BIV vs. GCOR
BIV (Vanguard Intermediate-Term Bond Index ETF) and GCOR (Goldman Sachs Access U.S. Aggregate Bond ETF) are both Intermediate Core Bond funds - BIV tracks the Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index while GCOR tracks the FTSE Goldman Sachs US Broad Bond Market Index. Both are passively managed. Over the past 5 years, BIV returned -0.28%/yr vs -0.73%/yr for GCOR. Their correlation of 0.93 means they have usually moved in the same direction. BIV charges 0.03%/yr vs 0.08%/yr for GCOR.
Performance
BIV vs. GCOR - Performance Comparison
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Returns By Period
In the year-to-date period, BIV achieves a -0.71% return, which is significantly lower than GCOR's -0.45% return.
BIV
- 1D
- 0.22%
- 1M
- -0.95%
- 6M
- -0.57%
- YTD
- -0.71%
- 1Y
- 1.62%
- 3Y*
- 4.43%
- 5Y*
- -0.28%
- 10Y*
- 1.71%
- ALL TIME*
- 3.77%
GCOR
- 1D
- 0.19%
- 1M
- -1.04%
- 6M
- -0.54%
- YTD
- -0.45%
- 1Y
- 2.04%
- 3Y*
- 3.78%
- 5Y*
- -0.73%
- 10Y*
- —
- ALL TIME*
- -0.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $101.25M | $129.17M | $122.60M | |
| $2.91M | $2.66M | $3.19M |
BIV vs. GCOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond Index ETF | -0.71% | 8.52% | 1.57% | 6.07% | -13.21% | -2.40% | 0.67% |
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | -0.45% | 7.22% | 0.51% | 5.79% | -13.83% | -1.88% | 0.50% |
Correlation
The correlation between BIV and GCOR is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.98 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.93 |
The correlation between BIV and GCOR has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.
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Return for Risk
BIV vs. GCOR — Risk / Return Rank
BIV
GCOR
BIV vs. GCOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR). 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.
| BIV | GCOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.10 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 0.73 | -0.22 |
| Martin ratioReturn relative to average drawdown | 1.22 | 1.81 | -0.59 |
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Drawdowns
BIV vs. GCOR - Drawdown Comparison
The maximum BIV drawdown since its inception was -18.95%, roughly equal to the maximum GCOR drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for BIV and GCOR.
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Drawdown Indicators
| BIV | GCOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.95% | -18.94% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -2.82% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -5.21% | -5.09% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -18.45% | -18.45% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -18.95% | — | — |
Current DrawdownCurrent decline from peak | -2.50% | -4.10% | +1.60% |
Average DrawdownAverage peak-to-trough decline | -3.38% | -7.86% | +4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 1.13% | +0.20% |
Volatility
BIV vs. GCOR - Volatility Comparison
Vanguard Intermediate-Term Bond Index ETF (BIV) and Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) have volatilities of 1.08% and 1.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIV | GCOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 1.05% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.18% | 2.91% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.91% | 3.54% | +0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 5.82% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.50% | 5.48% | +0.02% |
BIV vs. GCOR - Expense Ratio Comparison
BIV has a 0.03% expense ratio, which is lower than GCOR's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BIV vs. GCOR - Dividend Comparison
BIV's dividend yield for the trailing twelve months is around 4.32%, more than GCOR's 4.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIV Vanguard Intermediate-Term Bond Index ETF | 4.32% | 4.01% | 3.79% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 3.01% | 3.02% |
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | 4.23% | 4.03% | 4.36% | 3.67% | 2.11% | 0.92% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, BIV and GCOR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BIV has higher volatility (1.08%) compared to GCOR (1.05%). In terms of maximum drawdown, BIV dropped -18.95% vs GCOR's -18.94%.
On 5-year performance, BIV leads with -0.28% vs -0.73% for GCOR. On fees, BIV is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BIV has performed better with a -0.28% return vs -0.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BIV is cheaper with a 0.03% expense ratio, compared with 0.08% for GCOR.
BIV has the higher dividend yield at 4.32%, compared with 4.23% for GCOR.
BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index, while GCOR tracks FTSE Goldman Sachs US Broad Bond Market Index. They also come from different issuers: Vanguard and Goldman Sachs. Their fees differ too: 0.03% for BIV and 0.08% for GCOR.
GCOR currently has the higher Sharpe Ratio (0.58 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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