SKOR vs. GABF
SKOR (FlexShares Credit-Scored US Corporate Bond Index Fund) and GABF (Gabelli Financial Services Opportunities ETF) are both exchange-traded funds - SKOR is a Corporate Bonds fund tracking the NorthernTrustUS Corporate Bond Quality Value Index, while GABF is a Financials Equities fund actively managed by Gabelli. SKOR is passively managed, while GABF is actively managed. Over the past 3 years, SKOR returned 5.71%/yr vs 20.10%/yr for GABF. At a 0.26 correlation, their price movements are largely independent. SKOR charges 0.22%/yr vs 0.10%/yr for GABF.
Performance
SKOR vs. GABF - Performance Comparison
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Returns By Period
In the year-to-date period, SKOR achieves a 0.10% return, which is significantly higher than GABF's -2.34% return.
SKOR
- 1D
- -0.27%
- 1M
- -0.45%
- 6M
- 0.13%
- YTD
- 0.10%
- 1Y
- 3.92%
- 3Y*
- 5.71%
- 5Y*
- 1.61%
- 10Y*
- 2.77%
GABF
- 1D
- -0.22%
- 1M
- 1.32%
- 6M
- -5.40%
- YTD
- -2.34%
- 1Y
- -4.10%
- 3Y*
- 20.10%
- 5Y*
- —
- 10Y*
- —
SKOR vs. GABF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 0.10% | 7.99% | 4.42% | 7.64% | -1.56% |
GABF Gabelli Financial Services Opportunities ETF | -2.34% | 3.60% | 44.38% | 38.92% | -0.04% |
Correlation
The correlation between SKOR and GABF is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 10, 2022 | 0.26 |
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Return for Risk
SKOR vs. GABF — Risk / Return Rank
SKOR
GABF
SKOR vs. GABF - 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 Gabelli Financial Services Opportunities ETF (GABF). 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.
| SKOR | GABF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.98 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | -0.24 | +2.13 |
| Martin ratioReturn relative to average drawdown | 6.40 | -0.53 | +6.93 |
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Drawdowns
SKOR vs. GABF - Drawdown Comparison
The maximum SKOR drawdown since its inception was -15.98%, smaller than the maximum GABF drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for SKOR and GABF.
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Drawdown Indicators
| SKOR | GABF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.98% | -20.86% | +4.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.09% | -17.16% | +15.07% |
Max Drawdown (3Y)Largest decline over 3 years | -3.09% | -20.86% | +17.77% |
Max Drawdown (5Y)Largest decline over 5 years | -15.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.98% | — | — |
Current DrawdownCurrent decline from peak | -1.02% | -7.14% | +6.12% |
Average DrawdownAverage peak-to-trough decline | -2.63% | -4.94% | +2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 7.78% | -7.17% |
Volatility
SKOR vs. GABF - Volatility Comparison
The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 0.86%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 4.51%. This indicates that SKOR experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKOR | GABF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 4.51% | -3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 2.12% | 13.37% | -11.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.72% | 17.59% | -14.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.43% | 20.45% | -16.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.91% | 20.45% | -15.54% |
SKOR vs. GABF - Expense Ratio Comparison
SKOR has a 0.22% expense ratio, which is higher than GABF'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. GABF - Dividend Comparison
SKOR's dividend yield for the trailing twelve months is around 4.71%, more than GABF's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GABF Gabelli Financial Services Opportunities ETF | 2.01% | 1.96% | 4.19% | 4.95% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 GABF have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GABF has higher volatility (4.51%) compared to SKOR (0.86%). In terms of maximum drawdown, SKOR dropped -15.98% vs GABF's -20.86%.
On 3-year performance, GABF leads with 20.10% vs 5.71% for SKOR. On fees, GABF is cheaper at 0.10% per year. On volatility, SKOR has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GABF has performed better with a 20.10% return vs 5.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GABF 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 2.01% for GABF.
SKOR is categorized as Corporate Bonds, while GABF is Financials Equities. They also come from different issuers: Northern Trust and Gabelli. Their fees differ too: 0.22% for SKOR and 0.10% for GABF.
SKOR currently has the higher Sharpe Ratio (1.45 vs -0.23), 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.
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