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HYGV vs. LKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGV vs. LKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYGV achieves a 1.42% return, which is significantly higher than LKOR's 0.74% return.


HYGV

1D
-0.24%
1M
0.33%
YTD
1.42%
6M
1.66%
1Y
6.94%
3Y*
8.38%
5Y*
3.49%
10Y*

LKOR

1D
-0.36%
1M
1.51%
YTD
0.74%
6M
-0.19%
1Y
7.57%
3Y*
4.72%
5Y*
-1.59%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGV vs. LKOR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
1.42%7.92%8.02%12.11%-12.60%5.93%8.01%15.76%-4.15%
LKOR
FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund
0.74%7.04%-1.02%11.64%-25.55%-1.51%16.00%23.97%-1.86%

Correlation

The correlation between HYGV and LKOR is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.66

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2018

0.45

The correlation between HYGV and LKOR shifts across timeframes, from 0.45 (all time) to 0.66 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYGV vs. LKOR — Risk / Return Rank

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

HYGV
HYGV Risk / Return Rank: 5656
Overall Rank
HYGV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 5858
Sortino Ratio Rank
HYGV Omega Ratio Rank: 5656
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5252
Calmar Ratio Rank
HYGV Martin Ratio Rank: 6262
Martin Ratio Rank

LKOR
LKOR Risk / Return Rank: 2626
Overall Rank
LKOR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LKOR Sortino Ratio Rank: 2525
Sortino Ratio Rank
LKOR Omega Ratio Rank: 2424
Omega Ratio Rank
LKOR Calmar Ratio Rank: 2929
Calmar Ratio Rank
LKOR Martin Ratio Rank: 2525
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.

HYGV vs. LKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) and FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR). 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.


HYGVLKORDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.35

1.17

+0.18

Calmar ratioReturn relative to maximum drawdown

2.60

1.41

+1.19

Martin ratioReturn relative to average drawdown

11.22

3.43

+7.79

HYGV vs. LKOR - Sharpe Ratio Comparison

The current HYGV Sharpe Ratio is 1.81, which is higher than the LKOR Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of HYGV and LKOR, 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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Sharpe Ratios by Period


HYGVLKORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

0.95

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.12

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.25

+0.30

Drawdowns

HYGV vs. LKOR - Drawdown Comparison

The maximum HYGV drawdown since its inception was -23.47%, smaller than the maximum LKOR drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for HYGV and LKOR.


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Drawdown Indicators


HYGVLKORDifference

Max Drawdown

Largest peak-to-trough decline

-23.47%

-34.78%

+11.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-5.39%

+2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-5.56%

-12.74%

+7.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-34.78%

+17.66%

Max Drawdown (10Y)

Largest decline over 10 years

-34.78%

Current Drawdown

Current decline from peak

-0.27%

-13.63%

+13.36%

Average Drawdown

Average peak-to-trough decline

-3.32%

-10.36%

+7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

2.21%

-1.59%

Volatility

HYGV vs. LKOR - Volatility Comparison

The current volatility for FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) is 1.17%, while FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR) has a volatility of 2.41%. This indicates that HYGV experiences smaller price fluctuations and is considered to be less risky than LKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYGVLKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

2.41%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

5.76%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

8.00%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

12.90%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.20%

13.22%

-4.02%

HYGV vs. LKOR - Expense Ratio Comparison

HYGV has a 0.37% expense ratio, which is higher than LKOR's 0.22% expense ratio.


Dividends

HYGV vs. LKOR - Dividend Comparison

HYGV's dividend yield for the trailing twelve months is around 7.41%, more than LKOR's 5.72% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.41%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%0.00%0.00%0.00%
LKOR
FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund
5.72%5.57%5.52%4.90%4.71%4.73%6.56%3.71%4.21%3.77%5.53%1.22%

Frequently Asked Questions


HYGV and LKOR have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LKOR has higher volatility (2.41%) compared to HYGV (1.17%). In terms of maximum drawdown, HYGV dropped -23.47% vs LKOR's -34.78%.

On 5-year performance, HYGV leads with 3.49% vs -1.59% for LKOR. On fees, LKOR is cheaper at 0.22% per year. On volatility, HYGV has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYGV has performed better with a 3.49% return vs -1.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LKOR is cheaper with a 0.22% expense ratio, compared with 0.37% for HYGV.

HYGV has the higher dividend yield at 7.41%, compared with 5.72% for LKOR.

HYGV is categorized as High Yield Bonds, while LKOR is Corporate Bonds. HYGV tracks Northern Trust High Yield Value-Scored US Corporate Bond Index, while LKOR tracks Northern Trust US Long Corporate Bond Quality Value Index. Their fees differ too: 0.37% for HYGV and 0.22% for LKOR.

HYGV currently has the higher Sharpe Ratio (1.81 vs 0.95), 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.

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