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AVIG vs. SKOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVIG vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Core Fixed Income ETF (AVIG) 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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AVIG vs. SKOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AVIG
Avantis Core Fixed Income ETF
-0.20%7.98%1.55%6.41%-13.94%-2.15%0.96%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
-0.28%7.99%4.42%7.64%-9.88%-1.40%1.49%

Returns By Period

In the year-to-date period, AVIG achieves a -0.20% return, which is significantly higher than SKOR's -0.28% return.


AVIG

1D
0.34%
1M
-1.93%
YTD
-0.20%
6M
0.90%
1Y
4.89%
3Y*
4.03%
5Y*
0.34%
10Y*

SKOR

1D
0.41%
1M
-1.39%
YTD
-0.28%
6M
0.98%
1Y
5.43%
3Y*
5.60%
5Y*
1.89%
10Y*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVIG vs. SKOR - Expense Ratio Comparison

AVIG has a 0.15% expense ratio, which is lower than SKOR's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

AVIG vs. SKOR — Risk / Return Rank

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

AVIG
AVIG Risk / Return Rank: 6363
Overall Rank
AVIG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AVIG Sortino Ratio Rank: 6262
Sortino Ratio Rank
AVIG Omega Ratio Rank: 5555
Omega Ratio Rank
AVIG Calmar Ratio Rank: 7373
Calmar Ratio Rank
AVIG Martin Ratio Rank: 6060
Martin Ratio Rank

SKOR
SKOR Risk / Return Rank: 8585
Overall Rank
SKOR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 8787
Sortino Ratio Rank
SKOR Omega Ratio Rank: 8484
Omega Ratio Rank
SKOR Calmar Ratio Rank: 8484
Calmar Ratio Rank
SKOR Martin Ratio Rank: 8484
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.

AVIG vs. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Core Fixed Income ETF (AVIG) 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.


AVIGSKORDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.66

-0.56

Sortino ratio

Return per unit of downside risk

1.53

2.32

-0.79

Omega ratio

Gain probability vs. loss probability

1.20

1.33

-0.13

Calmar ratio

Return relative to maximum drawdown

1.82

2.45

-0.63

Martin ratio

Return relative to average drawdown

5.77

9.56

-3.80

AVIG vs. SKOR - Sharpe Ratio Comparison

The current AVIG Sharpe Ratio is 1.11, which is lower than the SKOR Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of AVIG and SKOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVIGSKORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.66

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.43

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.62

-0.65

Correlation

The correlation between AVIG and SKOR is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AVIG vs. SKOR - Dividend Comparison

AVIG's dividend yield for the trailing twelve months is around 4.43%, less than SKOR's 4.71% yield.


TTM20252024202320222021202020192018201720162015
AVIG
Avantis Core Fixed Income ETF
4.43%4.36%4.66%4.06%2.53%1.12%0.22%0.00%0.00%0.00%0.00%0.00%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.71%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%

Drawdowns

AVIG vs. SKOR - Drawdown Comparison

The maximum AVIG drawdown since its inception was -19.64%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for AVIG and SKOR.


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Drawdown Indicators


AVIGSKORDifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-15.98%

-3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-2.23%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-19.47%

-15.13%

-4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-1.93%

-1.39%

-0.54%

Average Drawdown

Average peak-to-trough decline

-7.95%

-2.68%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.57%

+0.31%

Volatility

AVIG vs. SKOR - Volatility Comparison

Avantis Core Fixed Income ETF (AVIG) has a higher volatility of 1.83% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 1.34%. This indicates that AVIG'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


AVIGSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.34%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

1.86%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

3.28%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

4.41%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

4.91%

+1.15%