I'm not sure that's what I'd do.
The first response to an emergency, or so I've been taught, is to remove the threat.
Judging from my own past actions, were I still physically capable, I'd have headed straight for the shooter, trusting that God would protect me long enough to kill him. Yes, kill him. In certain situations, you can't leave someone with even the iota of a chance to do more damage.
After that, yep, I'd head for the victims to help in whatever way I could even if it were only to provide emotional support. Even if someone is dying, he or she needs human contact, comfort.