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TIPC vs. SKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIPC vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust 2045 Inflation-Linked Distributing Ladder ETF (TIPC) 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, TIPC achieves a 0.75% return, which is significantly higher than SKOR's 0.52% return.


TIPC

1D
0.38%
1M
-0.06%
6M
0.59%
YTD
0.75%
1Y
3Y*
5Y*
10Y*

SKOR

1D
0.04%
1M
0.19%
6M
0.49%
YTD
0.52%
1Y
4.27%
3Y*
5.77%
5Y*
1.69%
10Y*
2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIPC vs. SKOR - Yearly Performance Comparison


Correlation

The correlation between TIPC and SKOR is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.82

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Return for Risk

TIPC vs. SKOR — Risk / Return Rank

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

TIPC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SKOR
SKOR Risk / Return Rank: 5757
Overall Rank
SKOR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 6464
Sortino Ratio Rank
SKOR Omega Ratio Rank: 6060
Omega Ratio Rank
SKOR Calmar Ratio Rank: 5151
Calmar Ratio Rank
SKOR Martin Ratio Rank: 5252
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.

TIPC vs. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust 2045 Inflation-Linked Distributing Ladder ETF (TIPC) 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.


TIPCSKORDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.06

Martin ratioReturn relative to average drawdown

6.92

TIPC vs. SKOR - Sharpe Ratio Comparison


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Drawdowns

TIPC vs. SKOR - Drawdown Comparison

The maximum TIPC drawdown since its inception was -2.95%, smaller than the maximum SKOR drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for TIPC and SKOR.


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Drawdown Indicators


TIPCSKORDifference

Max Drawdown

Largest peak-to-trough decline

-2.95%

-15.98%

+13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-1.43%

-0.59%

-0.84%

Average Drawdown

Average peak-to-trough decline

-1.02%

-2.63%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

Volatility

TIPC vs. SKOR - Volatility Comparison


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Volatility by Period


TIPCSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

2.71%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

4.43%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

4.90%

-0.27%

TIPC vs. SKOR - Expense Ratio Comparison

TIPC has a 0.10% 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

TIPC vs. SKOR - Dividend Comparison

TIPC's dividend yield for the trailing twelve months is around 4.95%, more than SKOR's 4.69% yield.


PositionTTM20252024202320222021202020192018201720162015
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.69%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%
TIPC
Northern Trust 2045 Inflation-Linked Distributing Ladder ETF
4.95%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TIPC and SKOR have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TIPC is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TIPC is cheaper with a 0.10% expense ratio, compared with 0.22% for SKOR.

TIPC has the higher dividend yield at 4.95%, compared with 4.69% for SKOR.

TIPC is categorized as Inflation-Protected Bonds, while SKOR is Corporate Bonds. Their fees differ too: 0.10% for TIPC and 0.22% for SKOR.

Portfolio Optimizer

Find the right allocation for TIPC 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.

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