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GCOR vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GCOR and ^GSPC is 0.16, 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.


-0.50.00.51.00.2

Performance

GCOR vs. ^GSPC - 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 S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.22%
11.46%
GCOR
^GSPC

Key characteristics

Sharpe Ratio

GCOR:

0.46

^GSPC:

2.06

Sortino Ratio

GCOR:

0.67

^GSPC:

2.74

Omega Ratio

GCOR:

1.08

^GSPC:

1.38

Calmar Ratio

GCOR:

0.19

^GSPC:

3.13

Martin Ratio

GCOR:

1.15

^GSPC:

12.83

Ulcer Index

GCOR:

2.26%

^GSPC:

2.07%

Daily Std Dev

GCOR:

5.72%

^GSPC:

12.85%

Max Drawdown

GCOR:

-18.94%

^GSPC:

-56.78%

Current Drawdown

GCOR:

-9.72%

^GSPC:

-0.67%

Returns By Period

In the year-to-date period, GCOR achieves a 0.48% return, which is significantly lower than ^GSPC's 2.85% return.


GCOR

YTD

0.48%

1M

0.30%

6M

0.93%

1Y

2.47%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

2.85%

1M

2.00%

6M

8.88%

1Y

24.72%

5Y*

12.77%

10Y*

11.45%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GCOR vs. ^GSPC — 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 1414
Overall Rank
The Sharpe Ratio Rank of GCOR is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of GCOR is 1515
Sortino Ratio Rank
The Omega Ratio Rank of GCOR is 1414
Omega Ratio Rank
The Calmar Ratio Rank of GCOR is 1313
Calmar Ratio Rank
The Martin Ratio Rank of GCOR is 1515
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9191
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9595
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. ^GSPC - 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 S&P 500 (^GSPC). 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 0.46, compared to the broader market0.002.004.000.462.06
The chart of Sortino ratio for GCOR, currently valued at 0.67, compared to the broader market0.005.0010.000.672.74
The chart of Omega ratio for GCOR, currently valued at 1.08, compared to the broader market1.002.003.001.081.38
The chart of Calmar ratio for GCOR, currently valued at 0.19, compared to the broader market0.005.0010.0015.0020.000.193.13
The chart of Martin ratio for GCOR, currently valued at 1.15, compared to the broader market0.0020.0040.0060.0080.00100.001.1512.83
GCOR
^GSPC

The current GCOR Sharpe Ratio is 0.46, which is lower than the ^GSPC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of GCOR and ^GSPC, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.46
2.06
GCOR
^GSPC

Drawdowns

GCOR vs. ^GSPC - Drawdown Comparison

The maximum GCOR drawdown since its inception was -18.94%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GCOR and ^GSPC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.72%
-0.67%
GCOR
^GSPC

Volatility

GCOR vs. ^GSPC - Volatility Comparison

The current volatility for Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) is 1.61%, while S&P 500 (^GSPC) has a volatility of 5.14%. This indicates that GCOR experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
1.61%
5.14%
GCOR
^GSPC
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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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