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KILO.TO vs. GLDX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KILO.TO vs. GLDX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Gold Bullion Fund (KILO.TO) and Global X Gold Producers Index ETF (GLDX.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KILO.TO achieves a -5.68% return, which is significantly higher than GLDX.TO's -7.62% return.


KILO.TO

1D
-1.81%
1M
-9.01%
YTD
-5.68%
6M
-9.56%
1Y
18.91%
3Y*
26.73%
5Y*
16.78%
10Y*

GLDX.TO

1D
-3.64%
1M
-6.73%
YTD
-7.62%
6M
-12.30%
1Y
58.70%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KILO.TO vs. GLDX.TO - Yearly Performance Comparison


2026 (YTD)20252024
KILO.TO
Purpose Gold Bullion Fund
-5.68%60.17%-3.15%
GLDX.TO
Global X Gold Producers Index ETF
-7.62%178.05%-10.27%

Correlation

The correlation between KILO.TO and GLDX.TO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.75

The correlation between KILO.TO and GLDX.TO has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.

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Return for Risk

KILO.TO vs. GLDX.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KILO.TO
KILO.TO Risk / Return Rank: 2020
Overall Rank
KILO.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KILO.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
KILO.TO Omega Ratio Rank: 2222
Omega Ratio Rank
KILO.TO Calmar Ratio Rank: 1818
Calmar Ratio Rank
KILO.TO Martin Ratio Rank: 1818
Martin Ratio Rank

GLDX.TO
GLDX.TO Risk / Return Rank: 3535
Overall Rank
GLDX.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GLDX.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
GLDX.TO Omega Ratio Rank: 3737
Omega Ratio Rank
GLDX.TO Calmar Ratio Rank: 3636
Calmar Ratio Rank
GLDX.TO Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KILO.TO vs. GLDX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and Global X Gold Producers Index ETF (GLDX.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KILO.TOGLDX.TODifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratioReturn relative to maximum drawdown

0.76

1.67

-0.91

Martin ratioReturn relative to average drawdown

2.01

4.38

-2.37

KILO.TO vs. GLDX.TO - Sharpe Ratio Comparison

The current KILO.TO Sharpe Ratio is 0.70, which is lower than the GLDX.TO Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of KILO.TO and GLDX.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KILO.TO vs. GLDX.TO - Drawdown Comparison

The maximum KILO.TO drawdown since its inception was -24.90%, smaller than the maximum GLDX.TO drawdown of -35.22%. Use the drawdown chart below to compare losses from any high point for KILO.TO and GLDX.TO.


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Drawdown Indicators


KILO.TOGLDX.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.90%

-35.22%

+10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-24.90%

-35.22%

+10.32%

Max Drawdown (3Y)

Largest decline over 3 years

-24.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

Current Drawdown

Current decline from peak

-24.51%

-30.84%

+6.33%

Average Drawdown

Average peak-to-trough decline

-6.79%

-7.32%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.44%

13.47%

-4.03%

Volatility

KILO.TO vs. GLDX.TO - Volatility Comparison

The current volatility for Purpose Gold Bullion Fund (KILO.TO) is 7.88%, while Global X Gold Producers Index ETF (GLDX.TO) has a volatility of 16.57%. This indicates that KILO.TO experiences smaller price fluctuations and is considered to be less risky than GLDX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KILO.TOGLDX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

16.57%

-8.69%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

38.70%

-14.98%

Volatility (1Y)

Calculated over the trailing 1-year period

27.23%

48.28%

-21.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

44.49%

-26.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

44.49%

-26.63%

Dividends

KILO.TO vs. GLDX.TO - Dividend Comparison

KILO.TO has not paid dividends to shareholders, while GLDX.TO's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM202520242023202220212020
GLDX.TO
Global X Gold Producers Index ETF
1.05%0.97%0.08%0.00%0.00%0.00%0.00%
KILO.TO
Purpose Gold Bullion Fund
0.00%0.00%0.00%0.00%0.00%0.00%1.41%

Frequently Asked Questions


KILO.TO and GLDX.TO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Purpose Investments and Global X.

Portfolio Optimizer

Find the right allocation for KILO.TO and GLDX.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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