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SKOR vs. PULS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKOR vs. PULS - 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 PGIM Ultra Short Bond ETF (PULS). 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 0.54% return, which is significantly lower than PULS's 1.88% return.


SKOR

1D
-0.05%
1M
0.37%
YTD
0.54%
6M
1.02%
1Y
5.20%
3Y*
6.13%
5Y*
1.74%
10Y*
2.88%

PULS

1D
0.04%
1M
0.38%
YTD
1.88%
6M
2.10%
1Y
4.67%
3Y*
5.59%
5Y*
4.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKOR vs. PULS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
0.54%7.99%4.42%7.64%-9.88%-1.40%8.84%10.69%1.04%
PULS
PGIM Ultra Short Bond ETF
1.88%4.97%6.12%6.26%1.52%0.48%1.47%2.97%1.71%

Correlation

The correlation between SKOR and PULS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.47

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

0.42

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.33

The correlation between SKOR and PULS shifts across timeframes, from 0.33 (all time) to 0.47 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SKOR vs. PULS — Risk / Return Rank

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

SKOR
SKOR Risk / Return Rank: 6161
Overall Rank
SKOR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 6969
Sortino Ratio Rank
SKOR Omega Ratio Rank: 6565
Omega Ratio Rank
SKOR Calmar Ratio Rank: 5454
Calmar Ratio Rank
SKOR Martin Ratio Rank: 5454
Martin Ratio Rank

PULS
PULS Risk / Return Rank: 9999
Overall Rank
PULS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PULS Sortino Ratio Rank: 9999
Sortino Ratio Rank
PULS Omega Ratio Rank: 9999
Omega Ratio Rank
PULS Calmar Ratio Rank: 9999
Calmar Ratio Rank
PULS Martin Ratio Rank: 9999
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. PULS - 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 PGIM Ultra Short Bond ETF (PULS). 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.


SKORPULSDifference
Sharpe ratioReturn per unit of total volatility

-9.57

Sortino ratioReturn per unit of downside risk

-30.15

Omega ratioGain probability vs. loss probability

1.34

7.59

-6.25

Calmar ratioReturn relative to maximum drawdown

2.38

52.47

-50.09

Martin ratioReturn relative to average drawdown

8.31

317.38

-309.07

SKOR vs. PULS - Sharpe Ratio Comparison

The current SKOR Sharpe Ratio is 1.84, which is lower than the PULS Sharpe Ratio of 11.41. The chart below compares the historical Sharpe Ratios of SKOR and PULS, 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. PULS - Drawdown Comparison

The maximum SKOR drawdown since its inception was -15.98%, which is greater than PULS's maximum drawdown of -5.85%. Use the drawdown chart below to compare losses from any high point for SKOR and PULS.


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Drawdown Indicators


SKORPULSDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-5.85%

-10.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

-0.09%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-3.11%

-0.34%

-2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-0.79%

-14.34%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-0.57%

0.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-2.65%

-0.09%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.01%

+0.59%

Volatility

SKOR vs. PULS - Volatility Comparison

FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) has a higher volatility of 0.94% compared to PGIM Ultra Short Bond ETF (PULS) at 0.11%. This indicates that SKOR's price experiences larger fluctuations and is considered to be riskier than PULS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKORPULSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

0.11%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

0.30%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

0.41%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.43%

0.70%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

1.33%

+3.57%

SKOR vs. PULS - Expense Ratio Comparison

SKOR has a 0.22% expense ratio, which is higher than PULS's 0.15% 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. PULS - Dividend Comparison

SKOR's dividend yield for the trailing twelve months is around 4.66%, more than PULS's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
PULS
PGIM Ultra Short Bond ETF
4.57%4.78%5.62%5.48%2.30%1.19%1.85%2.69%1.87%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 PULS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKOR has higher volatility (0.94%) compared to PULS (0.11%). In terms of maximum drawdown, SKOR dropped -15.98% vs PULS's -5.85%.

On 5-year performance, PULS leads with 4.14% vs 1.74% for SKOR. On fees, PULS is cheaper at 0.15% per year. On volatility, PULS has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PULS has performed better with a 4.14% return vs 1.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PULS is cheaper with a 0.15% expense ratio, compared with 0.22% for SKOR.

SKOR has the higher dividend yield at 4.66%, compared with 4.57% for PULS.

SKOR is categorized as Corporate Bonds, while PULS is Ultrashort Bond. They also come from different issuers: Northern Trust and PGIM. Their fees differ too: 0.22% for SKOR and 0.15% for PULS.

PULS currently has the higher Sharpe Ratio (11.41 vs 1.84), 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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Find the right allocation for SKOR and PULS

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