PortfoliosLab logo
SKOR vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SKOR and ^GSPC is -0.67. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

SKOR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

SKOR:

3.06%

^GSPC:

19.67%

Max Drawdown

SKOR:

-0.26%

^GSPC:

-56.78%

Current Drawdown

SKOR:

-0.26%

^GSPC:

-4.88%

Returns By Period


SKOR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SKOR vs. ^GSPC — Risk-Adjusted Performance Rank

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

SKOR
The Risk-Adjusted Performance Rank of SKOR is 9292
Overall Rank
The Sharpe Ratio Rank of SKOR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SKOR is 9494
Sortino Ratio Rank
The Omega Ratio Rank of SKOR is 9292
Omega Ratio Rank
The Calmar Ratio Rank of SKOR is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SKOR is 9090
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7676
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SKOR vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) and S&P 500 (^GSPC). 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.



Loading data...

Drawdowns

SKOR vs. ^GSPC - Drawdown Comparison

The maximum SKOR drawdown since its inception was -0.26%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SKOR and ^GSPC. For additional features, visit the drawdowns tool.


Loading data...

Volatility

SKOR vs. ^GSPC - Volatility Comparison


Loading data...