PortfoliosLab logoPortfoliosLab logo
LKOR vs. USIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LKOR vs. USIG - 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 Broad USD Investment Grade Corporate Bond ETF (USIG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LKOR achieves a 0.74% return, which is significantly higher than USIG's 0.56% return. Over the past 10 years, LKOR has underperformed USIG with an annualized return of 2.45%, while USIG has yielded a comparatively higher 2.63% annualized return.


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%

USIG

1D
-0.23%
1M
0.56%
YTD
0.56%
6M
0.37%
1Y
6.04%
3Y*
5.46%
5Y*
0.72%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LKOR vs. USIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-7.61%13.87%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
0.56%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%5.75%

Correlation

The correlation between LKOR and USIG is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.96

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

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2015

0.84

The correlation between LKOR and USIG shifts across timeframes, from 0.84 (all time) to 0.97 (3 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

LKOR vs. USIG — Risk / Return Rank

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

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

USIG
USIG Risk / Return Rank: 4242
Overall Rank
USIG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 4242
Sortino Ratio Rank
USIG Omega Ratio Rank: 3939
Omega Ratio Rank
USIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
USIG Martin Ratio Rank: 4343
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.

LKOR vs. USIG - Risk-Adjusted Trends 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 Broad USD Investment Grade Corporate Bond ETF (USIG). 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.


LKORUSIGDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratioReturn relative to maximum drawdown

1.41

2.17

-0.76

Martin ratioReturn relative to average drawdown

3.43

7.07

-3.64

LKOR vs. USIG - Sharpe Ratio Comparison

The current LKOR Sharpe Ratio is 0.95, which is lower than the USIG Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of LKOR and USIG, 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...

Sharpe Ratios by Period


LKORUSIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.47

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.11

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.39

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.54

-0.29

Drawdowns

LKOR vs. USIG - Drawdown Comparison

The maximum LKOR drawdown since its inception was -34.78%, which is greater than USIG's maximum drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for LKOR and USIG.


Loading charts...

Drawdown Indicators


LKORUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-34.78%

-22.21%

-12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-2.79%

-2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-12.74%

-6.10%

-6.64%

Max Drawdown (5Y)

Largest decline over 5 years

-34.78%

-21.45%

-13.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.78%

-21.45%

-13.33%

Current Drawdown

Current decline from peak

-13.63%

-0.97%

-12.66%

Average Drawdown

Average peak-to-trough decline

-10.36%

-3.42%

-6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

0.86%

+1.35%

Volatility

LKOR vs. USIG - Volatility Comparison

FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR) has a higher volatility of 2.41% compared to iShares Broad USD Investment Grade Corporate Bond ETF (USIG) at 1.27%. This indicates that LKOR's price experiences larger fluctuations and is considered to be riskier than USIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LKORUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

1.27%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

3.04%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

8.00%

4.13%

+3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

6.82%

+6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

6.82%

+6.40%

LKOR vs. USIG - Expense Ratio Comparison

LKOR has a 0.22% expense ratio, which is higher than USIG's 0.04% 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%.


Dividends

LKOR vs. USIG - Dividend Comparison

LKOR's dividend yield for the trailing twelve months is around 5.72%, more than USIG's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.74%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Frequently Asked Questions


With a correlation of 0.96, LKOR and USIG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

LKOR has higher volatility (2.41%) compared to USIG (1.27%). In terms of maximum drawdown, LKOR dropped -34.78% vs USIG's -22.21%.

On 10-year performance, USIG leads with 2.63% vs 2.45% for LKOR. On fees, USIG is cheaper at 0.04% per year. On volatility, USIG has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USIG has performed better with a 2.63% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USIG is cheaper with a 0.04% expense ratio, compared with 0.22% for LKOR.

LKOR has the higher dividend yield at 5.72%, compared with 4.74% for USIG.

LKOR tracks Northern Trust US Long Corporate Bond Quality Value Index, while USIG tracks ICE BofA US Corporate. They also come from different issuers: Northern Trust and iShares. Their fees differ too: 0.22% for LKOR and 0.04% for USIG.

USIG currently has the higher Sharpe Ratio (1.47 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.

Portfolio Optimizer

Find the right allocation for LKOR and USIG

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