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KILO.TO vs. PHYS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

KILO.TO vs. PHYS

Last updated May 5, 2025

Compare and contrast key facts about Purpose Gold Bullion Fund (KILO.TO) and Sprott Physical Gold Trust (PHYS).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KILO.TO or PHYS.

Correlation

The correlation between KILO.TO and PHYS is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

-0.50.00.51.0
Correlation: 0.1

Performance

KILO.TO vs. PHYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Purpose Gold Bullion Fund (KILO.TO) and Sprott Physical Gold Trust (PHYS). The values are adjusted to include any dividend payments, if applicable.
80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
132.83%
151.84%
KILO.TO
PHYS

Key characteristics

Sharpe Ratio

KILO.TO:

2.22

PHYS:

2.34

Sortino Ratio

KILO.TO:

2.94

PHYS:

2.97

Omega Ratio

KILO.TO:

1.38

PHYS:

1.39

Calmar Ratio

KILO.TO:

4.63

PHYS:

4.25

Martin Ratio

KILO.TO:

12.21

PHYS:

11.75

Ulcer Index

KILO.TO:

3.07%

PHYS:

3.34%

Daily Std Dev

KILO.TO:

16.88%

PHYS:

16.80%

Max Drawdown

KILO.TO:

-22.67%

PHYS:

-48.16%

Current Drawdown

KILO.TO:

-5.51%

PHYS:

-5.99%

Returns By Period

The year-to-date returns for both investments are quite close, with KILO.TO having a 22.16% return and PHYS slightly higher at 22.29%.

KILO.TO

YTD

22.16%

1M

6.10%

6M

17.00%

1Y

38.40%

5Y*

12.51%

10Y*

N/A

PHYS

YTD

22.29%

1M

5.26%

6M

15.91%

1Y

38.37%

5Y*

12.45%

10Y*

9.72%

*Annualized

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Risk-Adjusted Performance

KILO.TO vs. PHYS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KILO.TO
The Risk-Adjusted Performance Rank of KILO.TO is 9595
Overall Rank
The Sharpe Ratio Rank of KILO.TO is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of KILO.TO is 9595
Sortino Ratio Rank
The Omega Ratio Rank of KILO.TO is 9393
Omega Ratio Rank
The Calmar Ratio Rank of KILO.TO is 9797
Calmar Ratio Rank
The Martin Ratio Rank of KILO.TO is 9595
Martin Ratio Rank
PHYS
The Risk-Adjusted Performance Rank of PHYS is 9696
Overall Rank
The Sharpe Ratio Rank of PHYS is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of PHYS is 9494
Sortino Ratio Rank
The Omega Ratio Rank of PHYS is 9393
Omega Ratio Rank
The Calmar Ratio Rank of PHYS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of PHYS is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KILO.TO vs. PHYS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and Sprott Physical Gold Trust (PHYS). 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.

The chart of Sharpe ratio for KILO.TO, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.00
KILO.TO: 1.89
PHYS: 2.27
The chart of Sortino ratio for KILO.TO, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.00
KILO.TO: 2.52
PHYS: 2.89
The chart of Omega ratio for KILO.TO, currently valued at 1.33, compared to the broader market0.501.001.502.002.50
KILO.TO: 1.33
PHYS: 1.39
The chart of Calmar ratio for KILO.TO, currently valued at 3.47, compared to the broader market0.002.004.006.008.0010.0012.00
KILO.TO: 3.47
PHYS: 4.11
The chart of Martin ratio for KILO.TO, currently valued at 8.99, compared to the broader market0.0020.0040.0060.00
KILO.TO: 8.99
PHYS: 11.13

The current KILO.TO Sharpe Ratio is 2.22, which is comparable to the PHYS Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of KILO.TO and PHYS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2025FebruaryMarchAprilMay
1.89
2.27
KILO.TO
PHYS

Dividends

KILO.TO vs. PHYS - Dividend Comparison

Neither KILO.TO nor PHYS has paid dividends to shareholders.

TTM20242023202220212020
KILO.TO
Purpose Gold Bullion Fund		0.00%0.00%0.00%0.00%0.00%1.41%
PHYS
Sprott Physical Gold Trust		0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KILO.TO vs. PHYS - Drawdown Comparison

The maximum KILO.TO drawdown since its inception was -22.67%, smaller than the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for KILO.TO and PHYS. For additional features, visit the drawdowns tool.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-5.36%
-5.99%
KILO.TO
PHYS

Volatility

KILO.TO vs. PHYS - Volatility Comparison

Purpose Gold Bullion Fund (KILO.TO) has a higher volatility of 10.26% compared to Sprott Physical Gold Trust (PHYS) at 8.87%. This indicates that KILO.TO's price experiences larger fluctuations and is considered to be riskier than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
10.26%
8.87%
KILO.TO
PHYS