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GCOR vs. ABBV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GCOR vs. ABBV

Last updated Jun 4, 2026

GCOR (Goldman Sachs Access U.S. Aggregate Bond ETF) is Intermediate Core Bond fund tracking the FTSE Goldman Sachs US Broad Bond Market Index, while ABBV (AbbVie Inc.) is a stock. Over the past 5 years, GCOR returned -0.24%/yr vs 18.44%/yr for ABBV. At a 0.09 correlation, their price movements are largely independent.

Performance

GCOR vs. ABBV - 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 AbbVie Inc. (ABBV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GCOR achieves a 0.16% return, which is significantly higher than ABBV's -3.41% return.

GCOR

1D
-0.23%
1M
0.17%
YTD
0.16%
6M
0.01%
1Y
4.97%
3Y*
3.71%
5Y*
-0.24%
10Y*
—

ABBV

1D
0.80%
1M
4.31%
YTD
-3.41%
6M
-4.15%
1Y
19.73%
3Y*
20.88%
5Y*
18.44%
10Y*
17.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCOR vs. ABBV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF		0.16%7.22%0.51%5.79%-13.83%-1.88%0.39%
ABBV
AbbVie Inc.		-3.41%33.08%18.86%-0.23%24.01%32.43%21.15%

Correlation

The correlation between GCOR and ABBV is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.09

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Goldman Sachs Access U.S. Aggregate Bond ETF

AbbVie Inc.

Often compared with GCOR:
GCOR vs. SCHRGCOR vs. GGUSGCOR vs. AAAUGCOR vs. BNDGCOR vs. XLKGCOR vs. ^GSPCGCOR vs. VTI
Often compared with ABBV:
ABBV vs. JNJABBV vs. ABTABBV vs. LLYABBV vs. PFEABBV vs. MRKABBV vs. VOOABBV vs. AMGN

Return for Risk

GCOR vs. ABBV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GCOR
GCOR Risk / Return Rank: 3737
Overall Rank
GCOR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GCOR Sortino Ratio Rank: 3939
Sortino Ratio Rank
GCOR Omega Ratio Rank: 3636
Omega Ratio Rank
GCOR Calmar Ratio Rank: 3636
Calmar Ratio Rank
GCOR Martin Ratio Rank: 3535
Martin Ratio Rank
ABBV
ABBV Risk / Return Rank: 6262
Overall Rank
ABBV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 6060
Sortino Ratio Rank
ABBV Omega Ratio Rank: 5959
Omega Ratio Rank
ABBV Calmar Ratio Rank: 6363
Calmar Ratio Rank
ABBV Martin Ratio Rank: 6363
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.

GCOR vs. ABBV - 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 AbbVie Inc. (ABBV). 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.

GCORABBVDifference
Sharpe ratioReturn per unit of total volatility
1.37
0.83

+0.54

Sortino ratioReturn per unit of downside risk
2.02
1.30

+0.73

Omega ratioGain probability vs. loss probability

1.24

1.16

+0.08

Calmar ratioReturn relative to maximum drawdown

1.77

1.14

+0.63

Martin ratioReturn relative to average drawdown

5.42

2.57

+2.85

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. ABBV - Sharpe Ratio Comparison

The current GCOR Sharpe Ratio is 1.37, which is higher than the ABBV Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of GCOR and ABBV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

GCORABBVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.83

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.81

-0.85

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

0.73

-0.83

Drawdowns

GCOR vs. ABBV - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, smaller than the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for GCOR and ABBV.

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Drawdown Indicators

GCORABBVDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-45.09%

+26.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-17.32%

+14.50%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

-20.74%

+14.65%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-21.92%

+3.29%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.09%

—

Current Drawdown

Current decline from peak

-3.52%

-9.04%

+5.52%

Average Drawdown

Average peak-to-trough decline

-7.99%

-10.73%

+2.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

7.69%

-6.77%

Volatility

GCOR vs. ABBV - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) is 1.27%, while AbbVie Inc. (ABBV) has a volatility of 5.42%. This indicates that GCOR experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GCORABBVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

5.42%

-4.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

17.61%

-14.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

23.96%

-20.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

22.84%

-17.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

25.74%

-20.22%

Dividends

GCOR vs. ABBV - Dividend Comparison

GCOR's dividend yield for the trailing twelve months is around 4.17%, more than ABBV's 3.10% yield.

PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.		3.10%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF		4.17%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

GCOR and ABBV have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABBV has higher volatility (5.42%) compared to GCOR (1.27%). In terms of maximum drawdown, GCOR dropped -18.94% vs ABBV's -45.09%.

GCOR currently has the higher Sharpe Ratio (1.37 vs 0.83), 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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