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TBX vs. SKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBX vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 7-10 Year Treasury (TBX) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBX achieves a 3.28% return, which is significantly higher than SKOR's 0.35% return. Over the past 10 years, TBX has underperformed SKOR with an annualized return of 2.10%, while SKOR has yielded a comparatively higher 2.81% annualized return.


TBX

1D
0.31%
1M
-0.17%
YTD
3.28%
6M
3.40%
1Y
2.87%
3Y*
4.64%
5Y*
6.11%
10Y*
2.10%

SKOR

1D
-0.13%
1M
0.39%
YTD
0.35%
6M
0.57%
1Y
4.66%
3Y*
5.95%
5Y*
1.77%
10Y*
2.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBX vs. SKOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TBX
ProShares Short 7-10 Year Treasury
3.28%-1.15%8.52%3.99%18.31%1.70%-9.96%-5.20%1.25%-2.61%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
0.35%7.99%4.42%7.64%-9.88%-1.40%8.84%10.69%-1.25%4.38%

Correlation

The correlation between TBX and SKOR is -0.90, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.90

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

-0.85

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

-0.86

Correlation (10Y)
Calculated over the trailing 10-year period

-0.71

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2014

-0.68

Over the past year, the inverse relationship between TBX and SKOR has strengthened: their correlation has moved from -0.68 to -0.90, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

TBX vs. SKOR — Risk / Return Rank

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

TBX
TBX Risk / Return Rank: 1818
Overall Rank
TBX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TBX Sortino Ratio Rank: 1717
Sortino Ratio Rank
TBX Omega Ratio Rank: 1616
Omega Ratio Rank
TBX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TBX Martin Ratio Rank: 1717
Martin Ratio Rank

SKOR
SKOR Risk / Return Rank: 5050
Overall Rank
SKOR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 5555
Sortino Ratio Rank
SKOR Omega Ratio Rank: 5151
Omega Ratio Rank
SKOR Calmar Ratio Rank: 4646
Calmar Ratio Rank
SKOR 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.

TBX vs. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 7-10 Year Treasury (TBX) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). 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.


TBXSKORDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.10

1.32

-0.21

Calmar ratioReturn relative to maximum drawdown

0.93

2.24

-1.31

Martin ratioReturn relative to average drawdown

1.88

7.73

-5.85

TBX vs. SKOR - Sharpe Ratio Comparison

The current TBX Sharpe Ratio is 0.61, which is lower than the SKOR Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of TBX and SKOR, 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

TBX vs. SKOR - Drawdown Comparison

The maximum TBX drawdown since its inception was -41.04%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for TBX and SKOR.


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Drawdown Indicators


TBXSKORDifference

Max Drawdown

Largest peak-to-trough decline

-41.04%

-15.98%

-25.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-2.09%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-7.77%

-3.11%

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-7.77%

-15.13%

+7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-19.46%

-15.98%

-3.48%

Current Drawdown

Current decline from peak

-16.93%

-0.76%

-16.17%

Average Drawdown

Average peak-to-trough decline

-26.60%

-2.64%

-23.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

0.60%

+0.94%

Volatility

TBX vs. SKOR - Volatility Comparison

ProShares Short 7-10 Year Treasury (TBX) has a higher volatility of 1.42% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.83%. This indicates that TBX's price experiences larger fluctuations and is considered to be riskier than SKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBXSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

0.83%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

2.07%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

2.72%

+2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

4.43%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.14%

4.91%

+2.23%

TBX vs. SKOR - Expense Ratio Comparison

TBX has a 0.95% expense ratio, which is higher than SKOR's 0.22% expense ratio.


Dividends

TBX vs. SKOR - Dividend Comparison

TBX's dividend yield for the trailing twelve months is around 3.04%, less than SKOR's 4.67% yield.


PositionTTM20252024202320222021202020192018201720162015
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.67%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%
TBX
ProShares Short 7-10 Year Treasury
3.04%3.45%6.58%4.07%0.40%0.00%0.10%1.53%0.72%0.00%0.00%0.00%

Frequently Asked Questions


TBX and SKOR have a correlation of -0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TBX has higher volatility (1.42%) compared to SKOR (0.83%). In terms of maximum drawdown, TBX dropped -41.04% vs SKOR's -15.98%.

On 10-year performance, SKOR leads with 2.81% vs 2.10% for TBX. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.83%. 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 2.81% return vs 2.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SKOR is cheaper with a 0.22% expense ratio, compared with 0.95% for TBX.

SKOR has the higher dividend yield at 4.67%, compared with 3.04% for TBX.

TBX is categorized as Inverse Bonds, while SKOR is Corporate Bonds. TBX tracks ICE BofA US Treasury (7-10 Y) (-100%), while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. They also come from different issuers: ProShares and Northern Trust. Their fees differ too: 0.95% for TBX and 0.22% for SKOR.

SKOR currently has the higher Sharpe Ratio (1.72 vs 0.61), 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.

Portfolio Optimizer

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