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GGUS vs. GCOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGUS vs. GCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR). The values are adjusted to include any dividend payments, if applicable.

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GGUS vs. GCOR - Yearly Performance Comparison


2026 (YTD)202520242023
GGUS
Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF
-8.81%17.32%30.88%4.54%
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
0.09%7.22%0.51%4.07%

Returns By Period

In the year-to-date period, GGUS achieves a -8.81% return, which is significantly lower than GCOR's 0.09% return.


GGUS

1D
3.65%
1M
-5.28%
YTD
-8.81%
6M
-8.20%
1Y
17.99%
3Y*
5Y*
10Y*

GCOR

1D
0.29%
1M
-1.76%
YTD
0.09%
6M
1.02%
1Y
4.41%
3Y*
3.40%
5Y*
-0.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGUS vs. GCOR - Expense Ratio Comparison

GGUS has a 0.12% expense ratio, which is higher than GCOR's 0.08% 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%.


Return for Risk

GGUS vs. GCOR — Risk / Return Rank

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

GGUS
GGUS Risk / Return Rank: 4848
Overall Rank
GGUS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GGUS Sortino Ratio Rank: 5151
Sortino Ratio Rank
GGUS Omega Ratio Rank: 5050
Omega Ratio Rank
GGUS Calmar Ratio Rank: 4848
Calmar Ratio Rank
GGUS Martin Ratio Rank: 4545
Martin Ratio Rank

GCOR
GCOR Risk / Return Rank: 5757
Overall Rank
GCOR Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GCOR Sortino Ratio Rank: 5555
Sortino Ratio Rank
GCOR Omega Ratio Rank: 5050
Omega Ratio Rank
GCOR Calmar Ratio Rank: 7171
Calmar Ratio Rank
GCOR Martin Ratio Rank: 5252
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.

GGUS vs. GCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) and Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR). 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.


GGUSGCORDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.03

-0.20

Sortino ratio

Return per unit of downside risk

1.33

1.43

-0.09

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.21

1.83

-0.62

Martin ratio

Return relative to average drawdown

4.22

5.05

-0.83

GGUS vs. GCOR - Sharpe Ratio Comparison

The current GGUS Sharpe Ratio is 0.83, which is comparable to the GCOR Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of GGUS and GCOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGUSGCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.03

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

-0.10

+1.03

Correlation

The correlation between GGUS and GCOR is 0.11, 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.


Dividends

GGUS vs. GCOR - Dividend Comparison

GGUS's dividend yield for the trailing twelve months is around 0.48%, less than GCOR's 4.08% yield.


TTM202520242023202220212020
GGUS
Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF
0.48%0.43%0.68%0.00%0.00%0.00%0.00%
GCOR
Goldman Sachs Access U.S. Aggregate Bond ETF
4.08%4.03%4.36%3.67%2.11%0.92%0.24%

Drawdowns

GGUS vs. GCOR - Drawdown Comparison

The maximum GGUS drawdown since its inception was -22.59%, which is greater than GCOR's maximum drawdown of -18.94%. Use the drawdown chart below to compare losses from any high point for GGUS and GCOR.


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Drawdown Indicators


GGUSGCORDifference

Max Drawdown

Largest peak-to-trough decline

-22.59%

-18.94%

-3.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-2.53%

-12.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

Current Drawdown

Current decline from peak

-11.80%

-3.59%

-8.21%

Average Drawdown

Average peak-to-trough decline

-3.22%

-8.14%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

0.92%

+3.38%

Volatility

GGUS vs. GCOR - Volatility Comparison

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) has a higher volatility of 6.60% compared to Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) at 1.60%. This indicates that GGUS's price experiences larger fluctuations and is considered to be riskier than GCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGUSGCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

1.60%

+5.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

2.45%

+9.62%

Volatility (1Y)

Calculated over the trailing 1-year period

21.80%

4.30%

+17.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.29%

5.78%

+13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

5.57%

+13.72%