PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FlexShares Credit-Scored U.S. Long Corporate Bond ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33939L7534

CUSIP

33939L753

Issuer

Northern Trust

Inception Date

Sep 24, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Northern Trust US Long Corporate Bond Quality Value Index

Asset Class

Bond

Expense Ratio

LKOR has an expense ratio of 0.22%, which is considered low compared to other funds.


Expense ratio chart for LKOR: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
LKOR vs. ICVT LKOR vs. MLN LKOR vs. USHY LKOR vs. SRLN LKOR vs. VGLT LKOR vs. BKLN LKOR vs. VCLT LKOR vs. ICSH LKOR vs. ^GSPC
Popular comparisons:
LKOR vs. ICVT LKOR vs. MLN LKOR vs. USHY LKOR vs. SRLN LKOR vs. VGLT LKOR vs. BKLN LKOR vs. VCLT LKOR vs. ICSH LKOR vs. ^GSPC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
31.51%
204.05%
LKOR (FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund)
Benchmark (^GSPC)

Returns By Period

FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund had a return of -0.04% year-to-date (YTD) and 0.39% in the last 12 months.


LKOR

YTD

-0.04%

1M

-0.65%

6M

0.66%

1Y

0.39%

5Y*

-1.06%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of LKOR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.70%-2.39%2.03%-4.87%3.12%0.50%2.86%2.62%2.70%-4.40%2.48%-0.04%
20237.66%-5.94%4.76%0.55%-2.94%1.99%0.06%-2.15%-5.30%-3.87%10.84%7.01%11.64%
2022-5.31%-3.46%-3.02%-10.36%1.77%-4.72%5.60%-5.62%-8.22%-2.13%10.23%-2.10%-25.55%
2021-2.65%-3.63%-2.18%1.67%0.69%3.98%2.25%-0.41%-2.26%1.76%0.13%-0.57%-1.51%
20203.56%1.66%-7.10%5.13%2.65%2.85%5.61%-3.98%-0.40%-0.52%6.25%0.08%15.99%
20193.62%-0.22%3.96%0.52%2.27%1.63%3.45%6.12%-1.20%0.41%1.10%0.24%23.95%
2018-0.22%-5.06%1.33%-2.67%-0.10%-1.12%2.26%-0.70%0.24%-4.26%-0.11%2.86%-7.60%
20171.76%0.46%-1.16%3.02%2.74%1.16%1.14%0.46%-0.04%0.95%0.09%2.58%13.87%
2016-0.85%0.80%6.71%2.12%0.08%3.63%2.75%0.96%-0.52%-2.28%-5.84%-0.62%6.60%
20150.38%0.37%-0.29%-0.79%-0.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LKOR is 11, meaning it’s performing worse than 89% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LKOR is 1111
Overall Rank
The Sharpe Ratio Rank of LKOR is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of LKOR is 1111
Sortino Ratio Rank
The Omega Ratio Rank of LKOR is 1111
Omega Ratio Rank
The Calmar Ratio Rank of LKOR is 1111
Calmar Ratio Rank
The Martin Ratio Rank of LKOR is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for LKOR, currently valued at 0.06, compared to the broader market0.002.004.000.061.90
The chart of Sortino ratio for LKOR, currently valued at 0.16, compared to the broader market-2.000.002.004.006.008.0010.000.162.54
The chart of Omega ratio for LKOR, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.35
The chart of Calmar ratio for LKOR, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.032.81
The chart of Martin ratio for LKOR, currently valued at 0.18, compared to the broader market0.0020.0040.0060.0080.00100.000.1812.39
LKOR
^GSPC

The current FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund Sharpe ratio is 0.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.06
1.90
LKOR (FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund provided a 4.97% dividend yield over the last twelve months, with an annual payout of $2.11 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$1.00$2.00$3.00$4.00201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$2.11$2.19$1.99$2.80$4.12$2.15$2.05$2.07$2.77$0.61

Dividend yield

4.97%4.89%4.71%4.73%6.56%3.71%4.21%3.78%5.53%1.22%

Monthly Dividends

The table displays the monthly dividend distributions for FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.20$0.19$0.20$0.19$0.17$0.18$0.20$0.20$0.20$0.19$0.20$2.11
2023$0.00$0.18$0.16$0.18$0.18$0.19$0.18$0.19$0.18$0.18$0.19$0.38$2.19
2022$0.00$0.16$0.14$0.16$0.16$0.17$0.16$0.17$0.17$0.17$0.17$0.36$1.99
2021$0.00$0.14$0.15$0.16$0.14$0.16$0.17$0.15$0.16$0.16$0.15$1.25$2.80
2020$0.00$0.15$0.16$0.17$0.15$0.16$0.16$0.17$0.16$0.16$0.17$2.52$4.12
2019$0.00$0.18$0.16$0.18$0.17$0.24$0.18$0.18$0.20$0.17$0.17$0.31$2.15
2018$0.00$0.17$0.16$0.18$0.14$0.18$0.17$0.18$0.18$0.17$0.18$0.35$2.05
2017$0.00$0.17$0.16$0.22$0.18$0.16$0.17$0.18$0.15$0.16$0.18$0.35$2.07
2016$0.00$0.19$0.17$0.18$0.15$0.19$0.18$0.15$0.18$0.17$0.18$1.03$2.77
2015$0.23$0.37$0.61

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.12%
-3.58%
LKOR (FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund was 34.78%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund drawdown is 19.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.78%Sep 23, 2021274Oct 24, 2022
-28.32%Mar 9, 20209Mar 19, 202071Jun 30, 202080
-11.05%Dec 19, 2017183Nov 15, 201895May 24, 2019278
-10.65%Sep 1, 2016118Mar 13, 201780Jul 21, 2017198
-10.31%Jan 4, 202152Mar 18, 202184Jul 19, 2021136

Volatility

Volatility Chart

The current FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund volatility is 3.34%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.34%
3.64%
LKOR (FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab