Intravascular devices, systems, and methods are disclosed. In some instances, the intravascular device is a guide wire that includes separate sections with engaged core components. For example, a sensing guide wire can include a proximal portion having a proximal core member and at least one proximal electrical conductor and a distal portion coupled to the proximal portion, the distal portion having a distal core member, a sensing element, and at least one distal electrical conductor coupled to the sensing element, wherein engagement structures of the proximal and distal core members are engaged and wherein the at least one distal electrical conductor is coupled to the at least one proximal electrical conductor such that the at least one proximal electrical conductor is in electrical communication with the sensing element. Methods of making, manufacturing, and/or assembling such intravascular devices and associated systems are also provided.