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GCOR vs. VTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCOR vs. VTG - 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 Vanguard Total Treasury ETF (VTG). 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 -0.22% return, which is significantly higher than VTG's -0.43% return.


GCOR

1D
-0.37%
1M
-0.71%
6M
-0.45%
YTD
-0.22%
1Y
3.62%
3Y*
3.50%
5Y*
-0.50%
10Y*

VTG

1D
-0.28%
1M
-0.53%
6M
-0.49%
YTD
-0.43%
1Y
2.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCOR vs. VTG - Yearly Performance Comparison


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

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

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

GCOR
GCOR Risk / Return Rank: 3232
Overall Rank
GCOR Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GCOR Sortino Ratio Rank: 3333
Sortino Ratio Rank
GCOR Omega Ratio Rank: 3232
Omega Ratio Rank
GCOR Calmar Ratio Rank: 3232
Calmar Ratio Rank
GCOR Martin Ratio Rank: 3131
Martin Ratio Rank

VTG
VTG Risk / Return Rank: 2626
Overall Rank
VTG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VTG Sortino Ratio Rank: 2626
Sortino Ratio Rank
VTG Omega Ratio Rank: 2424
Omega Ratio Rank
VTG Calmar Ratio Rank: 2525
Calmar Ratio Rank
VTG Martin Ratio Rank: 2424
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. 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.


GCORVTGDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratioReturn relative to maximum drawdown

1.29

0.98

+0.31

Martin ratioReturn relative to average drawdown

3.57

2.56

+1.01

GCOR vs. VTG - Sharpe Ratio Comparison

The current GCOR Sharpe Ratio is 1.01, which is comparable to the VTG Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of GCOR and VTG, 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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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


GCORVTGDifference

Max Drawdown

Largest 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

-6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

Current Drawdown

Current decline from peak

-3.88%

-2.21%

-1.67%

Average Drawdown

Average peak-to-trough decline

-7.90%

-0.83%

-7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.10%

-0.08%

Volatility

GCOR vs. VTG - Volatility Comparison

Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) has a higher volatility of 1.22% compared to Vanguard Total Treasury ETF (VTG) at 1.13%. 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


GCORVTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.13%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.64%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.61%

3.53%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.82%

3.53%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.50%

3.53%

+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 4.22%, more than VTG's 3.55% yield.


PositionTTM202520242023202220212020
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
4.22%4.03%4.36%3.67%2.11%0.92%0.24%
VTG
Vanguard Total Treasury ETF
3.55%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 (1.22%) compared to VTG (1.13%). In terms of maximum drawdown, GCOR dropped -18.94% vs VTG's -2.89%.

On 1-year performance, GCOR leads with 3.62% vs 2.81% for VTG. On fees, VTG is cheaper at 0.03% per year. Their volatility is very similar. 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 3.62% return vs 2.81%. 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 4.22%, compared with 3.55% 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 (1.01 vs 0.80), 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.

Portfolio Optimizer

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