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VWUAX vs. KILO.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWUAX vs. KILO.TO - Performance Comparison

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

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VWUAX vs. KILO.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
-11.80%15.49%31.79%45.32%-39.58%2.43%58.80%48.42%-6.63%
KILO.TO
Purpose Gold Bullion Fund
8.70%67.84%16.02%14.71%-7.53%-4.02%25.37%24.42%-0.59%
Different Trading Currencies

VWUAX is traded in USD, while KILO.TO is traded in CAD. To make them comparable, the KILO.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWUAX achieves a -11.80% return, which is significantly lower than KILO.TO's 6.70% return.


VWUAX

1D
3.81%
1M
-5.57%
YTD
-11.80%
6M
-12.33%
1Y
12.43%
3Y*
18.98%
5Y*
3.70%
10Y*
14.40%

KILO.TO

1D
0.00%
1M
-13.67%
YTD
6.70%
6M
19.89%
1Y
50.55%
3Y*
30.11%
5Y*
18.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWUAX vs. KILO.TO - Expense Ratio Comparison


Return for Risk

VWUAX vs. KILO.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWUAX
VWUAX Risk / Return Rank: 2222
Overall Rank
VWUAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VWUAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
VWUAX Omega Ratio Rank: 2323
Omega Ratio Rank
VWUAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
VWUAX Martin Ratio Rank: 2020
Martin Ratio Rank

KILO.TO
KILO.TO Risk / Return Rank: 8282
Overall Rank
KILO.TO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
KILO.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
KILO.TO Omega Ratio Rank: 8181
Omega Ratio Rank
KILO.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
KILO.TO Martin Ratio Rank: 8080
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.

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

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


VWUAXKILO.TODifference

Sharpe ratio

Return per unit of total volatility

0.57

1.69

-1.12

Sortino ratio

Return per unit of downside risk

0.98

2.15

-1.17

Omega ratio

Gain probability vs. loss probability

1.14

1.30

-0.16

Calmar ratio

Return relative to maximum drawdown

0.68

2.34

-1.65

Martin ratio

Return relative to average drawdown

2.22

8.55

-6.33

VWUAX vs. KILO.TO - Sharpe Ratio Comparison

The current VWUAX Sharpe Ratio is 0.57, which is lower than the KILO.TO Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of VWUAX and KILO.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


VWUAXKILO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.69

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.89

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.91

-0.52

Correlation

The correlation between VWUAX and KILO.TO is 0.16, 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.


Dividends

VWUAX vs. KILO.TO - Dividend Comparison

VWUAX's dividend yield for the trailing twelve months is around 10.77%, while KILO.TO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VWUAX
Vanguard U.S. Growth Fund Admiral Shares
10.77%9.50%4.70%0.37%0.49%3.60%4.00%13.28%9.80%4.63%1.67%9.10%
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%

Drawdowns

VWUAX vs. KILO.TO - Drawdown Comparison

The maximum VWUAX drawdown since its inception was -50.37%, which is greater than KILO.TO's maximum drawdown of -26.32%. Use the drawdown chart below to compare losses from any high point for VWUAX and KILO.TO.


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Drawdown Indicators


VWUAXKILO.TODifference

Max Drawdown

Largest peak-to-trough decline

-50.37%

-22.67%

-27.70%

Max Drawdown (1Y)

Largest decline over 1 year

-19.12%

-19.62%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-50.17%

-21.31%

-28.86%

Max Drawdown (10Y)

Largest decline over 10 years

-50.17%

Current Drawdown

Current decline from peak

-16.04%

-11.98%

-4.06%

Average Drawdown

Average peak-to-trough decline

-12.87%

-7.02%

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

5.36%

+0.54%

Volatility

VWUAX vs. KILO.TO - Volatility Comparison

The current volatility for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) is 7.12%, while Purpose Gold Bullion Fund (KILO.TO) has a volatility of 10.82%. This indicates that VWUAX experiences smaller price fluctuations and is considered to be less risky than KILO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWUAXKILO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

10.82%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

25.34%

-11.98%

Volatility (1Y)

Calculated over the trailing 1-year period

23.65%

30.01%

-6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.05%

20.54%

+4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

20.82%

+2.85%