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GCOR vs. GGUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCOR vs. GGUS - 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 Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS). The values are adjusted to include any dividend payments, if applicable.

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GCOR vs. GGUS - Yearly Performance Comparison


2026 (YTD)202520242023
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
0.09%7.22%0.51%4.07%
GGUS
Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF
-8.81%17.32%30.88%4.54%

Returns By Period

In the year-to-date period, GCOR achieves a 0.09% return, which is significantly higher than GGUS's -8.81% return.


GCOR

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

GGUS

1D
3.65%
1M
-5.28%
YTD
-8.81%
6M
-8.20%
1Y
17.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCOR vs. GGUS - Expense Ratio Comparison

GCOR has a 0.08% expense ratio, which is lower than GGUS's 0.12% 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%.


Return for Risk

GCOR vs. GGUS — 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

GGUS
GGUS Risk / Return Rank: 4848
Overall Rank
GGUS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GGUS Sortino Ratio Rank: 5151
Sortino Ratio Rank
GGUS Omega Ratio Rank: 5050
Omega Ratio Rank
GGUS Calmar Ratio Rank: 4848
Calmar Ratio Rank
GGUS Martin Ratio Rank: 4545
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. GGUS - 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 Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS). 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.


GCORGGUSDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.83

+0.20

Sortino ratio

Return per unit of downside risk

1.43

1.33

+0.09

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.83

1.21

+0.62

Martin ratio

Return relative to average drawdown

5.05

4.22

+0.83

GCOR vs. GGUS - Sharpe Ratio Comparison

The current GCOR Sharpe Ratio is 1.03, which is comparable to the GGUS Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of GCOR and GGUS, 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


GCORGGUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.83

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.93

-1.03

Correlation

The correlation between GCOR and GGUS is 0.11, 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.


Dividends

GCOR vs. GGUS - Dividend Comparison

GCOR's dividend yield for the trailing twelve months is around 4.08%, more than GGUS's 0.48% yield.


TTM202520242023202220212020
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
4.08%4.03%4.36%3.67%2.11%0.92%0.24%
GGUS
Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF
0.48%0.43%0.68%0.00%0.00%0.00%0.00%

Drawdowns

GCOR vs. GGUS - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, smaller than the maximum GGUS drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for GCOR and GGUS.


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Drawdown Indicators


GCORGGUSDifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-22.59%

+3.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-14.91%

+12.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

Current Drawdown

Current decline from peak

-3.59%

-11.80%

+8.21%

Average Drawdown

Average peak-to-trough decline

-8.14%

-3.22%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

4.30%

-3.38%

Volatility

GCOR vs. GGUS - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) is 1.60%, while Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) has a volatility of 6.60%. This indicates that GCOR experiences smaller price fluctuations and is considered to be less risky than GGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCORGGUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

6.60%

-5.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

12.07%

-9.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

21.80%

-17.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

19.29%

-13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.57%

19.29%

-13.72%