which is cheaper, PHEQ or VOO?

PHEQ has an expense ratio of 0.29% while VOO charges 0.03%. VOO is the cheaper option. On a $10,000 investment, that is $26 per year of difference.

Which performed better, PHEQ or VOO?

Over the past year PHEQ returned +12.93% vs +22.88% for VOO, so VOO leads on 1-year performance. Over the longest common window we track (3 years), PHEQ annualized +15.03% vs +13.54% for VOO. Past performance does not guarantee future results.

Which is riskier, PHEQ or VOO?

VOO has been the more volatile fund at 14.1% annualized versus 6.8% for PHEQ. Worst drawdown: PHEQ -12.6% vs VOO -34.3%.

Should I hold both PHEQ and VOO?

PHEQ and VOO have a monthly-return correlation of 0.92, so they move almost identically. Holding both adds little diversification - most investors pick one, usually on fees or the specific index tracked.

What is the holdings overlap between PHEQ and VOO?

PHEQ and VOO share 120 common holdings with a 65.1% weight overlap. Combined, they hold 558 unique securities.

Which pays a higher dividend, PHEQ or VOO?

PHEQ yields 0.94% while VOO yields 1.09%, so VOO currently pays the higher dividend yield.

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