VGIT vs. SKOR
VGIT (Vanguard Intermediate-Term Treasury ETF) and SKOR (FlexShares Credit-Scored US Corporate Bond Index Fund) are both exchange-traded funds - VGIT is a Government Bonds fund tracking the Bloomberg U.S. Treasury 3-10 Year Index, while SKOR is a Corporate Bonds fund tracking the NorthernTrustUS Corporate Bond Quality Value Index. Both are passively managed. Over the past 10 years, VGIT returned 1.20%/yr vs 2.88%/yr for SKOR. A 0.71 correlation means they provide meaningful diversification when combined. VGIT charges 0.03%/yr vs 0.22%/yr for SKOR.
Performance
VGIT vs. SKOR - Performance Comparison
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Returns By Period
In the year-to-date period, VGIT achieves a -0.29% return, which is significantly lower than SKOR's 0.54% return. Over the past 10 years, VGIT has underperformed SKOR with an annualized return of 1.20%, while SKOR has yielded a comparatively higher 2.88% annualized return.
VGIT
- 1D
- -0.12%
- 1M
- 0.16%
- YTD
- -0.29%
- 6M
- 0.04%
- 1Y
- 3.43%
- 3Y*
- 3.69%
- 5Y*
- 0.01%
- 10Y*
- 1.20%
SKOR
- 1D
- -0.05%
- 1M
- 0.37%
- YTD
- 0.54%
- 6M
- 1.02%
- 1Y
- 5.20%
- 3Y*
- 6.13%
- 5Y*
- 1.74%
- 10Y*
- 2.88%
VGIT vs. SKOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | -0.29% | 7.34% | 1.39% | 4.28% | -10.53% | -2.64% | 7.71% | 6.19% | 1.35% | 1.70% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 0.54% | 7.99% | 4.42% | 7.64% | -9.88% | -1.40% | 8.84% | 10.69% | -1.25% | 4.38% |
Correlation
The correlation between VGIT and SKOR is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2014 | 0.71 |
The correlation between VGIT and SKOR shifts across timeframes, from 0.71 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VGIT vs. SKOR — Risk / Return Rank
VGIT
SKOR
VGIT vs. SKOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) 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.
| VGIT | SKOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.34 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.38 | -1.25 |
| Martin ratioReturn relative to average drawdown | 3.18 | 8.31 | -5.13 |
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Drawdowns
VGIT vs. SKOR - Drawdown Comparison
The maximum VGIT drawdown since its inception was -16.05%, roughly equal to the maximum SKOR drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for VGIT and SKOR.
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Drawdown Indicators
| VGIT | SKOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.05% | -15.98% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -2.09% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -4.34% | -3.11% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -15.02% | -15.13% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -16.05% | -15.98% | -0.07% |
Current DrawdownCurrent decline from peak | -2.22% | -0.57% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -2.65% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.60% | +0.41% |
Volatility
VGIT vs. SKOR - Volatility Comparison
Vanguard Intermediate-Term Treasury ETF (VGIT) has a higher volatility of 1.15% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.94%. This indicates that VGIT'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
| VGIT | SKOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 0.94% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 2.04% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.34% | 2.71% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 4.43% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.50% | 4.90% | -0.40% |
VGIT vs. SKOR - Expense Ratio Comparison
VGIT has a 0.03% 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
VGIT vs. SKOR - Dividend Comparison
VGIT's dividend yield for the trailing twelve months is around 3.86%, less than SKOR's 4.66% 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% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.86% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
Frequently Asked Questions
With a correlation of 0.90, VGIT and SKOR 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.
VGIT has higher volatility (1.15%) compared to SKOR (0.94%). In terms of maximum drawdown, VGIT dropped -16.05% vs SKOR's -15.98%.
On 10-year performance, SKOR leads with 2.88% vs 1.20% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, SKOR has been the lower-risk option at 0.94%. 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 2.88% return vs 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGIT is cheaper with a 0.03% expense ratio, compared with 0.22% for SKOR.
SKOR has the higher dividend yield at 4.66%, compared with 3.86% for VGIT.
VGIT is categorized as Government Bonds, while SKOR is Corporate Bonds. VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index, while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. They also come from different issuers: Vanguard and Northern Trust. Their fees differ too: 0.03% for VGIT and 0.22% for SKOR.
SKOR currently has the higher Sharpe Ratio (1.84 vs 0.96), 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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