GCOR vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and S&P 500 Index (^GSPC).

GCOR is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Goldman Sachs US Broad Bond Market Index. It was launched on Sep 8, 2020.

Performance

GCOR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

GCOR vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF	0.09%	7.22%	0.51%	5.79%	-13.83%	-1.88%	0.39%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	12.48%

Returns By Period

In the year-to-date period, GCOR achieves a 0.09% return, which is significantly higher than ^GSPC's -4.63% return.

GCOR

• 1D: 0.29%
• 1M: -1.76%
• YTD: 0.09%
• 6M: 1.02%
• 1Y: 4.41%
• 3Y*: 3.40%
• 5Y*: -0.07%
• 10Y*: —

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GCOR vs. ^GSPC — Risk / Return Rank

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

GCOR

GCOR Risk / Return Rank: 57
GCOR Sharpe Ratio Rank: 59
GCOR Sortino Ratio Rank: 55
GCOR Omega Ratio Rank: 50
GCOR Calmar Ratio Rank: 71
GCOR Martin Ratio Rank: 52

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

GCOR vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and S&P 500 Index (^GSPC). 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.

	GCOR	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.03	0.90	+0.14
Sortino ratio Return per unit of downside risk	1.43	1.39	+0.04
Omega ratio Gain probability vs. loss probability	1.19	1.21	-0.02
Calmar ratio Return relative to maximum drawdown	1.83	1.40	+0.43
Martin ratio Return relative to average drawdown	5.05	6.61	-1.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GCOR vs. ^GSPC - Sharpe Ratio Comparison

The current GCOR Sharpe Ratio is 1.03, which is comparable to the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of GCOR and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GCOR	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	0.90	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	0.61	-0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	0.46	-0.56

Correlation

The correlation between GCOR and ^GSPC is 0.15, 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.

Drawdowns

GCOR vs. ^GSPC - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GCOR and ^GSPC.

Drawdown Indicators

	GCOR	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-18.94%	-56.78%	+37.84%
Max Drawdown (1Y) Largest decline over 1 year	-2.53%	-12.14%	+9.61%
Max Drawdown (5Y) Largest decline over 5 years	-18.63%	-25.43%	+6.80%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-3.59%	-6.45%	+2.86%
Average Drawdown Average peak-to-trough decline	-8.14%	-10.75%	+2.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.92%	2.57%	-1.65%

Volatility

GCOR vs. ^GSPC - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) is 1.60%, while S&P 500 Index (^GSPC) has a volatility of 5.34%. This indicates that GCOR experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GCOR	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.60%	5.34%	-3.74%
Volatility (6M) Calculated over the trailing 6-month period	2.45%	9.54%	-7.09%
Volatility (1Y) Calculated over the trailing 1-year period	4.30%	18.33%	-14.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.78%	16.91%	-11.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.57%	18.05%	-12.48%