PortfoliosLab logoPortfoliosLab logo
SKOR vs. LQDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

SKOR vs. LQDI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
-0.28%7.99%4.42%7.64%-9.88%-1.40%8.84%10.69%2.19%
LQDI
iShares Inflation Hedged Corporate Bond ETF
-0.54%8.84%1.48%8.85%-15.33%7.53%11.82%15.83%-2.07%

Returns By Period

In the year-to-date period, SKOR achieves a -0.28% return, which is significantly higher than LQDI's -0.54% 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%

LQDI

1D
0.56%
1M
-1.42%
YTD
-0.54%
6M
-0.68%
1Y
4.41%
3Y*
4.42%
5Y*
2.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. 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%.


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: 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

LQDI
LQDI Risk / Return Rank: 4141
Overall Rank
LQDI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LQDI Sortino Ratio Rank: 3838
Sortino Ratio Rank
LQDI Omega Ratio Rank: 3535
Omega Ratio Rank
LQDI Calmar Ratio Rank: 4949
Calmar Ratio Rank
LQDI Martin Ratio Rank: 4444
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 ratio

Return per unit of total volatility

1.66

0.74

+0.92

Sortino ratio

Return per unit of downside risk

2.32

1.03

+1.29

Omega ratio

Gain probability vs. loss probability

1.33

1.13

+0.19

Calmar ratio

Return relative to maximum drawdown

2.45

1.21

+1.24

Martin ratio

Return relative to average drawdown

9.56

4.07

+5.50

SKOR vs. LQDI - Sharpe Ratio Comparison

The current SKOR Sharpe Ratio is 1.66, which is higher than the LQDI Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of SKOR and LQDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SKORLQDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.74

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.26

+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

0.62

0.38

+0.24

Correlation

The correlation between SKOR and LQDI is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SKOR vs. LQDI - Dividend Comparison

SKOR's dividend yield for the trailing twelve months is around 4.71%, more than LQDI's 4.57% 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%
LQDI
iShares Inflation Hedged Corporate Bond ETF
4.57%4.46%4.65%3.98%3.27%2.42%2.34%3.26%2.53%0.00%0.00%0.00%

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.


Loading graphics...

Drawdown Indicators


SKORLQDIDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-28.99%

+13.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

-4.03%

+1.80%

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

-1.39%

-1.87%

+0.48%

Average Drawdown

Average peak-to-trough decline

-2.68%

-5.36%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

1.20%

-0.63%

Volatility

SKOR vs. LQDI - Volatility Comparison

The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 1.34%, while iShares Inflation Hedged Corporate Bond ETF (LQDI) has a volatility of 2.19%. 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.


Loading graphics...

Volatility by Period


SKORLQDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

2.19%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

3.79%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.28%

6.01%

-2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

8.21%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

10.94%

-6.03%