GNT vs PHEQ

Comparison between GAMCO Natural Resources Gold & Income Trust (GNT, ETF) and PARAMETRIC HEDGED EQUITY ETF (PHEQ, ETF).

GNT vs PHEQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GNT(ETF)	PHEQ(ETF)
Net Assets	$137M	$138M
Expense Ratio	N/A	0.29%
Max Drawdown	88.14%	12.74%
Sharpe Ratio	1.37	1.67
5Y Beta	0.51	0.53
P/E Ratio	N/A	28.16
Forward P/E	N/A	21.52
5Y Dividends CAGR	11.33%	N/A
5Y EPS CAGR	N/A	24.91%
Debt to Equity	N/A	43.74%
P/S Ratio	N/A	3.37
P/B Ratio	N/A	5.39

Net Assets

GNT

$137M

Winner

PHEQ

$138M

Expense Ratio

GNT

N/A

PHEQ

0.29%

Max Drawdown

GNT

88.14%

Winner

PHEQ

12.74%

Sharpe Ratio

GNT

1.37

Winner

PHEQ

1.67

5Y Beta

Winner

GNT

0.51

PHEQ

0.53

P/E Ratio

GNT

N/A

PHEQ

28.16

Forward P/E

GNT

N/A

PHEQ

21.52

5Y Dividends CAGR

GNT

11.33%

PHEQ

N/A

5Y EPS CAGR

GNT

N/A

PHEQ

24.91%

Debt to Equity

GNT

N/A

PHEQ

43.74%

P/S Ratio

GNT

N/A

PHEQ

3.37

P/B Ratio

GNT

N/A

PHEQ

5.39

GNT vs PHEQ - Historical Returns

Returns include dividend reinvestment.

Period	GNT	PHEQ
1 month	-1.77%	+0.76%
3 months	-1.47%	+6.89%
6 months	+15.28%	+5.64%
1 year	+36.36%	+14.75%
5 years(CAGR)	+15.25%	N/A
10 years(CAGR)	+10.12%	N/A
Max(CAGR)	+3.71%	+15.08%

GNT

-1.77%

Winner

PHEQ

+0.76%

GNT

-1.47%

Winner

PHEQ

+6.89%

Winner

GNT

+15.28%

PHEQ

+5.64%

Winner

GNT

+36.36%

PHEQ

+14.75%

5Y(CAGR)

GNT

+15.25%

PHEQ

N/A

10Y(CAGR)

GNT

+10.12%

PHEQ

N/A

Max(CAGR)

GNT

+3.71%

Winner

PHEQ

+15.08%

GNT vs PHEQ - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	GNT	PHEQ
2026	+14.58%	+4.96%
2025	+50.18%	+11.81%
2024	+10.29%	+15.16%
2023	+6.49%	+7.19%
2022	+1.94%	N/A
2021	+11.13%	N/A
2020	-5.30%	N/A
2019	+29.85%	N/A
2018	-20.08%	N/A
2017	+7.79%	N/A
2016	+30.10%	N/A
2015	-19.61%	N/A
2014	-11.71%	N/A
2013	-19.25%	N/A
2012	+9.23%	N/A
2011	-27.56%	N/A

GNT vs PHEQ Drawdown Comparison

The maximum drawdown for GNT was -68.39%, occurring on Mar 18, 2020. Recovery took 3408 trading sessions.

The maximum drawdown for PHEQ was -12.55%, occurring on Apr 8, 2025. Recovery took 88 trading sessions.

The current GNT drawdown is -9.08%. The current PHEQ drawdown is -0.55%.

Rank	GNT	PHEQ
#1	-68.39% Jan 28, 2011 - Aug 15, 2024	-12.55% Feb 19, 2025 - Jun 26, 2025
#2	-15.74% Mar 2, 2026 - Apr 16, 2026	-4.26% Jan 12, 2026 - Apr 13, 2026
#3	-12.83% Apr 16, 2026 - May 18, 2026	-4.11% Jul 10, 2024 - Aug 19, 2024
#4	-12.73% Mar 31, 2025 - May 9, 2025	-2.60% Oct 19, 2023 - Nov 2, 2023
#5	-12.68% Oct 8, 2024 - Mar 17, 2025	-2.14% Nov 11, 2025 - Nov 28, 2025
#6	-8.74% Jan 23, 2026 - Feb 13, 2026	-1.74% Mar 28, 2024 - May 6, 2024
#7	-6.05% Dec 23, 2025 - Jan 12, 2026	-1.70% Aug 29, 2024 - Sep 12, 2024
#8	-5.84% Oct 15, 2025 - Nov 12, 2025	-1.70% Dec 26, 2024 - Jan 17, 2025
#9	-4.75% Jun 12, 2025 - Aug 6, 2025	-1.41% Oct 8, 2025 - Oct 20, 2025
#10	-4.14% Nov 12, 2025 - Nov 26, 2025	-1.37% Dec 6, 2024 - Dec 24, 2024
#11	-3.41% Aug 29, 2024 - Sep 16, 2024	-1.30% Jul 28, 2025 - Aug 12, 2025
#12	-3.06% Sep 24, 2024 - Oct 8, 2024	-1.25% Jun 4, 2026 - Jun 10, 2026
#13	-2.76% May 9, 2025 - May 21, 2025	-1.02% Nov 11, 2024 - Nov 22, 2024
#14	-2.64% Oct 8, 2025 - Oct 15, 2025	-0.95% Oct 29, 2024 - Nov 6, 2024
#15	-1.98% Feb 13, 2026 - Feb 19, 2026	-0.92% Dec 28, 2023 - Jan 9, 2024

Correlation

Correlation between GNT and PHEQ is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2011 - 2026)

GNT vs PHEQ dividend yield comparison.

Year	GNT	PHEQ
2026	3.64%	0.08%
2025	6.85%	1.19%
2024	7.37%	1.39%
2023	7.00%	1.73%
2022	7.03%	0.00%
2021	6.73%	0.00%
2020	9.39%	0.00%
2019	10.07%	0.00%
2018	12.12%	0.00%
2017	8.94%	0.00%
2016	12.59%	0.00%
2015	14.66%	0.00%
2014	13.38%	0.00%
2013	14.97%	0.00%
2012	12.30%	0.00%
2011	9.52%	0.00%