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SKOR vs. LKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKOR vs. LKOR - 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 Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR). 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 LKOR's 1.27% return. Over the past 10 years, SKOR has outperformed LKOR with an annualized return of 2.82%, while LKOR has yielded a comparatively lower 2.48% annualized return.


SKOR

1D
0.09%
1M
0.48%
YTD
0.45%
6M
0.66%
1Y
4.54%
3Y*
5.99%
5Y*
1.78%
10Y*
2.82%

LKOR

1D
0.16%
1M
1.48%
YTD
1.27%
6M
1.09%
1Y
6.28%
3Y*
4.51%
5Y*
-2.00%
10Y*
2.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKOR vs. LKOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-1.25%4.38%
LKOR
FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund
1.27%7.04%-1.02%11.64%-25.55%-1.51%16.00%23.97%-7.61%13.87%

Correlation

The correlation between SKOR and LKOR is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.88

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

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2015

0.71

The correlation between SKOR and LKOR shifts across timeframes, from 0.71 (all time) to 0.89 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SKOR vs. LKOR — Risk / Return Rank

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

SKOR
SKOR Risk / Return Rank: 5151
Overall Rank
SKOR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 5656
Sortino Ratio Rank
SKOR Omega Ratio Rank: 5252
Omega Ratio Rank
SKOR Calmar Ratio Rank: 4747
Calmar Ratio Rank
SKOR Martin Ratio Rank: 4747
Martin Ratio Rank

LKOR
LKOR Risk / Return Rank: 2323
Overall Rank
LKOR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LKOR Sortino Ratio Rank: 2222
Sortino Ratio Rank
LKOR Omega Ratio Rank: 2121
Omega Ratio Rank
LKOR Calmar Ratio Rank: 2525
Calmar Ratio Rank
LKOR Martin Ratio Rank: 2323
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. LKOR - 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 Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR). 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.


SKORLKORDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.31

1.14

+0.17

Calmar ratioReturn relative to maximum drawdown

2.18

1.17

+1.01

Martin ratioReturn relative to average drawdown

7.51

2.79

+4.72

SKOR vs. LKOR - Sharpe Ratio Comparison

The current SKOR Sharpe Ratio is 1.68, which is higher than the LKOR Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SKOR and LKOR, 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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Drawdowns

SKOR vs. LKOR - Drawdown Comparison

The maximum SKOR drawdown since its inception was -15.98%, smaller than the maximum LKOR drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for SKOR and LKOR.


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Drawdown Indicators


SKORLKORDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-34.78%

+18.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

-5.39%

+3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-3.11%

-12.74%

+9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-34.78%

+19.65%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

-34.78%

+18.80%

Current Drawdown

Current decline from peak

-0.67%

-13.18%

+12.51%

Average Drawdown

Average peak-to-trough decline

-2.64%

-10.37%

+7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

2.26%

-1.65%

Volatility

SKOR vs. LKOR - Volatility Comparison

The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 0.84%, while FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund (LKOR) has a volatility of 1.88%. This indicates that SKOR experiences smaller price fluctuations and is considered to be less risky than LKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKORLKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.88%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

5.87%

-3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

2.72%

7.89%

-5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.43%

12.89%

-8.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

13.22%

-8.32%

SKOR vs. LKOR - Expense Ratio Comparison

Both SKOR and LKOR have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SKOR vs. LKOR - Dividend Comparison

SKOR's dividend yield for the trailing twelve months is around 4.66%, less than LKOR's 5.69% yield.


PositionTTM20252024202320222021202020192018201720162015
LKOR
FlexShares Credit-Scored U.S. Long Corporate Bond Index Fund
5.69%5.57%5.52%4.90%4.71%4.73%6.56%3.71%4.21%3.77%5.53%1.22%
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 LKOR have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LKOR has higher volatility (1.88%) compared to SKOR (0.84%). In terms of maximum drawdown, SKOR dropped -15.98% vs LKOR's -34.78%.

On 10-year performance, SKOR leads with 2.82% vs 2.48% for LKOR. Both ETFs have the same 0.22% expense ratio. 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 10-year period, SKOR has performed better with a 2.82% return vs 2.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SKOR and LKOR have the same expense ratio: 0.22% per year.

LKOR has the higher dividend yield at 5.69%, compared with 4.66% for SKOR.

SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index, while LKOR tracks Northern Trust US Long Corporate Bond Quality Value Index.

SKOR currently has the higher Sharpe Ratio (1.68 vs 0.80), 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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