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HYEM vs. SKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEM vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) 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, HYEM achieves a 3.86% return, which is significantly higher than SKOR's 0.54% return. Over the past 10 years, HYEM has outperformed SKOR with an annualized return of 4.72%, while SKOR has yielded a comparatively lower 2.88% annualized return.


HYEM

1D
0.20%
1M
0.36%
YTD
3.86%
6M
4.24%
1Y
9.18%
3Y*
10.57%
5Y*
2.92%
10Y*
4.72%

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)

HYEM vs. SKOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
3.86%9.24%12.14%8.35%-13.39%-1.31%6.87%12.85%-3.38%7.94%
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%-1.25%4.38%

Correlation

The correlation between HYEM and SKOR is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.43

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

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2014

0.28

The correlation between HYEM and SKOR shifts across timeframes, from 0.28 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYEM vs. SKOR — Risk / Return Rank

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

HYEM
HYEM Risk / Return Rank: 8080
Overall Rank
HYEM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 8181
Sortino Ratio Rank
HYEM Omega Ratio Rank: 8282
Omega Ratio Rank
HYEM Calmar Ratio Rank: 7676
Calmar Ratio Rank
HYEM Martin Ratio Rank: 8181
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.

HYEM vs. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) 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.


HYEMSKORDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.08

Calmar ratioReturn relative to maximum drawdown

3.44

2.38

+1.06

Martin ratioReturn relative to average drawdown

14.00

8.31

+5.69

HYEM vs. SKOR - Sharpe Ratio Comparison

The current HYEM Sharpe Ratio is 2.15, which is comparable to the SKOR Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of HYEM 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

HYEM vs. SKOR - Drawdown Comparison

The maximum HYEM drawdown since its inception was -30.96%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for HYEM and SKOR.


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Drawdown Indicators


HYEMSKORDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-15.98%

-14.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-2.09%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-5.23%

-3.11%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-15.13%

-11.17%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

-15.98%

-14.98%

Current Drawdown

Current decline from peak

-0.15%

-0.57%

+0.42%

Average Drawdown

Average peak-to-trough decline

-4.39%

-2.65%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.60%

+0.07%

Volatility

HYEM vs. SKOR - Volatility Comparison

VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) has a higher volatility of 1.31% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.94%. This indicates that HYEM'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


HYEMSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

0.94%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

2.04%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

2.71%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

4.43%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

4.90%

+4.37%

HYEM vs. SKOR - Expense Ratio Comparison

HYEM has a 0.40% expense ratio, which is higher than SKOR's 0.22% expense ratio.


Dividends

HYEM vs. SKOR - Dividend Comparison

HYEM's dividend yield for the trailing twelve months is around 6.53%, more than SKOR's 4.66% yield.


PositionTTM20252024202320222021202020192018201720162015
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.53%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%
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


HYEM and SKOR have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYEM has higher volatility (1.31%) compared to SKOR (0.94%). In terms of maximum drawdown, HYEM dropped -30.96% vs SKOR's -15.98%.

On 10-year performance, HYEM leads with 4.72% vs 2.88% 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 10-year period, HYEM has performed better with a 4.72% return vs 2.88%. 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 0.40% for HYEM.

HYEM has the higher dividend yield at 6.53%, compared with 4.66% for SKOR.

HYEM is categorized as High Yield Bonds, while SKOR is Corporate Bonds. HYEM tracks BofA Merrill Lynch Diversified High Yield US Emerging Markets Corporate Plus Index, while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. They also come from different issuers: VanEck and Northern Trust. Their fees differ too: 0.40% for HYEM and 0.22% for SKOR.

HYEM currently has the higher Sharpe Ratio (2.15 vs 1.84), 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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