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SKOR vs. HYGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKOR vs. HYGV - 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 FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). 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 0.45% return, which is significantly lower than HYGV's 1.56% return.


SKOR

1D
0.11%
1M
0.25%
YTD
0.45%
6M
0.78%
1Y
5.01%
3Y*
5.94%
5Y*
1.81%
10Y*
2.88%

HYGV

1D
0.14%
1M
0.39%
YTD
1.56%
6M
1.85%
1Y
6.88%
3Y*
8.51%
5Y*
3.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKOR vs. HYGV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
0.45%7.99%4.42%7.64%-9.88%-1.40%8.84%10.69%1.22%
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
1.56%7.92%8.02%12.11%-12.60%5.93%8.01%15.76%-4.15%

Correlation

The correlation between SKOR and HYGV is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2018

0.47

Over the past year, SKOR and HYGV have become more correlated (0.68) than their long-term average of 0.47, meaning their price movements have been converging.

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Return for Risk

SKOR vs. HYGV — Risk / Return Rank

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

SKOR
SKOR Risk / Return Rank: 5454
Overall Rank
SKOR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 5959
Sortino Ratio Rank
SKOR Omega Ratio Rank: 5757
Omega Ratio Rank
SKOR Calmar Ratio Rank: 4949
Calmar Ratio Rank
SKOR Martin Ratio Rank: 5151
Martin Ratio Rank

HYGV
HYGV Risk / Return Rank: 5757
Overall Rank
HYGV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HYGV Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYGV Omega Ratio Rank: 5757
Omega Ratio Rank
HYGV Calmar Ratio Rank: 5353
Calmar Ratio Rank
HYGV Martin Ratio Rank: 6363
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. HYGV - 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 FlexShares High Yield Value-Scored US Bond Index Fund (HYGV). 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.


SKORHYGVDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.34

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

2.41

2.57

-0.16

Martin ratioReturn relative to average drawdown

8.60

11.11

-2.51

SKOR vs. HYGV - Sharpe Ratio Comparison

The current SKOR Sharpe Ratio is 1.86, which is comparable to the HYGV Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SKOR and HYGV, 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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Sharpe Ratios by Period


SKORHYGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.80

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.47

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.55

+0.08

Drawdowns

SKOR vs. HYGV - Drawdown Comparison

The maximum SKOR drawdown since its inception was -15.98%, smaller than the maximum HYGV drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for SKOR and HYGV.


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Drawdown Indicators


SKORHYGVDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-23.47%

+7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

-2.68%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-3.11%

-5.56%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-17.12%

+1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-0.67%

-0.13%

-0.54%

Average Drawdown

Average peak-to-trough decline

-2.65%

-3.32%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.62%

-0.04%

Volatility

SKOR vs. HYGV - Volatility Comparison

The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 0.84%, while FlexShares High Yield Value-Scored US Bond Index Fund (HYGV) has a volatility of 1.18%. This indicates that SKOR experiences smaller price fluctuations and is considered to be less risky than HYGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKORHYGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.18%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

3.01%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

2.72%

3.85%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

7.59%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

9.20%

-4.30%

SKOR vs. HYGV - Expense Ratio Comparison

SKOR has a 0.22% expense ratio, which is lower than HYGV's 0.37% expense ratio.


Dividends

SKOR vs. HYGV - Dividend Comparison

SKOR's dividend yield for the trailing twelve months is around 4.66%, less than HYGV's 7.40% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGV
FlexShares High Yield Value-Scored US Bond Index Fund
7.40%7.48%8.20%8.77%7.64%6.07%6.18%7.95%5.63%0.00%0.00%0.00%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.66%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 HYGV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYGV has higher volatility (1.18%) compared to SKOR (0.84%). In terms of maximum drawdown, SKOR dropped -15.98% vs HYGV's -23.47%.

On 5-year performance, HYGV leads with 3.52% vs 1.81% for SKOR. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HYGV has performed better with a 3.52% return vs 1.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SKOR is cheaper with a 0.22% expense ratio, compared with 0.37% for HYGV.

HYGV has the higher dividend yield at 7.40%, compared with 4.66% for SKOR.

SKOR is categorized as Corporate Bonds, while HYGV is High Yield Bonds. SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index, while HYGV tracks Northern Trust High Yield Value-Scored US Corporate Bond Index. Their fees differ too: 0.22% for SKOR and 0.37% for HYGV.

SKOR currently has the higher Sharpe Ratio (1.86 vs 1.80), 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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