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SKOR vs. JHCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SKOR vs. JHCB - 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 John Hancock Corporate Bond ETF (JHCB). The values are adjusted to include any dividend payments, if applicable.

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SKOR vs. JHCB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
-0.28%7.99%4.42%7.64%-9.88%0.84%
JHCB
John Hancock Corporate Bond ETF
-0.63%8.02%2.75%8.89%-15.93%3.41%

Returns By Period

In the year-to-date period, SKOR achieves a -0.28% return, which is significantly higher than JHCB's -0.63% return.


SKOR

1D
0.41%
1M
-1.39%
YTD
-0.28%
6M
0.98%
1Y
5.43%
3Y*
5.60%
5Y*
1.89%
10Y*
2.89%

JHCB

1D
0.71%
1M
-2.01%
YTD
-0.63%
6M
-0.12%
1Y
4.75%
3Y*
5.13%
5Y*
0.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SKOR vs. JHCB - Expense Ratio Comparison

SKOR has a 0.22% expense ratio, which is lower than JHCB's 0.29% expense ratio.


Return for Risk

SKOR vs. JHCB — Risk / Return Rank

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

SKOR
SKOR Risk / Return Rank: 8585
Overall Rank
SKOR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 8787
Sortino Ratio Rank
SKOR Omega Ratio Rank: 8484
Omega Ratio Rank
SKOR Calmar Ratio Rank: 8484
Calmar Ratio Rank
SKOR Martin Ratio Rank: 8484
Martin Ratio Rank

JHCB
JHCB Risk / Return Rank: 4343
Overall Rank
JHCB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JHCB Sortino Ratio Rank: 4141
Sortino Ratio Rank
JHCB Omega Ratio Rank: 4141
Omega Ratio Rank
JHCB Calmar Ratio Rank: 4444
Calmar Ratio Rank
JHCB Martin Ratio Rank: 4242
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. JHCB - 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 John Hancock Corporate Bond ETF (JHCB). 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.


SKORJHCBDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.85

+0.81

Sortino ratio

Return per unit of downside risk

2.32

1.16

+1.16

Omega ratio

Gain probability vs. loss probability

1.33

1.16

+0.16

Calmar ratio

Return relative to maximum drawdown

2.45

1.17

+1.28

Martin ratio

Return relative to average drawdown

9.56

4.00

+5.56

SKOR vs. JHCB - Sharpe Ratio Comparison

The current SKOR Sharpe Ratio is 1.66, which is higher than the JHCB Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of SKOR and JHCB, 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


SKORJHCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.85

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.11

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.13

+0.50

Correlation

The correlation between SKOR and JHCB is 0.91, 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. JHCB - Dividend Comparison

SKOR's dividend yield for the trailing twelve months is around 4.71%, less than JHCB's 4.99% yield.


TTM20252024202320222021202020192018201720162015
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%
JHCB
John Hancock Corporate Bond ETF
4.99%4.92%5.02%4.35%3.86%2.41%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SKOR vs. JHCB - Drawdown Comparison

The maximum SKOR drawdown since its inception was -15.98%, smaller than the maximum JHCB drawdown of -22.61%. Use the drawdown chart below to compare losses from any high point for SKOR and JHCB.


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Drawdown Indicators


SKORJHCBDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-22.61%

+6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

-4.16%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-22.61%

+7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-1.39%

-2.02%

+0.63%

Average Drawdown

Average peak-to-trough decline

-2.68%

-8.45%

+5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

1.21%

-0.64%

Volatility

SKOR vs. JHCB - Volatility Comparison

The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 1.34%, while John Hancock Corporate Bond ETF (JHCB) has a volatility of 2.26%. This indicates that SKOR experiences smaller price fluctuations and is considered to be less risky than JHCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKORJHCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

2.26%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

3.12%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.28%

5.62%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

6.95%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

6.95%

-2.04%