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SKOR vs. FBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SKOR vs. FBND - 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 Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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SKOR vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
-0.20%7.99%4.42%7.64%-9.88%-1.40%8.84%10.69%-1.25%4.38%
FBND
Fidelity Total Bond ETF
0.12%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Returns By Period

In the year-to-date period, SKOR achieves a -0.20% return, which is significantly lower than FBND's 0.12% return. Both investments have delivered pretty close results over the past 10 years, with SKOR having a 2.90% annualized return and FBND not far behind at 2.78%.


SKOR

1D
0.08%
1M
-1.05%
YTD
-0.20%
6M
0.86%
1Y
5.35%
3Y*
5.63%
5Y*
1.91%
10Y*
2.90%

FBND

1D
-0.02%
1M
-1.32%
YTD
0.12%
6M
0.77%
1Y
4.53%
3Y*
4.42%
5Y*
1.01%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SKOR vs. FBND - Expense Ratio Comparison

SKOR has a 0.22% expense ratio, which is lower than FBND's 0.36% expense ratio.


Return for Risk

SKOR vs. FBND — Risk / Return Rank

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

SKOR
SKOR Risk / Return Rank: 8282
Overall Rank
SKOR Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 8383
Sortino Ratio Rank
SKOR Omega Ratio Rank: 8080
Omega Ratio Rank
SKOR Calmar Ratio Rank: 8282
Calmar Ratio Rank
SKOR Martin Ratio Rank: 8181
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 5454
Overall Rank
FBND Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 5353
Sortino Ratio Rank
FBND Omega Ratio Rank: 4444
Omega Ratio Rank
FBND Calmar Ratio Rank: 6464
Calmar Ratio Rank
FBND Martin Ratio Rank: 5252
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.

SKOR vs. FBND - 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 Fidelity Total Bond ETF (FBND). 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.


SKORFBNDDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.03

+0.61

Sortino ratio

Return per unit of downside risk

2.29

1.44

+0.85

Omega ratio

Gain probability vs. loss probability

1.32

1.18

+0.14

Calmar ratio

Return relative to maximum drawdown

2.47

1.69

+0.78

Martin ratio

Return relative to average drawdown

9.55

5.25

+4.29

SKOR vs. FBND - Sharpe Ratio Comparison

The current SKOR Sharpe Ratio is 1.64, which is higher than the FBND Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of SKOR and FBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SKORFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.03

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.17

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.46

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.44

+0.18

Correlation

The correlation between SKOR and FBND is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SKOR vs. FBND - Dividend Comparison

SKOR's dividend yield for the trailing twelve months is around 4.72%, which matches FBND's 4.73% yield.


TTM20252024202320222021202020192018201720162015
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.72%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%
FBND
Fidelity Total Bond ETF
4.73%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Drawdowns

SKOR vs. FBND - Drawdown Comparison

The maximum SKOR drawdown since its inception was -15.98%, smaller than the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for SKOR and FBND.


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Drawdown Indicators


SKORFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-17.25%

+1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

-2.79%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-17.25%

+2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

-17.25%

+1.27%

Current Drawdown

Current decline from peak

-1.30%

-1.80%

+0.50%

Average Drawdown

Average peak-to-trough decline

-2.68%

-3.38%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.90%

-0.32%

Volatility

SKOR vs. FBND - Volatility Comparison

The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 1.35%, while Fidelity Total Bond ETF (FBND) has a volatility of 1.66%. This indicates that SKOR experiences smaller price fluctuations and is considered to be less risky than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKORFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.66%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

2.62%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

3.28%

4.44%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

5.90%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

6.08%

-1.17%