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SKOR vs. LQDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKOR vs. LQDI - 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 iShares Inflation Hedged Corporate Bond ETF (LQDI). 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 LQDI's 1.83% 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%

LQDI

1D
0.10%
1M
0.22%
YTD
1.83%
6M
1.74%
1Y
7.11%
3Y*
5.84%
5Y*
1.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKOR vs. LQDI - 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%2.19%
LQDI
iShares Inflation Hedged Corporate Bond ETF
1.83%8.84%1.48%8.85%-15.33%7.53%11.82%15.83%-2.07%

Correlation

The correlation between SKOR and LQDI is 0.69, 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

0.69

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

0.77

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

0.74

Correlation (All Time)
Calculated using the full available price history since May 11, 2018

0.64

The correlation between SKOR and LQDI shifts across timeframes, from 0.64 (all time) to 0.77 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SKOR vs. LQDI — 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

LQDI
LQDI Risk / Return Rank: 4444
Overall Rank
LQDI Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LQDI Sortino Ratio Rank: 4242
Sortino Ratio Rank
LQDI Omega Ratio Rank: 4040
Omega Ratio Rank
LQDI Calmar Ratio Rank: 5151
Calmar Ratio Rank
LQDI Martin Ratio Rank: 4747
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. LQDI - 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 iShares Inflation Hedged Corporate Bond ETF (LQDI). 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.


SKORLQDIDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.34

1.25

+0.09

Calmar ratioReturn relative to maximum drawdown

2.41

2.48

-0.06

Martin ratioReturn relative to average drawdown

8.60

7.52

+1.09

SKOR vs. LQDI - Sharpe Ratio Comparison

The current SKOR Sharpe Ratio is 1.86, which is comparable to the LQDI Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of SKOR and LQDI, 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


SKORLQDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.44

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.24

+0.17

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

0.41

+0.22

Drawdowns

SKOR vs. LQDI - Drawdown Comparison

The maximum SKOR drawdown since its inception was -15.98%, smaller than the maximum LQDI drawdown of -28.99%. Use the drawdown chart below to compare losses from any high point for SKOR and LQDI.


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Drawdown Indicators


SKORLQDIDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-28.99%

+13.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

-2.88%

+0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-3.11%

-6.27%

+3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-20.67%

+5.54%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-0.67%

-0.29%

-0.38%

Average Drawdown

Average peak-to-trough decline

-2.65%

-5.25%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.95%

-0.37%

Volatility

SKOR vs. LQDI - Volatility Comparison

The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 0.84%, while iShares Inflation Hedged Corporate Bond ETF (LQDI) has a volatility of 1.08%. This indicates that SKOR experiences smaller price fluctuations and is considered to be less risky than LQDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKORLQDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.08%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

3.44%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

2.72%

4.97%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

8.17%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

10.84%

-5.94%

SKOR vs. LQDI - Expense Ratio Comparison

SKOR has a 0.22% expense ratio, which is higher than LQDI's 0.18% 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. LQDI - Dividend Comparison

SKOR's dividend yield for the trailing twelve months is around 4.66%, more than LQDI's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
LQDI
iShares Inflation Hedged Corporate Bond ETF
4.58%4.46%4.65%3.98%3.27%2.42%2.34%3.26%2.53%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 LQDI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQDI has higher volatility (1.08%) compared to SKOR (0.84%). In terms of maximum drawdown, SKOR dropped -15.98% vs LQDI's -28.99%.

On 5-year performance, LQDI leads with 1.95% vs 1.81% for SKOR. On fees, LQDI is cheaper at 0.18% 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, LQDI has performed better with a 1.95% return vs 1.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQDI is cheaper with a 0.18% expense ratio, compared with 0.22% for SKOR.

SKOR has the higher dividend yield at 4.66%, compared with 4.58% for LQDI.

SKOR is categorized as Corporate Bonds, while LQDI is Inflation-Protected Bonds. They also come from different issuers: Northern Trust and iShares. Their fees differ too: 0.22% for SKOR and 0.18% for LQDI.

SKOR currently has the higher Sharpe Ratio (1.86 vs 1.44), 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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