GGUS vs. GCOR

Last updated Jun 4, 2026

GGUS (Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF) and GCOR (Goldman Sachs Access U.S. Aggregate Bond ETF) are both exchange-traded funds - GGUS is a Large Cap Growth Equities fund tracking the Russell 1000 Growth 40 Act Daily Capped Index - Benchmark TR Gross, while GCOR is a Intermediate Core Bond fund tracking the FTSE Goldman Sachs US Broad Bond Market Index. Both are passively managed. Over the past year, GGUS returned 23.97% vs 4.97% for GCOR. At a 0.14 correlation, their price movements are largely independent. GGUS charges 0.12%/yr vs 0.08%/yr for GCOR.

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.

Returns By Period

In the year-to-date period, GGUS achieves a 7.56% return, which is significantly higher than GCOR's 0.16% return.

GGUS

• 1D: -1.06%
• 1M: 6.20%
• YTD: 7.56%
• 6M: 7.02%
• 1Y: 23.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GCOR

• 1D: -0.23%
• 1M: 0.17%
• YTD: 0.16%
• 6M: 0.01%
• 1Y: 4.97%
• 3Y*: 3.71%
• 5Y*: -0.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GGUS vs. GCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GGUS Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF	7.56%	17.32%	30.88%	4.54%
GCOR Goldman Sachs Access U.S. Aggregate Bond ETF	0.16%	7.22%	0.51%	4.07%

Correlation

The correlation between GGUS and GCOR is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (All Time) Calculated using the full available price history since Dec 1, 2023	0.14

The correlation between GGUS and GCOR shifts across timeframes, from 0.14 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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: 41
GGUS Sharpe Ratio Rank: 46
GGUS Sortino Ratio Rank: 44
GGUS Omega Ratio Rank: 44
GGUS Calmar Ratio Rank: 33
GGUS Martin Ratio Rank: 36

GCOR

GCOR Risk / Return Rank: 37
GCOR Sharpe Ratio Rank: 38
GCOR Sortino Ratio Rank: 39
GCOR Omega Ratio Rank: 36
GCOR Calmar Ratio Rank: 36
GCOR Martin Ratio Rank: 35

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.

	GGUS	GCOR	Difference
Sharpe ratio Return per unit of total volatility	1.61	1.37	+0.24
Sortino ratio Return per unit of downside risk	2.22	2.02	+0.20
Omega ratio Gain probability vs. loss probability	1.28	1.24	+0.04
Calmar ratio Return relative to maximum drawdown	1.62	1.77	-0.16
Martin ratio Return relative to average drawdown	5.55	5.42	+0.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GGUS vs. GCOR - Sharpe Ratio Comparison

The current GGUS Sharpe Ratio is 1.61, which is comparable to the GCOR Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of GGUS and GCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GGUS	GCOR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	1.37	+0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	-0.10	+1.39

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.

Drawdown Indicators

	GGUS	GCOR	Difference
Max Drawdown Largest peak-to-trough decline	-22.59%	-18.94%	-3.65%
Max Drawdown (1Y) Largest decline over 1 year	-14.91%	-2.82%	-12.09%
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	-1.28%	-3.52%	+2.24%
Average Drawdown Average peak-to-trough decline	-3.20%	-7.99%	+4.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.33%	0.92%	+3.41%

Volatility

GGUS vs. GCOR - Volatility Comparison

Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF (GGUS) has a higher volatility of 3.41% compared to Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR) at 1.27%. 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.

Volatility by Period

	GGUS	GCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.41%	1.27%	+2.14%
Volatility (6M) Calculated over the trailing 6-month period	11.30%	2.65%	+8.65%
Volatility (1Y) Calculated over the trailing 1-year period	15.00%	3.65%	+11.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.96%	5.81%	+13.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.96%	5.52%	+13.44%

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%.

Dividends

GGUS vs. GCOR - Dividend Comparison

GGUS's dividend yield for the trailing twelve months is around 0.41%, less than GCOR's 4.17% 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%
GGUS Goldman Sachs MarketBeta Russell 1000 Growth Equity ETF	0.41%	0.43%	0.68%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GGUS and GCOR in my portfolio?

GGUS and GCOR have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GGUS or GCOR?

GGUS has higher volatility (3.41%) compared to GCOR (1.27%). In terms of maximum drawdown, GGUS dropped -22.59% vs GCOR's -18.94%.

Which ETF is better, GGUS or GCOR?

On 1-year performance, GGUS leads with 23.97% vs 4.97% for GCOR. On fees, GCOR is cheaper at 0.08% per year. On volatility, GCOR has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GGUS or GCOR?

Over the 1-year period, GGUS has performed better with a 23.97% return vs 4.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GGUS or GCOR?

GCOR is cheaper with a 0.08% expense ratio, compared with 0.12% for GGUS.

Which ETF pays a higher dividend yield, GGUS or GCOR?

GCOR has the higher dividend yield at 4.17%, compared with 0.41% for GGUS.

What is the main difference between GGUS and GCOR?

GGUS is categorized as Large Cap Growth Equities, while GCOR is Intermediate Core Bond. GGUS tracks Russell 1000 Growth 40 Act Daily Capped Index - Benchmark TR Gross, while GCOR tracks FTSE Goldman Sachs US Broad Bond Market Index. Their fees differ too: 0.12% for GGUS and 0.08% for GCOR.

Which has better risk-adjusted returns?

GGUS currently has the higher Sharpe Ratio (1.61 vs 1.37), 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.