GCOR vs. JBND

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and Jpmorgan Active Bond ETF (JBND).

GCOR and JBND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GCOR is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Goldman Sachs US Broad Bond Market Index. It was launched on Sep 8, 2020. JBND is an actively managed fund by JPMorgan. It was launched on Oct 11, 2023.

Performance

GCOR vs. JBND - 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 Jpmorgan Active Bond ETF (JBND). The values are adjusted to include any dividend payments, if applicable.

GCOR vs. JBND - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF	0.09%	7.22%	0.51%	7.66%
JBND Jpmorgan Active Bond ETF	0.11%	8.21%	3.19%	7.76%

Returns By Period

In the year-to-date period, GCOR achieves a 0.09% return, which is significantly lower than JBND's 0.11% return.

GCOR

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

JBND

• 1D: 0.20%
• 1M: -1.86%
• YTD: 0.11%
• 6M: 1.44%
• 1Y: 4.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GCOR vs. JBND - Expense Ratio Comparison

GCOR has a 0.08% expense ratio, which is lower than JBND's 0.30% expense ratio.

JBND

Jpmorgan Active Bond ETF

GCOR

Goldman Sachs Access U.S. Aggregate Bond ETF

Return for Risk

GCOR vs. JBND — Risk / Return Rank

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

GCOR

GCOR Risk / Return Rank: 57
GCOR Sharpe Ratio Rank: 59
GCOR Sortino Ratio Rank: 55
GCOR Omega Ratio Rank: 50
GCOR Calmar Ratio Rank: 71
GCOR Martin Ratio Rank: 52

JBND

JBND Risk / Return Rank: 66
JBND Sharpe Ratio Rank: 69
JBND Sortino Ratio Rank: 69
JBND Omega Ratio Rank: 57
JBND Calmar Ratio Rank: 78
JBND Martin Ratio Rank: 58

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. JBND - 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 Jpmorgan Active Bond ETF (JBND). 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	JBND	Difference
Sharpe ratio Return per unit of total volatility	1.03	1.16	-0.13
Sortino ratio Return per unit of downside risk	1.43	1.67	-0.25
Omega ratio Gain probability vs. loss probability	1.19	1.20	-0.02
Calmar ratio Return relative to maximum drawdown	1.83	1.98	-0.15
Martin ratio Return relative to average drawdown	5.05	5.40	-0.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GCOR vs. JBND - Sharpe Ratio Comparison

The current GCOR Sharpe Ratio is 1.03, which is comparable to the JBND Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of GCOR and JBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GCOR	JBND	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	1.16	-0.13
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	1.61	-1.71

Correlation

The correlation between GCOR and JBND 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. JBND - Dividend Comparison

GCOR's dividend yield for the trailing twelve months is around 4.08%, less than JBND's 4.39% yield.

	TTM	2025	2024	2023	2022	2021	2020
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF	4.08%	4.03%	4.36%	3.67%	2.11%	0.92%	0.24%
JBND Jpmorgan Active Bond ETF	4.39%	4.42%	4.58%	1.00%	0.00%	0.00%	0.00%

Drawdowns

GCOR vs. JBND - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, which is greater than JBND's maximum drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for GCOR and JBND.

Drawdown Indicators

	GCOR	JBND	Difference
Max Drawdown Largest peak-to-trough decline	-18.94%	-4.48%	-14.46%
Max Drawdown (1Y) Largest decline over 1 year	-2.53%	-2.64%	+0.11%
Max Drawdown (5Y) Largest decline over 5 years	-18.63%	—	—
Current Drawdown Current decline from peak	-3.59%	-1.86%	-1.73%
Average Drawdown Average peak-to-trough decline	-8.14%	-1.11%	-7.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.92%	0.97%	-0.05%

Volatility

GCOR vs. JBND - Volatility Comparison

Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and Jpmorgan Active Bond ETF (JBND) have volatilities of 1.60% and 1.66%, 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.

Volatility by Period

	GCOR	JBND	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.60%	1.66%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	2.45%	2.65%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	4.30%	4.29%	+0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.78%	4.91%	+0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.57%	4.91%	+0.66%