SKOR vs. VTC
SKOR (FlexShares Credit-Scored US Corporate Bond Index Fund) and VTC (Vanguard Total Corporate Bond ETF) are both Corporate Bonds funds - SKOR tracks the NorthernTrustUS Corporate Bond Quality Value Index while VTC tracks the Bloomberg Barclays U.S. Corporate Bond Index. Both are passively managed. Over the past 5 years, SKOR returned 1.81%/yr vs 0.55%/yr for VTC. Their correlation of 0.85 suggests significant overlap in exposure. SKOR charges 0.22%/yr vs 0.04%/yr for VTC.
Performance
SKOR vs. VTC - Performance Comparison
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Returns By Period
In the year-to-date period, SKOR achieves a 0.45% return, which is significantly lower than VTC's 0.78% 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%
VTC
- 1D
- 0.18%
- 1M
- 0.51%
- YTD
- 0.78%
- 6M
- 0.66%
- 1Y
- 5.55%
- 3Y*
- 5.35%
- 5Y*
- 0.55%
- 10Y*
- —
SKOR vs. VTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -0.09% |
VTC Vanguard Total Corporate Bond ETF | 0.78% | 7.58% | 2.15% | 8.58% | -15.68% | -1.41% | 9.30% | 14.60% | -2.55% | 0.84% |
Correlation
The correlation between SKOR and VTC is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017 | 0.85 |
The correlation between SKOR and VTC shifts across timeframes, from 0.85 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SKOR vs. VTC — Risk / Return Rank
SKOR
VTC
SKOR vs. VTC - 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 Total Corporate Bond ETF (VTC). 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.
| SKOR | VTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.94 | +0.47 |
| Martin ratioReturn relative to average drawdown | 8.60 | 6.15 | +2.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SKOR | VTC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.29 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.08 | +0.33 |
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 | 0.32 | +0.31 |
Drawdowns
SKOR vs. VTC - Drawdown Comparison
The maximum SKOR drawdown since its inception was -15.98%, smaller than the maximum VTC drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for SKOR and VTC.
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Drawdown Indicators
| SKOR | VTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.98% | -22.05% | +6.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.09% | -2.88% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -3.11% | -6.46% | +3.35% |
Max Drawdown (5Y)Largest decline over 5 years | -15.13% | -22.05% | +6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -15.98% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -0.81% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -5.84% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.91% | -0.33% |
Volatility
SKOR vs. VTC - Volatility Comparison
The current volatility for FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) is 0.84%, while Vanguard Total Corporate Bond ETF (VTC) has a volatility of 1.41%. This indicates that SKOR experiences smaller price fluctuations and is considered to be less risky than VTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SKOR | VTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 1.41% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 1.99% | 3.23% | -1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.72% | 4.37% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.42% | 7.08% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.90% | 7.68% | -2.78% |
SKOR vs. VTC - Expense Ratio Comparison
SKOR has a 0.22% expense ratio, which is higher than VTC's 0.04% 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. VTC - Dividend Comparison
SKOR's dividend yield for the trailing twelve months is around 4.66%, less than VTC's 4.92% 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% |
VTC Vanguard Total Corporate Bond ETF | 4.92% | 4.76% | 4.50% | 3.80% | 3.13% | 2.36% | 2.69% | 3.34% | 3.53% | 0.55% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, SKOR and VTC 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.
VTC has higher volatility (1.41%) compared to SKOR (0.84%). In terms of maximum drawdown, SKOR dropped -15.98% vs VTC's -22.05%.
On 5-year performance, SKOR leads with 1.81% vs 0.55% for VTC. On fees, VTC is cheaper at 0.04% 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, SKOR has performed better with a 1.81% return vs 0.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTC is cheaper with a 0.04% expense ratio, compared with 0.22% for SKOR.
VTC has the higher dividend yield at 4.92%, compared with 4.66% for SKOR.
SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index, while VTC tracks Bloomberg Barclays U.S. Corporate Bond Index. They also come from different issuers: Northern Trust and Vanguard. Their fees differ too: 0.22% for SKOR and 0.04% for VTC.
SKOR currently has the higher Sharpe Ratio (1.86 vs 1.29), 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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