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GCOR vs. IBGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCOR vs. IBGA - 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 iShares iBonds Dec 2044 Term Treasury ETF (IBGA). 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 IBGA's -0.37% return.


GCOR

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

IBGA

1D
-0.41%
1M
0.62%
YTD
-0.37%
6M
-1.42%
1Y
5.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCOR vs. IBGA - Yearly Performance Comparison


2026 (YTD)20252024
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
0.16%7.22%1.29%
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
-0.37%6.09%-1.41%

Correlation

The correlation between GCOR and IBGA is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2024

0.93

The correlation between GCOR and IBGA has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

GCOR vs. IBGA — 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

IBGA
IBGA Risk / Return Rank: 2020
Overall Rank
IBGA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBGA Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBGA Omega Ratio Rank: 1919
Omega Ratio Rank
IBGA Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBGA Martin Ratio Rank: 2020
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. IBGA - 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 iBonds Dec 2044 Term Treasury ETF (IBGA). 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.


GCORIBGADifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.24

1.11

+0.13

Calmar ratioReturn relative to maximum drawdown

1.77

0.81

+0.96

Martin ratioReturn relative to average drawdown

5.42

2.23

+3.19

GCOR vs. IBGA - Sharpe Ratio Comparison

The current GCOR Sharpe Ratio is 1.37, which is higher than the IBGA Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of GCOR and IBGA, 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


GCORIBGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.65

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.22

-0.31

Drawdowns

GCOR vs. IBGA - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, which is greater than IBGA's maximum drawdown of -11.69%. Use the drawdown chart below to compare losses from any high point for GCOR and IBGA.


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Drawdown Indicators


GCORIBGADifference

Max Drawdown

Largest peak-to-trough decline

-18.94%

-11.69%

-7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-6.60%

+3.78%

Max Drawdown (3Y)

Largest decline over 3 years

-6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

Current Drawdown

Current decline from peak

-3.52%

-4.67%

+1.15%

Average Drawdown

Average peak-to-trough decline

-7.99%

-5.05%

-2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.40%

-1.48%

Volatility

GCOR vs. IBGA - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) is 1.27%, while iShares iBonds Dec 2044 Term Treasury ETF (IBGA) has a volatility of 2.59%. This indicates that GCOR experiences smaller price fluctuations and is considered to be less risky than IBGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCORIBGADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

2.59%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

5.68%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

8.21%

-4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.81%

9.86%

-4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

9.86%

-4.34%

GCOR vs. IBGA - Expense Ratio Comparison

GCOR has a 0.08% expense ratio, which is higher than IBGA's 0.07% 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. IBGA - Dividend Comparison

GCOR's dividend yield for the trailing twelve months is around 4.17%, less than IBGA's 4.66% yield.


PositionTTM202520242023202220212020
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
4.17%4.03%4.36%3.67%2.11%0.92%0.24%
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.66%4.49%2.03%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, GCOR and IBGA 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.

IBGA has higher volatility (2.59%) compared to GCOR (1.27%). In terms of maximum drawdown, GCOR dropped -18.94% vs IBGA's -11.69%.

On 1-year performance, IBGA leads with 5.33% vs 4.97% for GCOR. On fees, IBGA is cheaper at 0.07% per year. On volatility, GCOR has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBGA has performed better with a 5.33% return vs 4.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.08% for GCOR.

IBGA has the higher dividend yield at 4.66%, compared with 4.17% for GCOR.

GCOR tracks FTSE Goldman Sachs US Broad Bond Market Index, while IBGA tracks ICE 2044 Maturity US Treasury Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.08% for GCOR and 0.07% for IBGA.

GCOR currently has the higher Sharpe Ratio (1.37 vs 0.65), 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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