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FELG vs. SKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FELG vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Enhanced Large Cap Growth ETF (FELG) 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, FELG achieves a 3.31% return, which is significantly higher than SKOR's 0.54% return.


FELG

1D
0.12%
1M
-3.56%
YTD
3.31%
6M
4.10%
1Y
22.20%
3Y*
5Y*
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)

FELG vs. SKOR - Yearly Performance Comparison


2026 (YTD)202520242023
FELG
Fidelity Enhanced Large Cap Growth ETF
3.31%18.44%35.45%4.37%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
0.54%7.99%4.42%3.99%

Correlation

The correlation between FELG and SKOR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2023

0.21

The correlation between FELG and SKOR shifts across timeframes, from 0.21 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FELG vs. SKOR — Risk / Return Rank

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

FELG
FELG Risk / Return Rank: 3636
Overall Rank
FELG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FELG Sortino Ratio Rank: 3939
Sortino Ratio Rank
FELG Omega Ratio Rank: 3939
Omega Ratio Rank
FELG Calmar Ratio Rank: 2929
Calmar Ratio Rank
FELG Martin Ratio Rank: 3333
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.

FELG vs. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Growth ETF (FELG) 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.


FELGSKORDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratioReturn relative to maximum drawdown

1.28

2.38

-1.11

Martin ratioReturn relative to average drawdown

4.30

8.31

-4.01

FELG vs. SKOR - Sharpe Ratio Comparison

The current FELG Sharpe Ratio is 1.29, which is lower than the SKOR Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FELG 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

FELG vs. SKOR - Drawdown Comparison

The maximum FELG drawdown since its inception was -23.89%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for FELG and SKOR.


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Drawdown Indicators


FELGSKORDifference

Max Drawdown

Largest peak-to-trough decline

-23.89%

-15.98%

-7.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

-2.09%

-14.08%

Max Drawdown (3Y)

Largest decline over 3 years

-3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-5.36%

-0.57%

-4.79%

Average Drawdown

Average peak-to-trough decline

-3.53%

-2.65%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

0.60%

+4.19%

Volatility

FELG vs. SKOR - Volatility Comparison

Fidelity Enhanced Large Cap Growth ETF (FELG) has a higher volatility of 5.41% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.94%. This indicates that FELG'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


FELGSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

0.94%

+4.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

2.04%

+10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

2.71%

+13.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

4.43%

+15.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

4.90%

+15.07%

FELG vs. SKOR - Expense Ratio Comparison

FELG has a 0.18% 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%.


Dividends

FELG vs. SKOR - Dividend Comparison

FELG's dividend yield for the trailing twelve months is around 0.35%, less than SKOR's 4.66% yield.


PositionTTM20252024202320222021202020192018201720162015
FELG
Fidelity Enhanced Large Cap Growth ETF
0.35%0.38%0.44%0.11%0.00%0.00%0.00%0.00%0.00%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


FELG and SKOR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FELG has higher volatility (5.41%) compared to SKOR (0.94%). In terms of maximum drawdown, FELG dropped -23.89% vs SKOR's -15.98%.

On 1-year performance, FELG leads with 22.20% vs 5.20% for SKOR. On fees, FELG is cheaper at 0.18% 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 1-year period, FELG has performed better with a 22.20% return vs 5.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FELG is cheaper with a 0.18% expense ratio, compared with 0.22% for SKOR.

SKOR has the higher dividend yield at 4.66%, compared with 0.35% for FELG.

FELG is categorized as Large Cap Growth Equities, while SKOR is Corporate Bonds. They also come from different issuers: Fidelity and Northern Trust. Their fees differ too: 0.18% for FELG and 0.22% for SKOR.

SKOR currently has the higher Sharpe Ratio (1.84 vs 1.29), 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

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