KILO.TO vs. VFV.TO
KILO.TO (Purpose Gold Bullion Fund) and VFV.TO (Vanguard S&P 500 Index ETF) are both exchange-traded funds - KILO.TO is a Gold fund actively managed by Purpose Investments, while VFV.TO is a S&P 500 fund tracking the S&P 500 Index. KILO.TO is actively managed, while VFV.TO is passively managed. Over the past 5 years, KILO.TO returned 16.78%/yr vs 16.08%/yr for VFV.TO. At a correlation of -0.01, they often move in opposite directions. KILO.TO charges 0.28%/yr vs 0.09%/yr for VFV.TO.
Performance
KILO.TO vs. VFV.TO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KILO.TO achieves a -5.68% return, which is significantly lower than VFV.TO's 11.93% 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*
- —
VFV.TO
- 1D
- -1.05%
- 1M
- 1.53%
- YTD
- 11.93%
- 6M
- 11.21%
- 1Y
- 27.68%
- 3Y*
- 23.51%
- 5Y*
- 16.08%
- 10Y*
- 16.28%
KILO.TO vs. VFV.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% |
VFV.TO Vanguard S&P 500 Index ETF | 11.93% | 12.18% | 35.23% | 23.23% | -12.58% | 27.51% | 7.64% |
Correlation
The correlation between KILO.TO and VFV.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2020 | -0.01 |
The correlation between KILO.TO and VFV.TO shifts across timeframes, from -0.02 (5 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
KILO.TO vs. VFV.TO — Risk / Return Rank
KILO.TO
VFV.TO
KILO.TO vs. VFV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and Vanguard S&P 500 Index ETF (VFV.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 | VFV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.43 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 3.23 | -2.46 |
| Martin ratioReturn relative to average drawdown | 2.01 | 12.15 | -10.14 |
Loading charts...
Drawdowns
KILO.TO vs. VFV.TO - Drawdown Comparison
The maximum KILO.TO drawdown since its inception was -24.90%, smaller than the maximum VFV.TO drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for KILO.TO and VFV.TO.
Loading charts...
Drawdown Indicators
| KILO.TO | VFV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.90% | -27.43% | +2.53% |
Max Drawdown (1Y)Largest decline over 1 year | -24.90% | -8.62% | -16.28% |
Max Drawdown (3Y)Largest decline over 3 years | -24.90% | -19.05% | -5.85% |
Max Drawdown (5Y)Largest decline over 5 years | -24.90% | -22.19% | -2.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.43% | — |
Current DrawdownCurrent decline from peak | -24.51% | -1.27% | -23.24% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -3.35% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.44% | 2.28% | +7.16% |
Volatility
KILO.TO vs. VFV.TO - Volatility Comparison
Purpose Gold Bullion Fund (KILO.TO) has a higher volatility of 7.88% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 4.52%. This indicates that KILO.TO's price experiences larger fluctuations and is considered to be riskier than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| KILO.TO | VFV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.88% | 4.52% | +3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 23.72% | 9.34% | +14.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.23% | 11.97% | +15.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.13% | 15.02% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 16.61% | +1.25% |
KILO.TO vs. VFV.TO - Expense Ratio Comparison
KILO.TO has a 0.28% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.
Dividends
KILO.TO vs. VFV.TO - Dividend Comparison
KILO.TO has not paid dividends to shareholders, while VFV.TO's dividend yield for the trailing twelve months is around 0.84%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KILO.TO Purpose Gold Bullion Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 0.84% | 0.92% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.69% | 1.51% | 1.65% | 1.63% |
Frequently Asked Questions
KILO.TO and VFV.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VFV.TO is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VFV.TO is cheaper with a 0.09% expense ratio, compared with 0.28% for KILO.TO.
KILO.TO is categorized as Gold, while VFV.TO is S&P 500. They also come from different issuers: Purpose Investments and Vanguard. Their fees differ too: 0.28% for KILO.TO and 0.09% for VFV.TO.
Find the right allocation for KILO.TO and VFV.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer