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

Correlation

The correlation between KILO.TO and VWUAX is 0.20, 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.


-0.50.00.51.00.2

Performance

KILO.TO vs. VWUAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Purpose Gold Bullion Fund (KILO.TO) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
83.29%
88.10%
KILO.TO
VWUAX

Key characteristics

Sharpe Ratio

KILO.TO:

1.84

VWUAX:

1.48

Sortino Ratio

KILO.TO:

2.41

VWUAX:

1.90

Omega Ratio

KILO.TO:

1.33

VWUAX:

1.29

Calmar Ratio

KILO.TO:

3.43

VWUAX:

0.99

Martin Ratio

KILO.TO:

9.57

VWUAX:

9.17

Ulcer Index

KILO.TO:

2.90%

VWUAX:

3.30%

Daily Std Dev

KILO.TO:

15.07%

VWUAX:

20.42%

Max Drawdown

KILO.TO:

-22.67%

VWUAX:

-51.75%

Current Drawdown

KILO.TO:

-6.04%

VWUAX:

-7.68%

Returns By Period

In the year-to-date period, KILO.TO achieves a 26.00% return, which is significantly lower than VWUAX's 28.35% return.


KILO.TO

YTD

26.00%

1M

-1.01%

6M

12.13%

1Y

27.20%

5Y*

11.00%

10Y*

N/A

VWUAX

YTD

28.35%

1M

-1.77%

6M

8.25%

1Y

28.49%

5Y*

11.34%

10Y*

9.62%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KILO.TO vs. VWUAX - Expense Ratio Comparison


VWUAX
Vanguard U.S. Growth Fund Admiral Shares
Expense ratio chart for VWUAX: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Purpose Gold Bullion Fund (KILO.TO) and Vanguard U.S. Growth Fund Admiral Shares (VWUAX). 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.


Sharpe ratio
The chart of Sharpe ratio for KILO.TO, currently valued at 0.90, compared to the broader market0.002.004.000.901.35
The chart of Sortino ratio for KILO.TO, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.001.261.76
The chart of Omega ratio for KILO.TO, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.27
The chart of Calmar ratio for KILO.TO, currently valued at 1.48, compared to the broader market0.005.0010.0015.001.480.90
The chart of Martin ratio for KILO.TO, currently valued at 4.51, compared to the broader market0.0020.0040.0060.0080.00100.004.518.38
KILO.TO
VWUAX

The current KILO.TO Sharpe Ratio is 1.84, which is comparable to the VWUAX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of KILO.TO and VWUAX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.90
1.35
KILO.TO
VWUAX

Dividends

KILO.TO vs. VWUAX - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
KILO.TO
Purpose Gold Bullion Fund
0.00%0.00%0.00%0.00%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
0.00%0.37%0.49%0.08%0.13%0.47%0.53%0.40%0.57%0.65%0.81%0.53%

Drawdowns

KILO.TO vs. VWUAX - Drawdown Comparison

The maximum KILO.TO drawdown since its inception was -22.67%, smaller than the maximum VWUAX drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for KILO.TO and VWUAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.12%
-7.68%
KILO.TO
VWUAX

Volatility

KILO.TO vs. VWUAX - Volatility Comparison

The current volatility for Purpose Gold Bullion Fund (KILO.TO) is 6.18%, while Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a volatility of 9.57%. This indicates that KILO.TO experiences smaller price fluctuations and is considered to be less risky than VWUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.18%
9.57%
KILO.TO
VWUAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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