SKOR vs BHK

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

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

SKOR vs BHK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

SKOR

$698M

BHK

$698M

Expense Ratio

SKOR

0.15%

BHK

N/A

Max Drawdown

Winner

SKOR

19.15%

BHK

48.25%

Sharpe Ratio

Winner

SKOR

0.34

BHK

-0.43

5Y Beta

Winner

SKOR

0.06

BHK

0.24

5Y Dividends CAGR

Winner

SKOR

6.99%

BHK

3.01%

SKOR vs BHK - Historical Returns

Returns include dividend reinvestment.

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

Winner

SKOR

-0.14%

BHK

-1.48%

Winner

SKOR

-0.56%

BHK

-4.08%

Winner

SKOR

+0.39%

BHK

-2.13%

Winner

SKOR

+4.67%

BHK

+0.68%

5Y(CAGR)

Winner

SKOR

+1.72%

BHK

-3.25%

10Y(CAGR)

SKOR

+2.84%

Winner

BHK

+2.88%

Max(CAGR)

SKOR

+3.01%

Winner

BHK

+5.40%

SKOR vs BHK - Annual Returns (2001 - 2026)

Returns include dividend reinvestment.

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

SKOR vs BHK Drawdown Comparison

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

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

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

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

Correlation

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

0.88

-101

Dividend Comparison (2002 - 2026)

SKOR vs BHK dividend yield comparison.

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