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SKOR vs. CORP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SKOR and CORP is 0.30, 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.


Performance

SKOR vs. CORP - 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 PIMCO Investment Grade Corporate Bond Index ETF (CORP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

SKOR:

3.06%

CORP:

5.82%

Max Drawdown

SKOR:

-0.26%

CORP:

-21.21%

Current Drawdown

SKOR:

-0.26%

CORP:

-3.88%

Returns By Period


SKOR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

CORP

YTD

2.04%

1M

1.88%

6M

0.99%

1Y

6.18%

5Y*

1.15%

10Y*

2.78%

*Annualized

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SKOR vs. CORP - Expense Ratio Comparison

SKOR has a 0.22% expense ratio, which is higher than CORP's 0.20% 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%.


Risk-Adjusted Performance

SKOR vs. CORP — 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

CORP
The Risk-Adjusted Performance Rank of CORP is 7777
Overall Rank
The Sharpe Ratio Rank of CORP is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of CORP is 8181
Sortino Ratio Rank
The Omega Ratio Rank of CORP is 7777
Omega Ratio Rank
The Calmar Ratio Rank of CORP is 6666
Calmar Ratio Rank
The Martin Ratio Rank of CORP is 7777
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. CORP - 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 PIMCO Investment Grade Corporate Bond Index ETF (CORP). 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.



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Dividends

SKOR vs. CORP - Dividend Comparison

SKOR has not paid dividends to shareholders, while CORP's dividend yield for the trailing twelve months is around 4.79%.


TTM20242023202220212020201920182017201620152014
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.79%4.74%4.84%3.28%2.51%2.90%3.25%3.49%3.08%2.91%3.14%3.55%

Drawdowns

SKOR vs. CORP - Drawdown Comparison

The maximum SKOR drawdown since its inception was -0.26%, smaller than the maximum CORP drawdown of -21.21%. Use the drawdown chart below to compare losses from any high point for SKOR and CORP. For additional features, visit the drawdowns tool.


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Volatility

SKOR vs. CORP - Volatility Comparison


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