FXR vs SKOR

Comparison between FIRST TRUST INDUSTRIALS/PRODUCER DURABLES ALPHADEX FUND (FXR, ETF) and FLEXSHARES CREDIT-SCORED US CORPORATE BOND INDEX FUND (SKOR, ETF).

5-Year PerformanceFXR has outperformed SKOR, delivering a return of +8.3% compared to +1.7%

FXR vs SKOR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXR(ETF)	SKOR(ETF)
Net Assets	$698M	$698M
Expense Ratio	0.60%	0.15%
Max Drawdown	64.05%	19.15%
Sharpe Ratio	0.85	0.34
5Y Beta	1.05	0.06
P/E Ratio	23.31	N/A
Forward P/E	16.37	N/A
5Y Dividends CAGR	1.93%	6.99%
5Y EPS CAGR	9.93%	N/A
Debt to Equity	71.25%	N/A
P/S Ratio	1.42	N/A
P/B Ratio	2.96	N/A

Net Assets

Winner

FXR

$698M

SKOR

$698M

Expense Ratio

FXR

0.60%

Winner

SKOR

0.15%

Max Drawdown

FXR

64.05%

Winner

SKOR

19.15%

Sharpe Ratio

Winner

FXR

0.85

SKOR

0.34

5Y Beta

FXR

1.05

Winner

SKOR

0.06

P/E Ratio

FXR

23.31

SKOR

N/A

Forward P/E

FXR

16.37

SKOR

N/A

5Y Dividends CAGR

FXR

1.93%

Winner

SKOR

6.99%

5Y EPS CAGR

FXR

9.93%

SKOR

N/A

Debt to Equity

FXR

71.25%

SKOR

N/A

P/S Ratio

FXR

1.42

SKOR

N/A

P/B Ratio

FXR

2.96

SKOR

N/A

FXR vs SKOR - Historical Returns

Returns include dividend reinvestment.

Period	FXR	SKOR
1 month	-0.22%	-0.14%
3 months	-1.19%	-0.56%
6 months	+8.73%	+0.39%
1 year	+19.81%	+4.67%
5 years(CAGR)	+8.25%	+1.72%
10 years(CAGR)	+12.48%	+2.84%
Max(CAGR)	+8.82%	+3.01%

FXR

-0.22%

Winner

SKOR

-0.14%

FXR

-1.19%

Winner

SKOR

-0.56%

Winner

FXR

+8.73%

SKOR

+0.39%

Winner

FXR

+19.81%

SKOR

+4.67%

5Y(CAGR)

Winner

FXR

+8.25%

SKOR

+1.72%

10Y(CAGR)

Winner

FXR

+12.48%

SKOR

+2.84%

Max(CAGR)

Winner

FXR

+8.82%

SKOR

+3.01%

FXR vs SKOR - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FXR	SKOR
2026	+5.69%	+0.09%
2025	+7.97%	+7.97%
2024	+17.27%	+4.83%
2023	+26.61%	+7.28%
2022	-16.07%	-9.56%
2021	+27.61%	-1.33%
2020	+11.46%	+8.68%
2019	+32.99%	+10.60%
2018	-15.72%	-0.64%
2017	+23.08%	+4.17%
2016	+28.23%	+2.76%
2015	-13.33%	+1.61%
2014	+9.56%	+0.51%
2013	+42.38%	N/A
2012	+13.95%	N/A
2011	-7.17%	N/A
2010	+23.53%	N/A
2009	+39.21%	N/A
2008	-45.68%	N/A
2007	-2.22%	N/A

FXR vs SKOR Drawdown Comparison

The maximum drawdown for FXR was -63.81%, occurring on Mar 9, 2009. Recovery took 1408 trading sessions.

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

The current FXR drawdown is -5.99%. The current SKOR drawdown is -1.05%.

Rank	FXR	SKOR
#1	-63.81% May 31, 2007 - Jan 2, 2013	-15.98% Mar 4, 2020 - May 28, 2020
#2	-44.71% Jan 16, 2020 - Nov 10, 2020	-15.13% Aug 3, 2021 - Sep 4, 2024
#3	-27.24% Feb 24, 2015 - Nov 11, 2016	-4.09% Dec 18, 2017 - Jan 30, 2019
#4	-26.85% Jan 4, 2022 - Dec 13, 2023	-3.84% Sep 6, 2016 - May 31, 2017
#5	-26.65% Nov 25, 2024 - Jan 5, 2026	-3.52% Apr 6, 2015 - Mar 18, 2016
#6	-25.38% Sep 18, 2018 - Jul 16, 2019	-2.46% Dec 31, 2020 - Jul 27, 2021
#7	-13.77% Jun 9, 2014 - Nov 24, 2014	-2.26% Oct 1, 2024 - Feb 25, 2025
#8	-13.66% Feb 20, 2026 - Mar 30, 2026	-2.23% Apr 3, 2025 - May 27, 2025
#9	-10.64% Jan 26, 2018 - Aug 21, 2018	-2.09% Feb 27, 2026 - Mar 27, 2026
#10	-9.34% Jul 24, 2019 - Oct 29, 2019	-1.62% Sep 4, 2019 - Oct 3, 2019
#11	-8.15% Mar 28, 2024 - Jul 16, 2024	-1.25% Jan 30, 2015 - Mar 24, 2015
#12	-7.90% Jan 22, 2014 - Feb 27, 2014	-1.16% May 17, 2016 - Jun 13, 2016
#13	-7.64% Jul 31, 2024 - Aug 23, 2024	-0.98% Jun 22, 2017 - Jul 18, 2017
#14	-7.34% Nov 25, 2014 - Feb 13, 2015	-0.96% Aug 6, 2020 - Nov 5, 2020
#15	-7.14% Nov 16, 2021 - Jan 4, 2022	-0.94% Dec 1, 2014 - Jan 6, 2015

Correlation

Correlation between FXR and SKOR is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (2007 - 2026)

FXR vs SKOR dividend yield comparison.

Year	FXR	SKOR
2026	0.10%	1.97%
2025	0.71%	4.70%
2024	0.72%	4.90%
2023	0.77%	3.90%
2022	0.92%	2.56%
2021	0.52%	2.55%
2020	1.06%	3.38%
2019	0.74%	3.53%
2018	1.18%	2.85%
2017	0.55%	2.46%
2016	0.52%	2.74%
2015	0.62%	2.25%
2014	1.10%	0.31%
2013	0.41%	0.00%
2012	2.08%	0.00%
2011	0.58%	0.00%
2010	0.55%	0.00%
2009	0.75%	0.00%
2008	0.64%	0.00%
2007	0.11%	0.00%