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GCOR vs. SCHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GCOR and SCHR is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

GCOR vs. SCHR - 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 Schwab Intermediate-Term U.S. Treasury ETF (SCHR). The values are adjusted to include any dividend payments, if applicable.

-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%NovemberDecember2025FebruaryMarchApril
-6.62%
-4.54%
GCOR
SCHR

Key characteristics

Sharpe Ratio

GCOR:

1.12

SCHR:

1.52

Sortino Ratio

GCOR:

1.65

SCHR:

2.27

Omega Ratio

GCOR:

1.19

SCHR:

1.28

Calmar Ratio

GCOR:

0.44

SCHR:

0.56

Martin Ratio

GCOR:

2.81

SCHR:

3.62

Ulcer Index

GCOR:

2.16%

SCHR:

1.94%

Daily Std Dev

GCOR:

5.42%

SCHR:

4.64%

Max Drawdown

GCOR:

-18.94%

SCHR:

-16.11%

Current Drawdown

GCOR:

-7.04%

SCHR:

-4.92%

Returns By Period

In the year-to-date period, GCOR achieves a 3.47% return, which is significantly lower than SCHR's 4.06% return.


GCOR

YTD

3.47%

1M

0.60%

6M

0.21%

1Y

6.05%

5Y*

N/A

10Y*

N/A

SCHR

YTD

4.06%

1M

1.41%

6M

1.43%

1Y

6.97%

5Y*

-0.80%

10Y*

1.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GCOR vs. SCHR - Expense Ratio Comparison

GCOR has a 0.14% expense ratio, which is higher than SCHR's 0.05% 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%.


GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
Expense ratio chart for GCOR: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GCOR: 0.14%
Expense ratio chart for SCHR: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHR: 0.05%

Risk-Adjusted Performance

GCOR vs. SCHR — Risk-Adjusted Performance Rank

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

GCOR
The Risk-Adjusted Performance Rank of GCOR is 7171
Overall Rank
The Sharpe Ratio Rank of GCOR is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of GCOR is 8080
Sortino Ratio Rank
The Omega Ratio Rank of GCOR is 7777
Omega Ratio Rank
The Calmar Ratio Rank of GCOR is 5151
Calmar Ratio Rank
The Martin Ratio Rank of GCOR is 6565
Martin Ratio Rank

SCHR
The Risk-Adjusted Performance Rank of SCHR is 8282
Overall Rank
The Sharpe Ratio Rank of SCHR is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHR is 9090
Sortino Ratio Rank
The Omega Ratio Rank of SCHR is 8989
Omega Ratio Rank
The Calmar Ratio Rank of SCHR is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SCHR is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GCOR vs. SCHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.


Sharpe ratio
The chart of Sharpe ratio for GCOR, currently valued at 1.12, compared to the broader market0.002.004.00
GCOR: 1.12
SCHR: 1.52
The chart of Sortino ratio for GCOR, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.0012.00
GCOR: 1.65
SCHR: 2.27
The chart of Omega ratio for GCOR, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.00
GCOR: 1.19
SCHR: 1.28
The chart of Calmar ratio for GCOR, currently valued at 0.44, compared to the broader market0.005.0010.0015.00
GCOR: 0.44
SCHR: 0.57
The chart of Martin ratio for GCOR, currently valued at 2.81, compared to the broader market0.0020.0040.0060.0080.00100.00
GCOR: 2.81
SCHR: 3.62

The current GCOR Sharpe Ratio is 1.12, which is comparable to the SCHR Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of GCOR and SCHR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.12
1.52
GCOR
SCHR

Dividends

GCOR vs. SCHR - Dividend Comparison

GCOR's dividend yield for the trailing twelve months is around 4.27%, more than SCHR's 3.73% yield.


TTM20242023202220212020201920182017201620152014
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
4.27%4.36%3.67%2.11%0.92%0.24%0.00%0.00%0.00%0.00%0.00%0.00%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.73%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%1.44%

Drawdowns

GCOR vs. SCHR - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for GCOR and SCHR. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%NovemberDecember2025FebruaryMarchApril
-7.04%
-4.69%
GCOR
SCHR

Volatility

GCOR vs. SCHR - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) is 1.28%, while Schwab Intermediate-Term U.S. Treasury ETF (SCHR) has a volatility of 1.42%. This indicates that GCOR experiences smaller price fluctuations and is considered to be less risky than SCHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%NovemberDecember2025FebruaryMarchApril
1.28%
1.42%
GCOR
SCHR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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