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LKOR vs. ICSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LKOR and ICSH is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

LKOR vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR) and iShares Ultra Short-Term Bond ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
30.91%
23.90%
LKOR
ICSH

Key characteristics

Sharpe Ratio

LKOR:

-0.03

ICSH:

12.95

Sortino Ratio

LKOR:

0.02

ICSH:

32.62

Omega Ratio

LKOR:

1.00

ICSH:

7.51

Calmar Ratio

LKOR:

-0.02

ICSH:

67.01

Martin Ratio

LKOR:

-0.10

ICSH:

456.49

Ulcer Index

LKOR:

3.71%

ICSH:

0.01%

Daily Std Dev

LKOR:

10.54%

ICSH:

0.43%

Max Drawdown

LKOR:

-34.78%

ICSH:

-3.94%

Current Drawdown

LKOR:

-19.49%

ICSH:

-0.02%

Returns By Period

In the year-to-date period, LKOR achieves a -0.49% return, which is significantly lower than ICSH's 5.38% return.


LKOR

YTD

-0.49%

1M

-1.04%

6M

0.70%

1Y

-0.35%

5Y*

-1.15%

10Y*

N/A

ICSH

YTD

5.38%

1M

0.43%

6M

2.79%

1Y

5.52%

5Y*

2.73%

10Y*

2.45%

Compare stocks, funds, or ETFs

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


LKOR vs. ICSH - Expense Ratio Comparison

LKOR has a 0.22% expense ratio, which is higher than ICSH's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


LKOR
FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund
Expense ratio chart for LKOR: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for ICSH: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

LKOR vs. ICSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR) and iShares Ultra Short-Term Bond ETF (ICSH). 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.


Sharpe ratio
The chart of Sharpe ratio for LKOR, currently valued at -0.03, compared to the broader market0.002.004.00-0.0312.95
The chart of Sortino ratio for LKOR, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.0010.000.0232.62
The chart of Omega ratio for LKOR, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.007.51
The chart of Calmar ratio for LKOR, currently valued at -0.01, compared to the broader market0.005.0010.0015.00-0.0267.01
The chart of Martin ratio for LKOR, currently valued at -0.10, compared to the broader market0.0020.0040.0060.0080.00100.00-0.10456.49
LKOR
ICSH

The current LKOR Sharpe Ratio is -0.03, which is lower than the ICSH Sharpe Ratio of 12.95. The chart below compares the historical Sharpe Ratios of LKOR and ICSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00JulyAugustSeptemberOctoberNovemberDecember
-0.03
12.95
LKOR
ICSH

Dividends

LKOR vs. ICSH - Dividend Comparison

LKOR's dividend yield for the trailing twelve months is around 5.49%, more than ICSH's 5.25% yield.


TTM2023202220212020201920182017201620152014
LKOR
FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund
5.49%4.89%4.71%4.73%6.56%3.71%4.21%3.78%5.53%1.22%0.00%
ICSH
iShares Ultra Short-Term Bond ETF
5.25%4.78%1.66%0.42%1.22%2.60%2.19%1.36%0.88%0.54%0.46%

Drawdowns

LKOR vs. ICSH - Drawdown Comparison

The maximum LKOR drawdown since its inception was -34.78%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for LKOR and ICSH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.49%
-0.02%
LKOR
ICSH

Volatility

LKOR vs. ICSH - Volatility Comparison

FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR) has a higher volatility of 3.50% compared to iShares Ultra Short-Term Bond ETF (ICSH) at 0.17%. This indicates that LKOR's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.50%
0.17%
LKOR
ICSH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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