SKOR vs. VGIT
SKOR (FlexShares Credit-Scored US Corporate Bond Index Fund) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both exchange-traded funds - SKOR is a Corporate Bonds fund tracking the NorthernTrustUS Corporate Bond Quality Value Index, while VGIT is a Government Bonds fund tracking the Bloomberg U.S. Treasury 3-10 Year Index. Both are passively managed. Over the past 10 years, SKOR returned 2.88%/yr vs 1.20%/yr for VGIT. A 0.71 correlation means they provide meaningful diversification when combined. SKOR charges 0.22%/yr vs 0.03%/yr for VGIT.
Performance
SKOR vs. VGIT - Performance Comparison
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Returns By Period
In the year-to-date period, SKOR achieves a 0.54% return, which is significantly higher than VGIT's -0.29% return. Over the past 10 years, SKOR has outperformed VGIT with an annualized return of 2.88%, while VGIT has yielded a comparatively lower 1.20% annualized 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%
VGIT
- 1D
- -0.12%
- 1M
- 0.16%
- YTD
- -0.29%
- 6M
- 0.04%
- 1Y
- 3.43%
- 3Y*
- 3.69%
- 5Y*
- 0.01%
- 10Y*
- 1.20%
SKOR vs. VGIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -1.25% | 4.38% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.29% | 7.34% | 1.39% | 4.28% | -10.53% | -2.64% | 7.71% | 6.19% | 1.35% | 1.70% |
Correlation
The correlation between SKOR and VGIT is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2014 | 0.71 |
The correlation between SKOR and VGIT shifts across timeframes, from 0.71 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SKOR vs. VGIT — Risk / Return Rank
SKOR
VGIT
SKOR vs. VGIT - 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 Vanguard Intermediate-Term Treasury ETF (VGIT). 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.
| SKOR | VGIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.17 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.13 | +1.25 |
| Martin ratioReturn relative to average drawdown | 8.31 | 3.18 | +5.13 |
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Drawdowns
SKOR vs. VGIT - Drawdown Comparison
The maximum SKOR drawdown since its inception was -15.98%, roughly equal to the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for SKOR and VGIT.
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Drawdown Indicators
| SKOR | VGIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.98% | -16.05% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.09% | -2.83% | +0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -3.11% | -4.34% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -15.13% | -15.02% | -0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -15.98% | -16.05% | +0.07% |
Current DrawdownCurrent decline from peak | -0.57% | -2.22% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -3.52% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 1.01% | -0.41% |
Volatility
SKOR vs. VGIT - Volatility Comparison
The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 0.94%, while Vanguard Intermediate-Term Treasury ETF (VGIT) has a volatility of 1.15%. This indicates that SKOR experiences smaller price fluctuations and is considered to be less risky than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKOR | VGIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 1.15% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 2.40% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.71% | 3.34% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.43% | 5.38% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.90% | 4.50% | +0.40% |
SKOR vs. VGIT - Expense Ratio Comparison
SKOR has a 0.22% expense ratio, which is higher than VGIT's 0.03% 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. VGIT - Dividend Comparison
SKOR's dividend yield for the trailing twelve months is around 4.66%, more than VGIT's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.86% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
Frequently Asked Questions
With a correlation of 0.90, SKOR and VGIT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VGIT has higher volatility (1.15%) compared to SKOR (0.94%). In terms of maximum drawdown, SKOR dropped -15.98% vs VGIT's -16.05%.
On 10-year performance, SKOR leads with 2.88% vs 1.20% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, SKOR has been the lower-risk option at 0.94%. 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 2.88% return vs 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGIT is cheaper with a 0.03% expense ratio, compared with 0.22% for SKOR.
SKOR has the higher dividend yield at 4.66%, compared with 3.86% for VGIT.
SKOR is categorized as Corporate Bonds, while VGIT is Government Bonds. SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: Northern Trust and Vanguard. Their fees differ too: 0.22% for SKOR and 0.03% for VGIT.
SKOR currently has the higher Sharpe Ratio (1.84 vs 0.96), 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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