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GCOR vs. BIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCOR vs. BIV - 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 Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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GCOR vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
0.09%7.22%0.51%5.79%-13.83%-1.88%0.39%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.23%8.52%1.57%6.07%-13.21%-2.40%0.66%

Returns By Period

In the year-to-date period, GCOR achieves a 0.09% return, which is significantly higher than BIV's -0.23% return.


GCOR

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

BIV

1D
0.32%
1M
-2.03%
YTD
-0.23%
6M
0.87%
1Y
4.99%
3Y*
3.99%
5Y*
0.54%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCOR vs. BIV - Expense Ratio Comparison

GCOR has a 0.08% expense ratio, which is higher than BIV'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%.


Return for Risk

GCOR vs. BIV — Risk / Return Rank

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

GCOR
GCOR Risk / Return Rank: 5757
Overall Rank
GCOR Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GCOR Sortino Ratio Rank: 5555
Sortino Ratio Rank
GCOR Omega Ratio Rank: 5050
Omega Ratio Rank
GCOR Calmar Ratio Rank: 7171
Calmar Ratio Rank
GCOR Martin Ratio Rank: 5252
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 6565
Overall Rank
BIV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 6666
Sortino Ratio Rank
BIV Omega Ratio Rank: 5656
Omega Ratio Rank
BIV Calmar Ratio Rank: 7474
Calmar Ratio Rank
BIV 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. BIV - 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 Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


GCORBIVDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.10

-0.07

Sortino ratio

Return per unit of downside risk

1.43

1.59

-0.16

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.83

1.82

+0.01

Martin ratio

Return relative to average drawdown

5.05

5.87

-0.83

GCOR vs. BIV - Sharpe Ratio Comparison

The current GCOR Sharpe Ratio is 1.03, which is comparable to the BIV Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of GCOR and BIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GCORBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.10

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.09

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.65

-0.75

Correlation

The correlation between GCOR and BIV is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GCOR vs. BIV - Dividend Comparison

GCOR's dividend yield for the trailing twelve months is around 4.08%, which matches BIV's 4.10% yield.


TTM20252024202320222021202020192018201720162015
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
4.08%4.03%4.36%3.67%2.11%0.92%0.24%0.00%0.00%0.00%0.00%0.00%
BIV
Vanguard Intermediate-Term Bond Index ETF
4.10%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%

Drawdowns

GCOR vs. BIV - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, roughly equal to the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for GCOR and BIV.


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Drawdown Indicators


GCORBIVDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-18.95%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-2.87%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-18.74%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-3.59%

-2.03%

-1.56%

Average Drawdown

Average peak-to-trough decline

-8.14%

-3.40%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.89%

+0.03%

Volatility

GCOR vs. BIV - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) is 1.60%, while Vanguard Intermediate-Term Bond Index ETF (BIV) has a volatility of 1.77%. This indicates that GCOR experiences smaller price fluctuations and is considered to be less risky than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCORBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.77%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

2.74%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

4.55%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

6.39%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

5.50%

+0.07%