PortfoliosLab logoPortfoliosLab logo
BNDC vs. SKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDC vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Core Select Bond Fund (BNDC) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BNDC achieves a 0.58% return, which is significantly lower than SKOR's 0.67% return.


BNDC

1D
0.43%
1M
1.11%
YTD
0.58%
6M
0.23%
1Y
4.00%
3Y*
3.86%
5Y*
-0.17%
10Y*

SKOR

1D
0.22%
1M
0.70%
YTD
0.67%
6M
0.67%
1Y
4.51%
3Y*
6.06%
5Y*
1.84%
10Y*
2.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDC vs. SKOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNDC
FlexShares Core Select Bond Fund
0.58%7.29%0.86%5.36%-13.54%-2.01%8.66%9.57%-1.49%3.97%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
0.67%7.99%4.42%7.64%-9.88%-1.40%8.84%10.69%-1.25%4.38%

Correlation

The correlation between BNDC and SKOR is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2016

0.74

The correlation between BNDC and SKOR shifts across timeframes, from 0.74 (all time) to 0.92 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

BNDC vs. SKOR — Risk / Return Rank

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

BNDC
BNDC Risk / Return Rank: 3131
Overall Rank
BNDC Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BNDC Sortino Ratio Rank: 3232
Sortino Ratio Rank
BNDC Omega Ratio Rank: 2929
Omega Ratio Rank
BNDC Calmar Ratio Rank: 3131
Calmar Ratio Rank
BNDC Martin Ratio Rank: 3030
Martin Ratio Rank

SKOR
SKOR Risk / Return Rank: 5454
Overall Rank
SKOR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 5959
Sortino Ratio Rank
SKOR Omega Ratio Rank: 5555
Omega Ratio Rank
SKOR Calmar Ratio Rank: 4949
Calmar Ratio Rank
SKOR Martin Ratio Rank: 4949
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.

BNDC vs. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Core Select Bond Fund (BNDC) 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.


BNDCSKORDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.12

Calmar ratioReturn relative to maximum drawdown

1.40

2.17

-0.77

Martin ratioReturn relative to average drawdown

3.85

7.45

-3.61

BNDC vs. SKOR - Sharpe Ratio Comparison

The current BNDC Sharpe Ratio is 1.05, which is lower than the SKOR Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of BNDC 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.


Loading charts...

Drawdowns

BNDC vs. SKOR - Drawdown Comparison

The maximum BNDC drawdown since its inception was -18.80%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for BNDC and SKOR.


Loading charts...

Drawdown Indicators


BNDCSKORDifference

Max Drawdown

Largest peak-to-trough decline

-18.80%

-15.98%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-2.09%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-6.30%

-3.11%

-3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-15.13%

-3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-2.85%

-0.45%

-2.40%

Average Drawdown

Average peak-to-trough decline

-7.33%

-2.64%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.61%

+0.43%

Volatility

BNDC vs. SKOR - Volatility Comparison

FlexShares Core Select Bond Fund (BNDC) has a higher volatility of 1.09% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.86%. This indicates that BNDC'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.


Loading charts...

Volatility by Period


BNDCSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.86%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

2.08%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

2.72%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

4.43%

+1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

4.90%

+3.14%

BNDC vs. SKOR - Expense Ratio Comparison

BNDC has a 0.35% expense ratio, which is higher than SKOR's 0.22% expense ratio.


Dividends

BNDC vs. SKOR - Dividend Comparison

BNDC's dividend yield for the trailing twelve months is around 4.12%, less than SKOR's 4.65% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDC
FlexShares Core Select Bond Fund
4.12%4.16%3.81%3.19%2.64%1.72%2.61%2.89%2.86%2.50%0.64%0.00%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.65%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


BNDC and SKOR have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNDC has higher volatility (1.09%) compared to SKOR (0.86%). In terms of maximum drawdown, BNDC dropped -18.80% vs SKOR's -15.98%.

On 5-year performance, SKOR leads with 1.84% vs -0.17% for BNDC. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SKOR has performed better with a 1.84% return vs -0.17%. 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 0.35% for BNDC.

SKOR has the higher dividend yield at 4.65%, compared with 4.12% for BNDC.

BNDC is categorized as Intermediate Core Bond, while SKOR is Corporate Bonds. Their fees differ too: 0.35% for BNDC and 0.22% for SKOR.

SKOR currently has the higher Sharpe Ratio (1.67 vs 1.05), 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 BNDC and SKOR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer