YAVG.NEO vs. KILO.TO
YAVG.NEO (Broadcom (AVGO) Yield Shares Purpose ETF) and KILO.TO (Purpose Gold Bullion Fund) are both exchange-traded funds - YAVG.NEO is a Derivative Income fund actively managed by Purpose Investments, while KILO.TO is a Gold fund actively managed by Purpose Investments. Both are actively managed. Over the past year, YAVG.NEO returned 77.35% vs 16.96% for KILO.TO. At a 0.07 correlation, their price movements are largely independent.
Performance
YAVG.NEO vs. KILO.TO - Performance Comparison
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Returns By Period
In the year-to-date period, YAVG.NEO achieves a 28.21% return, which is significantly higher than KILO.TO's -8.68% return.
YAVG.NEO
- 1D
- -0.24%
- 1M
- -9.66%
- YTD
- 28.21%
- 6M
- 27.63%
- 1Y
- 77.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KILO.TO
- 1D
- -3.18%
- 1M
- -12.27%
- YTD
- -8.68%
- 6M
- -12.08%
- 1Y
- 16.96%
- 3Y*
- 25.38%
- 5Y*
- 15.98%
- 10Y*
- —
YAVG.NEO vs. KILO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 28.21% | 56.73% |
KILO.TO Purpose Gold Bullion Fund | -8.68% | 43.85% |
Correlation
The correlation between YAVG.NEO and KILO.TO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.07 |
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Return for Risk
YAVG.NEO vs. KILO.TO — Risk / Return Rank
YAVG.NEO
KILO.TO
YAVG.NEO vs. KILO.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) 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.
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.
| YAVG.NEO | KILO.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.14 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 0.63 | +2.39 |
| Martin ratioReturn relative to average drawdown | 8.08 | 1.77 | +6.31 |
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Drawdowns
YAVG.NEO vs. KILO.TO - Drawdown Comparison
The maximum YAVG.NEO drawdown since its inception was -40.03%, which is greater than KILO.TO's maximum drawdown of -26.91%. Use the drawdown chart below to compare losses from any high point for YAVG.NEO and KILO.TO.
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Drawdown Indicators
| YAVG.NEO | KILO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.03% | -26.91% | -13.12% |
Max Drawdown (1Y)Largest decline over 1 year | -25.90% | -26.91% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.91% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.91% | — |
Current DrawdownCurrent decline from peak | -20.24% | -26.91% | +6.67% |
Average DrawdownAverage peak-to-trough decline | -8.71% | -6.80% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.63% | 9.58% | +0.05% |
Volatility
YAVG.NEO vs. KILO.TO - Volatility Comparison
Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a higher volatility of 28.33% compared to Purpose Gold Bullion Fund (KILO.TO) at 8.35%. This indicates that YAVG.NEO's price experiences larger fluctuations and is considered to be riskier 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
| YAVG.NEO | KILO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.33% | 8.35% | +19.98% |
Volatility (6M)Calculated over the trailing 6-month period | 42.95% | 23.81% | +19.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.40% | 27.43% | +26.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.06% | 18.18% | +37.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.06% | 17.90% | +38.16% |
Dividends
YAVG.NEO vs. KILO.TO - Dividend Comparison
YAVG.NEO's dividend yield for the trailing twelve months is around 27.15%, while KILO.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
KILO.TO Purpose Gold Bullion Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.41% |
YAVG.NEO Broadcom (AVGO) Yield Shares Purpose ETF | 27.15% | 8.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YAVG.NEO and KILO.TO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YAVG.NEO is categorized as Derivative Income, while KILO.TO is Gold.
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