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AUSF vs. SKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUSF vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Adaptive U.S. Factor ETF (AUSF) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUSF achieves a 9.27% return, which is significantly higher than SKOR's 0.54% return.


AUSF

1D
0.70%
1M
2.94%
YTD
9.27%
6M
8.68%
1Y
17.75%
3Y*
19.94%
5Y*
13.35%
10Y*

SKOR

1D
-0.05%
1M
0.37%
YTD
0.54%
6M
1.02%
1Y
5.20%
3Y*
6.13%
5Y*
1.74%
10Y*
2.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUSF vs. SKOR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AUSF
Global X Adaptive U.S. Factor ETF
9.27%13.69%16.05%22.26%-0.18%27.48%1.27%24.06%-11.18%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
0.54%7.99%4.42%7.64%-9.88%-1.40%8.84%10.69%0.39%

Correlation

The correlation between AUSF and SKOR is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2018

0.17

The correlation between AUSF and SKOR shifts across timeframes, from 0.17 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AUSF vs. SKOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AUSF
AUSF Risk / Return Rank: 5757
Overall Rank
AUSF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AUSF Sortino Ratio Rank: 5656
Sortino Ratio Rank
AUSF Omega Ratio Rank: 5252
Omega Ratio Rank
AUSF Calmar Ratio Rank: 6666
Calmar Ratio Rank
AUSF Martin Ratio Rank: 5454
Martin Ratio Rank

SKOR
SKOR Risk / Return Rank: 6161
Overall Rank
SKOR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 6969
Sortino Ratio Rank
SKOR Omega Ratio Rank: 6565
Omega Ratio Rank
SKOR Calmar Ratio Rank: 5454
Calmar Ratio Rank
SKOR Martin Ratio Rank: 5454
Martin Ratio Rank
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.

AUSF vs. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AUSFSKORDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.28

1.34

-0.06

Calmar ratioReturn relative to maximum drawdown

2.86

2.38

+0.48

Martin ratioReturn relative to average drawdown

8.29

8.31

-0.02

AUSF vs. SKOR - Sharpe Ratio Comparison

The current AUSF Sharpe Ratio is 1.65, which is comparable to the SKOR Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of AUSF and SKOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AUSF vs. SKOR - Drawdown Comparison

The maximum AUSF drawdown since its inception was -44.25%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for AUSF and SKOR.


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Drawdown Indicators


AUSFSKORDifference

Max Drawdown

Largest peak-to-trough decline

-44.25%

-15.98%

-28.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.84%

-2.09%

-3.75%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

-3.11%

-9.18%

Max Drawdown (5Y)

Largest decline over 5 years

-14.23%

-15.13%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

0.00%

-0.57%

+0.57%

Average Drawdown

Average peak-to-trough decline

-4.21%

-2.65%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.60%

+1.42%

Volatility

AUSF vs. SKOR - Volatility Comparison

Global X Adaptive U.S. Factor ETF (AUSF) has a higher volatility of 2.70% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.94%. This indicates that AUSF's price experiences larger fluctuations and is considered to be riskier than SKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUSFSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

0.94%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

2.04%

+4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

2.71%

+7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.66%

4.43%

+9.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

4.90%

+14.14%

AUSF vs. SKOR - Expense Ratio Comparison

AUSF has a 0.27% expense ratio, which is higher than SKOR's 0.22% 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

AUSF vs. SKOR - Dividend Comparison

AUSF's dividend yield for the trailing twelve months is around 2.69%, less than SKOR's 4.66% yield.


PositionTTM20252024202320222021202020192018201720162015
AUSF
Global X Adaptive U.S. Factor ETF
2.69%2.78%2.63%1.83%2.51%2.22%2.95%4.02%1.46%0.00%0.00%0.00%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.66%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%

Frequently Asked Questions


AUSF and SKOR have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AUSF has higher volatility (2.70%) compared to SKOR (0.94%). In terms of maximum drawdown, AUSF dropped -44.25% vs SKOR's -15.98%.

On 5-year performance, AUSF leads with 13.35% vs 1.74% for SKOR. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AUSF has performed better with a 13.35% return vs 1.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SKOR is cheaper with a 0.22% expense ratio, compared with 0.27% for AUSF.

SKOR has the higher dividend yield at 4.66%, compared with 2.69% for AUSF.

AUSF is categorized as Mid Cap Value Equities, while SKOR is Corporate Bonds. AUSF tracks Adaptive Wealth Strategies U.S. Factor Index, while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. They also come from different issuers: Global X and Northern Trust. Their fees differ too: 0.27% for AUSF and 0.22% for SKOR.

SKOR currently has the higher Sharpe Ratio (1.84 vs 1.65), 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.

Portfolio Optimizer

Find the right allocation for AUSF and SKOR

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