GCOR vs. AGG
GCOR (Goldman Sachs Access U.S. Aggregate Bond ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - GCOR is a Intermediate Core Bond fund tracking the FTSE Goldman Sachs US Broad Bond Market Index, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 5 years, GCOR returned -0.24%/yr vs 0.10%/yr for AGG. Their correlation of 0.93 suggests significant overlap in exposure. GCOR charges 0.08%/yr vs 0.03%/yr for AGG.
Performance
GCOR vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, GCOR achieves a 0.16% return, which is significantly lower than AGG's 0.25% return.
GCOR
- 1D
- -0.23%
- 1M
- 0.17%
- YTD
- 0.16%
- 6M
- 0.01%
- 1Y
- 4.97%
- 3Y*
- 3.71%
- 5Y*
- -0.24%
- 10Y*
- —
AGG
- 1D
- -0.21%
- 1M
- 0.24%
- YTD
- 0.25%
- 6M
- 0.09%
- 1Y
- 5.14%
- 3Y*
- 3.95%
- 5Y*
- 0.10%
- 10Y*
- 1.57%
GCOR vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | 0.16% | 7.22% | 0.51% | 5.79% | -13.83% | -1.88% | 0.39% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.25% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 0.58% |
Correlation
The correlation between GCOR and AGG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2020 | 0.93 |
The correlation between GCOR and AGG has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.
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Return for Risk
GCOR vs. AGG — Risk / Return Rank
GCOR
AGG
GCOR vs. AGG - 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 iShares Core U.S. Aggregate Bond ETF (AGG). 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 | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.87 | -0.10 |
| Martin ratioReturn relative to average drawdown | 5.42 | 5.73 | -0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GCOR | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.34 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.02 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.59 | -0.69 |
Drawdowns
GCOR vs. AGG - Drawdown Comparison
The maximum GCOR drawdown since its inception was -18.94%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for GCOR and AGG.
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Drawdown Indicators
| GCOR | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -18.43% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -2.82% | -2.76% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | -6.11% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -17.82% | -0.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.43% | — |
Current DrawdownCurrent decline from peak | -3.52% | -2.14% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -2.71% | -5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 0.90% | +0.02% |
Volatility
GCOR vs. AGG - Volatility Comparison
Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.27% and 1.30%, 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
| GCOR | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 1.30% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.65% | 2.74% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.65% | 3.85% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.81% | 6.09% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.52% | 5.40% | +0.12% |
GCOR vs. AGG - Expense Ratio Comparison
GCOR has a 0.08% expense ratio, which is higher than AGG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GCOR vs. AGG - Dividend Comparison
GCOR's dividend yield for the trailing twelve months is around 4.17%, more than AGG's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 3.99% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
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
With a correlation of 0.98, GCOR and AGG 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.
AGG has higher volatility (1.30%) compared to GCOR (1.27%). In terms of maximum drawdown, GCOR dropped -18.94% vs AGG's -18.43%.
On 5-year performance, AGG leads with 0.10% vs -0.24% for GCOR. On fees, AGG 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, AGG has performed better with a 0.10% return vs -0.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.08% for GCOR.
GCOR has the higher dividend yield at 4.17%, compared with 3.99% for AGG.
GCOR is categorized as Intermediate Core Bond, while AGG is Total Bond Market. GCOR tracks FTSE Goldman Sachs US Broad Bond Market Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.08% for GCOR and 0.03% for AGG.
GCOR currently has the higher Sharpe Ratio (1.37 vs 1.34), 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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