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SKOR vs. BSCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKOR vs. BSCR - 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 Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SKOR achieves a 0.18% return, which is significantly lower than BSCR's 1.83% return.


SKOR

1D
0.17%
1M
-0.62%
6M
0.03%
YTD
0.18%
1Y
2.77%
3Y*
5.67%
5Y*
1.52%
10Y*
2.75%
ALL TIME*
2.98%

BSCR

1D
0.05%
1M
0.30%
6M
1.47%
YTD
1.83%
1Y
3.91%
3Y*
5.32%
5Y*
1.27%
10Y*
ALL TIME*
3.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.97M$10.62M$11.97M
$2.37M$2.85M$3.05M

SKOR vs. BSCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
0.18%7.99%4.42%7.64%-9.88%-1.40%8.84%10.69%-1.25%0.15%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
1.83%5.77%4.52%6.41%-9.56%-1.72%9.68%14.88%-2.63%0.81%

Correlation

The correlation between SKOR and BSCR is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.62

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2017

0.78

The correlation between SKOR and BSCR shifts across timeframes, from 0.62 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SKOR vs. BSCR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SKOR
SKOR Risk / Return Rank: 3939
Overall Rank
SKOR Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 3939
Sortino Ratio Rank
SKOR Omega Ratio Rank: 3737
Omega Ratio Rank
SKOR Calmar Ratio Rank: 3737
Calmar Ratio Rank
SKOR Martin Ratio Rank: 3939
Martin Ratio Rank

BSCR
BSCR Risk / Return Rank: 9898
Overall Rank
BSCR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9898
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SKOR vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.


SKORBSCRDifference
Sharpe ratioReturn per unit of total volatility

-3.28

Sortino ratioReturn per unit of downside risk

-5.92

Omega ratioGain probability vs. loss probability

1.18

2.09

-0.91

Calmar ratioReturn relative to maximum drawdown

1.33

9.40

-8.06

Martin ratioReturn relative to average drawdown

4.23

41.62

-37.39

SKOR vs. BSCR - Sharpe Ratio Comparison

The current SKOR Sharpe Ratio is 1.05, which is lower than the BSCR Sharpe Ratio of 4.33. The chart below compares the historical Sharpe Ratios of SKOR and BSCR, 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

SKOR vs. BSCR - Drawdown Comparison

The maximum SKOR drawdown since its inception was -15.98%, smaller than the maximum BSCR drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for SKOR and BSCR.


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Drawdown Indicators


SKORBSCRDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-17.26%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

-0.42%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-2.98%

-2.27%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-14.96%

-14.76%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-0.93%

0.00%

-0.93%

Average Drawdown

Average peak-to-trough decline

-2.63%

-3.28%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.09%

+0.57%

Volatility

SKOR vs. BSCR - Volatility Comparison

FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) has a higher volatility of 0.73% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.15%. This indicates that SKOR's price experiences larger fluctuations and is considered to be riskier than BSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKORBSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.15%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

0.59%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

2.65%

0.91%

+1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.44%

4.07%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

5.30%

-0.40%

SKOR vs. BSCR - Expense Ratio Comparison

SKOR has a 0.22% expense ratio, which is higher than BSCR's 0.10% 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

SKOR vs. BSCR - Dividend Comparison

SKOR's dividend yield for the trailing twelve months is around 4.71%, more than BSCR's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.26%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%0.00%0.00%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.71%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


SKOR and BSCR have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKOR has higher volatility (0.73%) compared to BSCR (0.15%). In terms of maximum drawdown, SKOR dropped -15.98% vs BSCR's -17.26%.

On 5-year performance, SKOR leads with 1.52% vs 1.27% for BSCR. On fees, BSCR is cheaper at 0.10% per year. On volatility, BSCR has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SKOR has performed better with a 1.52% return vs 1.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCR is cheaper with a 0.10% expense ratio, compared with 0.22% for SKOR.

SKOR has the higher dividend yield at 4.71%, compared with 4.26% for BSCR.

SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index, while BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index. They also come from different issuers: Northern Trust and Invesco. Their fees differ too: 0.22% for SKOR and 0.10% for BSCR.

BSCR currently has the higher Sharpe Ratio (4.33 vs 1.05), 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 SKOR and BSCR

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