GCOR vs. VTG
GCOR (Goldman Sachs Access U.S. Aggregate Bond ETF) and VTG (Vanguard Total Treasury ETF) are both Intermediate Core Bond funds - GCOR tracks the FTSE Goldman Sachs US Broad Bond Market Index while VTG tracks the Bloomberg U.S. Treasury Total Return Unhedged USD Index. Both are passively managed. With a 0.96 correlation, they move nearly in lockstep. 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 0.16% return, which is significantly higher than VTG's -0.11% return.
GCOR
- 1D
- -0.23%
- 1M
- 0.17%
- YTD
- 0.16%
- 6M
- 0.01%
- 1Y
- 4.97%
- 3Y*
- 3.71%
- 5Y*
- -0.24%
- 10Y*
- —
VTG
- 1D
- -0.17%
- 1M
- 0.11%
- YTD
- -0.11%
- 6M
- -0.30%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GCOR vs. VTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | 0.16% | 3.46% |
VTG Vanguard Total Treasury ETF | -0.11% | 2.88% |
Correlation
The correlation between GCOR and VTG is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 10, 2025 | 0.96 |
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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.
| GCOR | VTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | — | — |
| Martin ratioReturn relative to average drawdown | 5.42 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GCOR | VTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | — | — |
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 | 0.88 | -0.98 |
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% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -6.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | — | — |
Current DrawdownCurrent decline from peak | -3.52% | -1.89% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -0.73% | -7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | — | — |
Volatility
GCOR vs. VTG - Volatility Comparison
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Volatility by Period
| GCOR | VTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.65% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.65% | 3.51% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.81% | 3.51% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.52% | 3.51% | +2.01% |
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 4.17%, more than VTG's 3.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF | 4.17% | 4.03% | 4.36% | 3.67% | 2.11% | 0.92% | 0.24% |
VTG Vanguard Total Treasury ETF | 3.21% | 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.
On fees, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTG is cheaper with a 0.03% expense ratio, compared with 0.08% for GCOR.
GCOR has the higher dividend yield at 4.17%, compared with 3.21% for VTG.
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.
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