GCOR vs. VTG
GCOR (Goldman Sachs Access U.S. Aggregate Bond ETF) and VTG (Vanguard Total Treasury ETF) are both exchange-traded funds - GCOR is a Intermediate Core Bond fund tracking the FTSE Goldman Sachs US Broad Bond Market Index, while VTG is a Government Bonds fund tracking the Bloomberg U.S. Treasury Total Return Unhedged USD Index. Both are passively managed. Over the past year, GCOR returned 2.04% vs 1.22% for VTG. Their 0.96 correlation means they have historically moved very closely together. GCOR charges 0.08%/yr vs 0.03%/yr for VTG.
Performance
GCOR vs. VTG - Performance Comparison
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Returns By Period
In the year-to-date period, GCOR achieves a -0.45% return, which is significantly higher than VTG's -0.62% 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%
VTG
- 1D
- 0.16%
- 1M
- -0.95%
- 6M
- -0.49%
- YTD
- -0.62%
- 1Y
- 1.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.91M | $2.66M | $3.19M | |
| $3.06M | $3.29M | $2.98M |
GCOR vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | -0.45% | 3.86% |
VTG Vanguard Total Treasury ETF | -0.62% | 3.07% |
Correlation
The correlation between GCOR and VTG is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2025 | 0.96 |
The correlation between GCOR and VTG has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.
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Return for Risk
GCOR vs. VTG — Risk / Return Rank
GCOR
VTG
GCOR vs. VTG - 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 Vanguard Total Treasury ETF (VTG). 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 | VTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.06 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.42 | +0.30 |
| Martin ratioReturn relative to average drawdown | 1.81 | 1.00 | +0.81 |
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Drawdowns
GCOR vs. VTG - Drawdown Comparison
The maximum GCOR drawdown since its inception was -18.94%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for GCOR and VTG.
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Drawdown Indicators
| GCOR | VTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.94% | -2.89% | -16.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.82% | -2.89% | +0.07% |
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% | -2.40% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -0.90% | -6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 1.23% | -0.10% |
Volatility
GCOR vs. VTG - Volatility Comparison
Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) has a higher volatility of 1.05% compared to Vanguard Total Treasury ETF (VTG) at 0.89%. This indicates that GCOR's price experiences larger fluctuations and is considered to be riskier than VTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCOR | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 0.89% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 2.69% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.54% | 3.38% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.82% | 3.51% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.48% | 3.51% | +1.97% |
GCOR vs. VTG - Expense Ratio Comparison
GCOR has a 0.08% expense ratio, which is higher than VTG's 0.03% 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. VTG - Dividend Comparison
GCOR's dividend yield for the trailing twelve months is around 4.23%, more than VTG's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | 4.23% | 4.03% | 4.36% | 3.67% | 2.11% | 0.92% | 0.24% |
VTG Vanguard Total Treasury ETF | 3.63% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, GCOR and VTG 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.
GCOR has higher volatility (1.05%) compared to VTG (0.89%). In terms of maximum drawdown, GCOR dropped -18.94% vs VTG's -2.89%.
On 1-year performance, GCOR leads with 2.04% vs 1.22% for VTG. On fees, VTG is cheaper at 0.03% per year. On volatility, VTG has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GCOR has performed better with a 2.04% return vs 1.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTG is cheaper with a 0.03% expense ratio, compared with 0.08% for GCOR.
GCOR has the higher dividend yield at 4.23%, compared with 3.63% for VTG.
GCOR is categorized as Intermediate Core Bond, while VTG is Government Bonds. GCOR tracks FTSE Goldman Sachs US Broad Bond Market Index, while VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index. They also come from different issuers: Goldman Sachs and Vanguard. Their fees differ too: 0.08% for GCOR and 0.03% for VTG.
GCOR currently has the higher Sharpe Ratio (0.58 vs 0.36), 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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