TDTF vs. SKOR
TDTF (FlexShares iBoxx 5-Year Target Duration TIPS Index Fund) and SKOR (FlexShares Credit-Scored US Corporate Bond Index Fund) are both exchange-traded funds - TDTF is a Inflation-Protected Bonds fund tracking the iBoxx 5-Year Target Duration TIPS, while SKOR is a Corporate Bonds fund tracking the NorthernTrustUS Corporate Bond Quality Value Index. Both are passively managed. Over the past 10 years, TDTF returned 2.84%/yr vs 2.84%/yr for SKOR. A 0.60 correlation means they provide meaningful diversification when combined. TDTF charges 0.18%/yr vs 0.22%/yr for SKOR.
Performance
TDTF vs. SKOR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TDTF achieves a 1.10% return, which is significantly higher than SKOR's 0.78% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: TDTF at 2.84% and SKOR at 2.84%.
TDTF
- 1D
- 0.21%
- 1M
- -0.31%
- YTD
- 1.10%
- 6M
- 1.12%
- 1Y
- 3.71%
- 3Y*
- 4.40%
- 5Y*
- 1.70%
- 10Y*
- 2.84%
SKOR
- 1D
- 0.11%
- 1M
- 0.60%
- YTD
- 0.78%
- 6M
- 0.78%
- 1Y
- 4.69%
- 3Y*
- 6.03%
- 5Y*
- 1.86%
- 10Y*
- 2.84%
TDTF vs. SKOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 1.10% | 7.83% | 2.40% | 4.10% | -9.73% | 5.54% | 9.98% | 7.99% | -0.82% | 1.93% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 0.78% | 7.99% | 4.42% | 7.64% | -9.88% | -1.40% | 8.84% | 10.69% | -1.25% | 4.38% |
Correlation
The correlation between TDTF and SKOR is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2014 | 0.60 |
The correlation between TDTF and SKOR shifts across timeframes, from 0.60 (all time) to 0.81 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TDTF vs. SKOR — Risk / Return Rank
TDTF
SKOR
TDTF vs. SKOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) 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.
| TDTF | SKOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.26 | +0.10 |
| Martin ratioReturn relative to average drawdown | 6.99 | 7.75 | -0.76 |
Loading charts...
Drawdowns
TDTF vs. SKOR - Drawdown Comparison
The maximum TDTF drawdown since its inception was -12.02%, smaller than the maximum SKOR drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for TDTF and SKOR.
Loading charts...
Drawdown Indicators
| TDTF | SKOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.02% | -15.98% | +3.96% |
Max Drawdown (1Y)Largest decline over 1 year | -1.58% | -2.09% | +0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -3.79% | -3.11% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -12.02% | -15.13% | +3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -12.02% | -15.98% | +3.96% |
Current DrawdownCurrent decline from peak | -0.98% | -0.34% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -2.64% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 0.61% | -0.08% |
Volatility
TDTF vs. SKOR - Volatility Comparison
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) has a higher volatility of 1.24% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.84%. This indicates that TDTF'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.
Loading charts...
Volatility by Period
| TDTF | SKOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 0.84% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 2.23% | 2.08% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.14% | 2.71% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.68% | 4.43% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.07% | 4.90% | +0.17% |
TDTF vs. SKOR - Expense Ratio Comparison
TDTF has a 0.18% expense ratio, which is lower than SKOR's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
TDTF vs. SKOR - Dividend Comparison
TDTF's dividend yield for the trailing twelve months is around 4.73%, more than SKOR's 4.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 4.65% | 4.70% | 4.90% | 3.90% | 2.57% | 2.55% | 3.38% | 3.53% | 2.85% | 2.46% | 2.74% | 2.25% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 4.73% | 4.58% | 3.98% | 3.97% | 7.60% | 4.55% | 1.13% | 1.80% | 2.60% | 2.20% | 1.51% | 0.21% |
Frequently Asked Questions
TDTF and SKOR have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDTF has higher volatility (1.24%) compared to SKOR (0.84%). In terms of maximum drawdown, TDTF dropped -12.02% vs SKOR's -15.98%.
On 10-year performance, SKOR leads with 2.84% vs 2.84% for TDTF. On fees, TDTF is cheaper at 0.18% 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 10-year period, SKOR has performed better with a 2.84% return vs 2.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TDTF is cheaper with a 0.18% expense ratio, compared with 0.22% for SKOR.
TDTF has the higher dividend yield at 4.73%, compared with 4.65% for SKOR.
TDTF is categorized as Inflation-Protected Bonds, while SKOR is Corporate Bonds. TDTF tracks iBoxx 5-Year Target Duration TIPS, while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. Their fees differ too: 0.18% for TDTF and 0.22% for SKOR.
SKOR currently has the higher Sharpe Ratio (1.74 vs 1.19), 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.
Find the right allocation for TDTF and SKOR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer