Goldman Sachs Access U.S. Aggregate Bond ETF

10-Year Study

GCOR.US · · US · ETF

Executive Summary: Goldman Sachs Access U.S. Aggregate Bond ETF has compounded at -0.6% annually over the last 10 years, with a maximum drawdown of 17.8% and an annualized volatility of 6.6%.

1Y CAGR
+4.9%
3Y CAGR
+3.7%
5Y CAGR
-0.2%
10Y CAGR
-0.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +7.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.21.3-2.10.5————————-0.1%
20250.72.2-0.20.5-0.71.5-0.31.21.20.60.6-0.37.2%
2024-0.6-1.30.8-2.41.51.02.11.61.5-2.81.2-1.90.5%
20233.4-2.82.80.5-1.10.0-0.3-0.5-2.8-1.74.54.15.8%
2022-2.1-1.3-2.9-3.80.6-1.52.5-2.8-4.5-1.23.6-0.8-13.8%
2021-0.7-1.7-1.00.90.20.71.1-0.1-0.9-0.20.3-0.2-1.9%
2020—————————-0.41.00.00.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 45.6% of variance. Idiosyncratic stock-specific factors contribute 1.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-019964.033665426394
2020-11-0110066.028098259556
2020-12-0110066.332699138682
2021-01-019991.775776263625
2021-02-019817.473780893557
2021-03-019716.55716655576
2021-04-019800.837886725962
2021-05-019816.466254908759
2021-06-019886.266717902095
2021-07-019993.954844091211
2021-08-019983.457829179826
2021-09-019892.218150463463
2021-10-019872.442524157192
2021-11-019897.81812047199
2021-12-019877.10526069149
2022-01-019665.876266436731
2022-02-019536.233446113762
2022-03-019257.851673430368
2022-04-018906.482843941254
2022-05-018962.412251515976
2022-06-018823.795420677245
2022-07-019043.248638668378
2022-08-018787.149591834821
2022-09-018388.35674854963
2022-10-018285.612528937083
2022-11-018582.059476836275
2022-12-018510.993748652727
2023-01-018796.826527456255
2023-02-018549.912368670159
2023-03-018785.462571581207
2023-04-018829.86400742289
2023-05-018729.67374902762
2023-06-018729.978349906743
2023-07-018703.829535975707
2023-08-018660.95110452965
2023-09-018421.511382700544
2023-10-018279.262772149168
2023-11-018650.828983007956
2023-12-019003.322492666148
2024-01-018952.80560840511
2024-02-018834.901637346878
2024-03-018902.429309165207
2024-04-018692.934196837774
2024-05-018824.943531683177
2024-06-018915.152253577888
2024-07-019102.880118466312
2024-08-019246.300270860473
2024-09-019383.206650608732
2024-10-019116.141972126676
2024-11-019226.38405953307
2024-12-019049.528102945726
2025-01-019113.494287561974
2025-02-019315.842994648396
2025-03-019300.776966550136
2025-04-019345.553295781512
2025-05-019278.54110237401
2025-06-019417.696842460426
2025-07-019390.259332502319
2025-08-019500.806020787837
2025-09-019613.320899369242
2025-10-019674.779984441924
2025-11-019733.380507418202
2025-12-019703.03757368998
2026-01-019726.398118035184
2026-02-019855.127135720779
2026-03-019648.04539958949
2026-04-019696.851832760058
Annual Return Matrix
YearAnnual Return
2021-0.01879805129661405
2022-0.13831091964520814
20230.057846211447559304
20240.005132062115648317
20250.0722147567596958
2026-0.0006375056143961277
Total Factor Risk
0.06564424614347363
VTI.US Exposure
-0.0575225796247156
VEA.US Exposure
0.004767279485939561
VWO.US Exposure
0.000519730931639076
QQQ.US Exposure
0.04149697851230876
VTV.US Exposure
0.02220952505710098
IJR.US Exposure
0.011868721403378153
QUAL.US Exposure
-0.028515040431544524
SHV.US Exposure
0.3237631597534221
TLT.US Exposure
0.10233471951713598
LQD.US Exposure
0.45644462305995953
HYG.US Exposure
0.0015199211064785027
GLD.US Exposure
0.006226014766039436
USO.US Exposure
0.008304906909518253
VNQ.US Exposure
-0.0038904180915683585
BTC-USD.CC Exposure
-0.00009563763953600946
CPER.US Exposure
-0.005339825975022179
VIX.INDX Exposure
0.0009713650463201596
UUP.US Exposure
0.005618402040679869
TIP.US Exposure
0.0928333869441217
Idiosyncratic Exposure
0.016484767228344657
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$64
Avg Yield on Cost
0.64%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$63.910.64%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Goldman Sachs Access U.S. Aggregate Bond ETF a high-risk investment?

Goldman Sachs Access U.S. Aggregate Bond ETF (GCOR.US) has an annualized volatility of 6.6% and experienced a maximum drawdown of 17.8% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of GCOR.US?

Over the past 10 years, GCOR.US has generated a Compound Annual Growth Rate (CAGR) of -0.6%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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