GCOR vs. DDV
GCOR (Goldman Sachs Access U.S. Aggregate Bond ETF) and DDV (Defined Duration 5 ETF) are both Intermediate Core Bond funds. GCOR is passively managed, while DDV is actively managed. Their 0.73 correlation means they have sometimes moved together and sometimes differently. GCOR charges 0.08%/yr vs 0.25%/yr for DDV.
Performance
GCOR vs. DDV - Performance Comparison
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Returns By Period
In the year-to-date period, GCOR achieves a -0.45% return, which is significantly lower than DDV's 2.46% return.
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%
DDV
- 1D
- 0.11%
- 1M
- 0.06%
- 6M
- 1.65%
- YTD
- 2.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $77.01K | $47.65K | $101.82K | |
| $2.91M | $2.66M | $3.19M |
GCOR vs. DDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | -0.45% | 0.12% |
DDV Defined Duration 5 ETF | 2.46% | 0.47% |
Correlation
The correlation between GCOR and DDV is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | 0.73 |
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Return for Risk
GCOR vs. DDV — Risk / Return Rank
GCOR
DDV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GCOR vs. DDV - 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 Defined Duration 5 ETF (DDV). 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.
| GCOR | DDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.10 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | — | — |
| Martin ratioReturn relative to average drawdown | 1.81 | — | — |
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Drawdowns
GCOR vs. DDV - Drawdown Comparison
The maximum GCOR drawdown since its inception was -18.94%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for GCOR and DDV.
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Drawdown Indicators
| GCOR | DDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -1.92% | -17.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.82% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -5.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.45% | — | — |
Current DrawdownCurrent decline from peak | -4.10% | -0.18% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -0.34% | -7.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | — | — |
Volatility
GCOR vs. DDV - Volatility Comparison
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Volatility by Period
| GCOR | DDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.54% | 2.64% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.82% | 2.64% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.48% | 2.64% | +2.84% |
GCOR vs. DDV - Expense Ratio Comparison
GCOR has a 0.08% expense ratio, which is lower than DDV's 0.25% 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
GCOR vs. DDV - Dividend Comparison
GCOR's dividend yield for the trailing twelve months is around 4.23%, more than DDV's 1.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DDV Defined Duration 5 ETF | 1.62% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | 4.23% | 4.03% | 4.36% | 3.67% | 2.11% | 0.92% | 0.24% |
Frequently Asked Questions
GCOR and DDV have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GCOR is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GCOR is cheaper with a 0.08% expense ratio, compared with 0.25% for DDV.
GCOR has the higher dividend yield at 4.23%, compared with 1.62% for DDV.
They also come from different issuers: Goldman Sachs and Discipline Funds. Their fees differ too: 0.08% for GCOR and 0.25% for DDV.
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