BHK vs SKOR

Comparison between BlackRock Core Bond Trust (BHK, ETF) and FLEXSHARES CREDIT-SCORED US CORPORATE BOND INDEX FUND (SKOR, ETF).

5-Year PerformanceSKOR has outperformed BHK, delivering a return of +1.7% compared to -3.3%

BHK vs SKOR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BHK(ETF)	SKOR(ETF)
Net Assets	$698M	$698M
Expense Ratio	N/A	0.15%
Max Drawdown	48.25%	19.15%
Sharpe Ratio	-0.43	0.34
5Y Beta	0.24	0.06
5Y Dividends CAGR	3.01%	6.99%

Net Assets

BHK

$698M

Winner

SKOR

$698M

Expense Ratio

BHK

N/A

SKOR

0.15%

Max Drawdown

BHK

48.25%

Winner

SKOR

19.15%

Sharpe Ratio

BHK

-0.43

Winner

SKOR

0.34

5Y Beta

BHK

0.24

Winner

SKOR

0.06

5Y Dividends CAGR

BHK

3.01%

Winner

SKOR

6.99%

BHK vs SKOR - Historical Returns

Returns include dividend reinvestment.

Period	BHK	SKOR
1 month	-1.48%	-0.14%
3 months	-4.08%	-0.56%
6 months	-2.13%	+0.39%
1 year	+0.68%	+4.67%
5 years(CAGR)	-3.25%	+1.72%
10 years(CAGR)	+2.88%	+2.84%
Max(CAGR)	+5.40%	+3.01%

BHK

-1.48%

Winner

SKOR

-0.14%

BHK

-4.08%

Winner

SKOR

-0.56%

BHK

-2.13%

Winner

SKOR

+0.39%

BHK

+0.68%

Winner

SKOR

+4.67%

5Y(CAGR)

BHK

-3.25%

Winner

SKOR

+1.72%

10Y(CAGR)

Winner

BHK

+2.88%

SKOR

+2.84%

Max(CAGR)

Winner

BHK

+5.40%

SKOR

+3.01%

BHK vs SKOR - Annual Returns (2001 - 2026)

Returns include dividend reinvestment.

Year	BHK	SKOR
2026	-3.20%	+0.09%
2025	+2.66%	+7.97%
2024	+4.91%	+4.83%
2023	+11.99%	+7.28%
2022	-31.47%	-9.56%
2021	+7.18%	-1.33%
2020	+17.82%	+8.68%
2019	+25.33%	+10.60%
2018	-7.99%	-0.64%
2017	+14.21%	+4.17%
2016	+9.41%	+2.76%
2015	+2.05%	+1.61%
2014	+10.11%	+0.51%
2013	-9.96%	N/A
2012	+16.46%	N/A
2011	+14.68%	N/A
2010	+13.74%	N/A
2009	+14.45%	N/A
2008	-1.78%	N/A
2007	-1.82%	N/A
2006	+2.94%	N/A
2005	+5.03%	N/A
2004	+8.21%	N/A
2003	+8.94%	N/A
2002	-0.03%	N/A
2001	+0.00%	N/A

BHK vs SKOR Drawdown Comparison

The maximum drawdown for BHK was -39.55%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The maximum drawdown for SKOR was -15.98%, occurring on Mar 19, 2020. Recovery took 59 trading sessions.

The current BHK drawdown is -21.69%. The current SKOR drawdown is -1.05%.

Rank	BHK	SKOR
#1	-39.55% Sep 15, 2021 - Oct 20, 2022	-15.98% Mar 4, 2020 - May 28, 2020
#2	-30.64% May 27, 2008 - Jul 24, 2009	-15.13% Aug 3, 2021 - Sep 4, 2024
#3	-23.66% Feb 24, 2020 - Jun 10, 2020	-4.09% Dec 18, 2017 - Jan 30, 2019
#4	-19.40% Nov 12, 2012 - Jan 22, 2015	-3.84% Sep 6, 2016 - May 31, 2017
#5	-12.43% Jun 13, 2003 - Sep 20, 2004	-3.52% Apr 6, 2015 - Mar 18, 2016
#6	-12.08% Sep 28, 2010 - Sep 12, 2011	-2.46% Dec 31, 2020 - Jul 27, 2021
#7	-11.88% Dec 27, 2001 - Sep 18, 2002	-2.26% Oct 1, 2024 - Feb 25, 2025
#8	-10.94% Sep 12, 2005 - Oct 5, 2006	-2.23% Apr 3, 2025 - May 27, 2025
#9	-10.16% Aug 31, 2016 - May 18, 2017	-2.09% Feb 27, 2026 - Mar 27, 2026
#10	-9.78% Jan 2, 2018 - Mar 8, 2019	-1.62% Sep 4, 2019 - Oct 3, 2019
#11	-9.51% May 7, 2007 - Jan 24, 2008	-1.25% Jan 30, 2015 - Mar 24, 2015
#12	-9.08% Apr 24, 2015 - Mar 9, 2016	-1.16% May 17, 2016 - Jun 13, 2016
#13	-8.52% Jan 25, 2021 - Jun 15, 2021	-0.98% Jun 22, 2017 - Jul 18, 2017
#14	-8.50% Jan 24, 2008 - Apr 23, 2008	-0.96% Aug 6, 2020 - Nov 5, 2020
#15	-7.45% Oct 3, 2002 - Jan 17, 2003	-0.94% Dec 1, 2014 - Jan 6, 2015

Correlation

Correlation between BHK and SKOR is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2002 - 2026)

BHK vs SKOR dividend yield comparison.

Year	BHK	SKOR
2026	4.20%	1.97%
2025	9.25%	4.70%
2024	8.56%	4.90%
2023	8.21%	3.90%
2022	7.91%	2.56%
2021	6.36%	2.55%
2020	5.06%	3.38%
2019	5.32%	3.53%
2018	6.39%	2.85%
2017	5.56%	2.46%
2016	6.23%	2.74%
2015	7.03%	2.25%
2014	8.15%	0.31%
2013	6.94%	0.00%
2012	6.11%	0.00%
2011	5.95%	0.00%
2010	6.98%	0.00%
2009	8.16%	0.00%
2008	7.00%	0.00%
2007	6.75%	0.00%
2006	6.66%	0.00%
2005	11.28%	0.00%
2004	9.37%	0.00%
2003	9.51%	0.00%
2002	8.72%	0.00%