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TLTE vs. SKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLTE vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) 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, TLTE achieves a 21.06% return, which is significantly higher than SKOR's 0.78% return. Over the past 10 years, TLTE has outperformed SKOR with an annualized return of 9.71%, while SKOR has yielded a comparatively lower 2.84% annualized return.


TLTE

1D
0.85%
1M
-1.94%
YTD
21.06%
6M
21.52%
1Y
37.50%
3Y*
21.24%
5Y*
7.30%
10Y*
9.71%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLTE vs. SKOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLTE
FlexShares Morningstar Emerging Markets Factor Tilt Index
21.06%30.21%3.53%13.62%-17.31%4.79%12.10%14.51%-17.44%32.82%
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 TLTE and SKOR is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.31

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

0.27

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

0.17

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

0.13

Over the past year, TLTE and SKOR have become more correlated (0.39) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

TLTE vs. SKOR — Risk / Return Rank

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

TLTE
TLTE Risk / Return Rank: 6464
Overall Rank
TLTE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TLTE Sortino Ratio Rank: 5656
Sortino Ratio Rank
TLTE Omega Ratio Rank: 6767
Omega Ratio Rank
TLTE Calmar Ratio Rank: 6767
Calmar Ratio Rank
TLTE Martin Ratio Rank: 6868
Martin Ratio Rank

SKOR
SKOR Risk / Return Rank: 5757
Overall Rank
SKOR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 6565
Sortino Ratio Rank
SKOR Omega Ratio Rank: 5959
Omega Ratio Rank
SKOR Calmar Ratio Rank: 5252
Calmar Ratio Rank
SKOR Martin Ratio Rank: 5151
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.

TLTE vs. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) 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.


TLTESKORDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.35

1.32

+0.03

Calmar ratioReturn relative to maximum drawdown

2.89

2.26

+0.63

Martin ratioReturn relative to average drawdown

10.81

7.75

+3.06

TLTE vs. SKOR - Sharpe Ratio Comparison

The current TLTE Sharpe Ratio is 1.80, which is comparable to the SKOR Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of TLTE 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

TLTE vs. SKOR - Drawdown Comparison

The maximum TLTE drawdown since its inception was -44.21%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for TLTE and SKOR.


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Drawdown Indicators


TLTESKORDifference

Max Drawdown

Largest peak-to-trough decline

-44.21%

-15.98%

-28.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-2.09%

-10.95%

Max Drawdown (3Y)

Largest decline over 3 years

-17.43%

-3.11%

-14.32%

Max Drawdown (5Y)

Largest decline over 5 years

-32.65%

-15.13%

-17.52%

Max Drawdown (10Y)

Largest decline over 10 years

-44.21%

-15.98%

-28.23%

Current Drawdown

Current decline from peak

-4.32%

-0.34%

-3.98%

Average Drawdown

Average peak-to-trough decline

-12.11%

-2.64%

-9.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

0.61%

+2.87%

Volatility

TLTE vs. SKOR - Volatility Comparison

FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) has a higher volatility of 11.20% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.84%. This indicates that TLTE'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


TLTESKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.20%

0.84%

+10.36%

Volatility (6M)

Calculated over the trailing 6-month period

19.21%

2.08%

+17.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

2.71%

+18.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

4.43%

+13.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

4.90%

+13.69%

TLTE vs. SKOR - Expense Ratio Comparison

TLTE has a 0.59% expense ratio, which is higher than SKOR's 0.22% expense ratio.


Dividends

TLTE vs. SKOR - Dividend Comparison

TLTE's dividend yield for the trailing twelve months is around 3.23%, less than SKOR's 4.65% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TLTE
FlexShares Morningstar Emerging Markets Factor Tilt Index
3.23%3.76%3.73%4.03%4.42%3.21%1.95%3.23%3.02%2.12%2.30%2.00%

Frequently Asked Questions


TLTE and SKOR have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLTE has higher volatility (11.20%) compared to SKOR (0.84%). In terms of maximum drawdown, TLTE dropped -44.21% vs SKOR's -15.98%.

On 10-year performance, TLTE leads with 9.71% vs 2.84% for SKOR. On fees, SKOR is cheaper at 0.22% 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, TLTE has performed better with a 9.71% return vs 2.84%. 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 0.59% for TLTE.

SKOR has the higher dividend yield at 4.65%, compared with 3.23% for TLTE.

TLTE is categorized as Foreign Large Cap Equities, while SKOR is Corporate Bonds. TLTE tracks Morningstar Emerging Markets Factor Tilt Index, while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. Their fees differ too: 0.59% for TLTE and 0.22% for SKOR.

TLTE currently has the higher Sharpe Ratio (1.80 vs 1.74), 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

Find the right allocation for TLTE and SKOR

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