KILO.TO vs. HGGG.TO
KILO.TO (Purpose Gold Bullion Fund) and HGGG.TO (Harvest Global Gold Giants Index ETF) are both Gold funds. KILO.TO is actively managed, while HGGG.TO is passively managed. Over the past 5 years, KILO.TO returned 16.78%/yr vs 24.99%/yr for HGGG.TO. A 0.54 correlation means they provide meaningful diversification when combined. KILO.TO charges 0.28%/yr vs 0.40%/yr for HGGG.TO.
Performance
KILO.TO vs. HGGG.TO - Performance Comparison
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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 HGGG.TO's -7.80% 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*
- —
HGGG.TO
- 1D
- -3.72%
- 1M
- -4.70%
- YTD
- -7.80%
- 6M
- -11.38%
- 1Y
- 62.40%
- 3Y*
- 48.40%
- 5Y*
- 24.99%
- 10Y*
- —
KILO.TO vs. HGGG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
KILO.TO Purpose Gold Bullion Fund | -5.68% | 60.17% | 25.97% | 12.15% | -0.90% | -4.72% | -2.21% |
HGGG.TO Harvest Global Gold Giants Index ETF | -7.80% | 170.60% | 26.04% | 4.17% | -4.68% | -15.67% | -14.32% |
Correlation
The correlation between KILO.TO and HGGG.TO is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2020 | 0.54 |
The correlation between KILO.TO and HGGG.TO shifts across timeframes, from 0.54 (5 years) to 0.72 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
KILO.TO vs. HGGG.TO — Risk / Return Rank
KILO.TO
HGGG.TO
KILO.TO vs. HGGG.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and Harvest Global Gold Giants Index ETF (HGGG.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.TO | HGGG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.73 | -0.96 |
| Martin ratioReturn relative to average drawdown | 2.01 | 4.52 | -2.51 |
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Drawdowns
KILO.TO vs. HGGG.TO - Drawdown Comparison
The maximum KILO.TO drawdown since its inception was -24.90%, smaller than the maximum HGGG.TO drawdown of -52.29%. Use the drawdown chart below to compare losses from any high point for KILO.TO and HGGG.TO.
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Drawdown Indicators
| KILO.TO | HGGG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.90% | -52.29% | +27.39% |
Max Drawdown (1Y)Largest decline over 1 year | -24.90% | -36.32% | +11.42% |
Max Drawdown (3Y)Largest decline over 3 years | -24.90% | -36.32% | +11.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -39.14% | +14.24% |
Current DrawdownCurrent decline from peak | -24.51% | -30.86% | +6.35% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -20.53% | +13.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.44% | 13.85% | -4.41% |
Volatility
KILO.TO vs. HGGG.TO - Volatility Comparison
The current volatility for Purpose Gold Bullion Fund (KILO.TO) is 7.88%, while Harvest Global Gold Giants Index ETF (HGGG.TO) has a volatility of 16.65%. This indicates that KILO.TO experiences smaller price fluctuations and is considered to be less risky than HGGG.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.TO | HGGG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 16.65% | -8.77% |
Volatility (6M)Calculated over the trailing 6-month period | 23.72% | 37.56% | -13.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.23% | 45.86% | -18.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.13% | 33.45% | -15.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 33.23% | -15.37% |
KILO.TO vs. HGGG.TO - Expense Ratio Comparison
KILO.TO has a 0.28% expense ratio, which is lower than HGGG.TO's 0.40% expense ratio.
Dividends
KILO.TO vs. HGGG.TO - Dividend Comparison
Neither KILO.TO nor HGGG.TO has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
HGGG.TO Harvest Global Gold Giants Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.65% | 0.54% |
KILO.TO Purpose Gold Bullion Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.41% | 0.00% |
Frequently Asked Questions
KILO.TO and HGGG.TO have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, KILO.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
KILO.TO is cheaper with a 0.28% expense ratio, compared with 0.40% for HGGG.TO.
They also come from different issuers: Purpose Investments and Harvest. Their fees differ too: 0.28% for KILO.TO and 0.40% for HGGG.TO.
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