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

Correlation

The correlation between SKOR and GABF is 0.27, 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.


-0.50.00.51.00.3

Performance

SKOR vs. GABF - 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 Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
2.64%
24.51%
SKOR
GABF

Key characteristics

Sharpe Ratio

SKOR:

1.21

GABF:

2.82

Sortino Ratio

SKOR:

1.75

GABF:

3.79

Omega Ratio

SKOR:

1.22

GABF:

1.51

Calmar Ratio

SKOR:

0.75

GABF:

4.85

Martin Ratio

SKOR:

5.01

GABF:

20.78

Ulcer Index

SKOR:

0.89%

GABF:

2.28%

Daily Std Dev

SKOR:

3.68%

GABF:

16.81%

Max Drawdown

SKOR:

-15.98%

GABF:

-17.14%

Current Drawdown

SKOR:

-1.97%

GABF:

-6.43%

Returns By Period

In the year-to-date period, SKOR achieves a 3.97% return, which is significantly lower than GABF's 43.66% return.


SKOR

YTD

3.97%

1M

-0.40%

6M

2.66%

1Y

4.45%

5Y*

1.64%

10Y*

2.78%

GABF

YTD

43.66%

1M

-3.19%

6M

24.50%

1Y

45.52%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


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%.


SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
Expense ratio chart for SKOR: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for GABF: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

SKOR vs. GABF - 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 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.


Sharpe ratio
The chart of Sharpe ratio for SKOR, currently valued at 1.21, compared to the broader market0.002.004.001.212.82
The chart of Sortino ratio for SKOR, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.0010.001.753.79
The chart of Omega ratio for SKOR, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.51
The chart of Calmar ratio for SKOR, currently valued at 2.19, compared to the broader market0.005.0010.0015.002.194.85
The chart of Martin ratio for SKOR, currently valued at 5.01, compared to the broader market0.0020.0040.0060.0080.00100.005.0120.78
SKOR
GABF

The current SKOR Sharpe Ratio is 1.21, which is lower than the GABF Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of SKOR and GABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.21
2.82
SKOR
GABF

Dividends

SKOR vs. GABF - Dividend Comparison

SKOR's dividend yield for the trailing twelve months is around 4.48%, more than GABF's 3.44% yield.


TTM2023202220212020201920182017201620152014
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.48%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%0.31%
GABF
Gabelli Financial Services Opportunities ETF
3.44%4.95%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SKOR vs. GABF - Drawdown Comparison

The maximum SKOR drawdown since its inception was -15.98%, smaller than the maximum GABF drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for SKOR and GABF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.97%
-6.43%
SKOR
GABF

Volatility

SKOR vs. GABF - Volatility Comparison

The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 1.04%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.03%. 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.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.04%
5.03%
SKOR
GABF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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