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

Correlation

The correlation between GCOR and VTI is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

GCOR vs. VTI - 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 Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
-7.16%
71.70%
GCOR
VTI

Key characteristics

Sharpe Ratio

GCOR:

1.21

VTI:

0.47

Sortino Ratio

GCOR:

1.77

VTI:

0.80

Omega Ratio

GCOR:

1.21

VTI:

1.12

Calmar Ratio

GCOR:

0.49

VTI:

0.49

Martin Ratio

GCOR:

3.09

VTI:

1.99

Ulcer Index

GCOR:

2.18%

VTI:

4.76%

Daily Std Dev

GCOR:

5.54%

VTI:

20.05%

Max Drawdown

GCOR:

-18.94%

VTI:

-55.45%

Current Drawdown

GCOR:

-7.58%

VTI:

-10.40%

Returns By Period

In the year-to-date period, GCOR achieves a 2.87% return, which is significantly higher than VTI's -6.29% return.


GCOR

YTD

2.87%

1M

0.76%

6M

1.75%

1Y

7.20%

5Y*

N/A

10Y*

N/A

VTI

YTD

-6.29%

1M

-3.40%

6M

-4.58%

1Y

9.95%

5Y*

15.58%

10Y*

11.38%

*Annualized

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GCOR vs. VTI - Expense Ratio Comparison

GCOR has a 0.14% expense ratio, which is higher than VTI'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%.


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 VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

GCOR vs. VTI — 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 7777
Overall Rank
The Sharpe Ratio Rank of GCOR is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GCOR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GCOR is 8181
Omega Ratio Rank
The Calmar Ratio Rank of GCOR is 6060
Calmar Ratio Rank
The Martin Ratio Rank of GCOR is 7474
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5757
Overall Rank
The Sharpe Ratio Rank of VTI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5858
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. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for GCOR, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.00
GCOR: 1.21
VTI: 0.47
The chart of Sortino ratio for GCOR, currently valued at 1.77, compared to the broader market-2.000.002.004.006.008.00
GCOR: 1.77
VTI: 0.80
The chart of Omega ratio for GCOR, currently valued at 1.21, compared to the broader market0.501.001.502.00
GCOR: 1.21
VTI: 1.12
The chart of Calmar ratio for GCOR, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.00
GCOR: 0.49
VTI: 0.49
The chart of Martin ratio for GCOR, currently valued at 3.09, compared to the broader market0.0020.0040.0060.00
GCOR: 3.09
VTI: 1.99

The current GCOR Sharpe Ratio is 1.21, which is higher than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of GCOR and VTI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.21
0.47
GCOR
VTI

Dividends

GCOR vs. VTI - Dividend Comparison

GCOR's dividend yield for the trailing twelve months is around 4.29%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
4.29%4.36%3.67%2.11%0.92%0.24%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

GCOR vs. VTI - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GCOR and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.58%
-10.40%
GCOR
VTI

Volatility

GCOR vs. VTI - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) is 2.44%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.83%. This indicates that GCOR experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
2.44%
14.83%
GCOR
VTI