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PYF.TO vs. KILO-B.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PYF.TO vs. KILO-B.TO

Last updated Apr 1, 2026

Compare and contrast key facts about Purpose Premium Yield Fund Series ETF (PYF.TO) and Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO).

PYF.TO and KILO-B.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PYF.TO is an actively managed fund by Purpose Investments. It was launched on Nov 28, 2018. KILO-B.TO is an actively managed fund by Purpose Investments. It was launched on Oct 15, 2018.

Performance

PYF.TO vs. KILO-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Premium Yield Fund Series ETF (PYF.TO) and Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO). The values are adjusted to include any dividend payments, if applicable.

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PYF.TO vs. KILO-B.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
PYF.TO
Purpose Premium Yield Fund Series ETF		-0.23%5.45%7.42%8.40%5.25%4.95%-1.59%7.28%-0.66%
KILO-B.TO
Purpose Gold Bullion Fund ETF Non-Currency Hedged		9.94%56.51%37.76%10.43%6.38%-4.67%21.17%12.88%8.56%

Returns By Period

In the year-to-date period, PYF.TO achieves a -0.23% return, which is significantly lower than KILO-B.TO's 9.94% return.

PYF.TO

1D
0.30%
1M
0.30%
YTD
-0.23%
6M
-0.41%
1Y
2.80%
3Y*
6.23%
5Y*
5.87%
10Y*
4.48%

KILO-B.TO

1D
3.80%
1M
-9.42%
YTD
9.94%
6M
21.41%
1Y
44.69%
3Y*
34.39%
5Y*
24.48%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Purpose Premium Yield Fund Series ETF

Purpose Gold Bullion Fund ETF Non-Currency Hedged

Often compared with PYF.TO:
PYF.TO vs. BTCC-B.TOPYF.TO vs. CEQT.TOPYF.TO vs. MGRW.TOPYF.TO vs. ZCON.TOPYF.TO vs. ZESG.TOPYF.TO vs. CSBG.NEOPYF.TO vs. TCON.TO
Often compared with KILO-B.TO:
KILO-B.TO vs. ZGLD.TOKILO-B.TO vs. ZGLH.TOKILO-B.TO vs. VALT.TOKILO-B.TO vs. BTCY.TOKILO-B.TO vs. ZGD.TOKILO-B.TO vs. AGCC.TOKILO-B.TO vs. CGL-C.TO

PYF.TO vs. KILO-B.TO - Expense Ratio Comparison

KILO-B.TO
Purpose Gold Bullion Fund ETF Non-Currency Hedged

Return for Risk

PYF.TO vs. KILO-B.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PYF.TO
PYF.TO Risk / Return Rank: 2525
Overall Rank
PYF.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PYF.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
PYF.TO Omega Ratio Rank: 3131
Omega Ratio Rank
PYF.TO Calmar Ratio Rank: 2121
Calmar Ratio Rank
PYF.TO Martin Ratio Rank: 2727
Martin Ratio Rank
KILO-B.TO
KILO-B.TO Risk / Return Rank: 8484
Overall Rank
KILO-B.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KILO-B.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
KILO-B.TO Omega Ratio Rank: 8383
Omega Ratio Rank
KILO-B.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
KILO-B.TO Martin Ratio Rank: 8383
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.

PYF.TO vs. KILO-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Premium Yield Fund Series ETF (PYF.TO) and Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.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.

PYF.TOKILO-B.TODifference

Sharpe ratio

Return per unit of total volatility

0.45

1.73

-1.28

Sortino ratio

Return per unit of downside risk

0.75

2.19

-1.45

Omega ratio

Gain probability vs. loss probability

1.13

1.33

-0.20

Calmar ratio

Return relative to maximum drawdown

0.41

2.73

-2.32

Martin ratio

Return relative to average drawdown

2.26

9.62

-7.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PYF.TO vs. KILO-B.TO - Sharpe Ratio Comparison

The current PYF.TO Sharpe Ratio is 0.45, which is lower than the KILO-B.TO Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of PYF.TO and KILO-B.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

PYF.TOKILO-B.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.73

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

1.48

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.30

-0.60

Correlation

The correlation between PYF.TO and KILO-B.TO is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

PYF.TO vs. KILO-B.TO - Dividend Comparison

PYF.TO's dividend yield for the trailing twelve months is around 7.62%, while KILO-B.TO has not paid dividends to shareholders.

TTM2025202420232022202120202019201820172016
PYF.TO
Purpose Premium Yield Fund Series ETF		7.62%7.84%7.66%7.47%5.78%5.74%5.69%5.29%5.38%5.83%6.59%
KILO-B.TO
Purpose Gold Bullion Fund ETF Non-Currency Hedged		0.00%0.00%0.00%0.00%0.00%0.00%0.69%0.00%0.00%0.00%0.00%

Drawdowns

PYF.TO vs. KILO-B.TO - Drawdown Comparison

The maximum PYF.TO drawdown since its inception was -20.53%, smaller than the maximum KILO-B.TO drawdown of -22.54%. Use the drawdown chart below to compare losses from any high point for PYF.TO and KILO-B.TO.

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Drawdown Indicators

PYF.TOKILO-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.53%

-22.54%

+2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-5.13%

-17.41%

+12.28%

Max Drawdown (5Y)

Largest decline over 5 years

-5.57%

-17.41%

+11.84%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

—

—

Current Drawdown

Current decline from peak

-0.98%

-10.76%

+9.78%

Average Drawdown

Average peak-to-trough decline

-0.99%

-7.59%

+6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

4.93%

-4.00%

Volatility

PYF.TO vs. KILO-B.TO - Volatility Comparison

The current volatility for Purpose Premium Yield Fund Series ETF (PYF.TO) is 0.88%, while Purpose Gold Bullion Fund ETF Non-Currency Hedged (KILO-B.TO) has a volatility of 11.07%. This indicates that PYF.TO experiences smaller price fluctuations and is considered to be less risky than KILO-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PYF.TOKILO-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

11.07%

-10.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

22.98%

-20.78%

Volatility (1Y)

Calculated over the trailing 1-year period

6.35%

26.05%

-19.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.17%

16.59%

-11.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

17.98%

-11.32%