FlexShares Credit-Scored US Corporate Bond… (SKOR) Performance
SKOR total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −0.6% since Dec 31, 2025
- 1 year
- −0.0% total return
- 5 years
- +1.7% a year
- 10 years
- +2.6% a year
- Since first price
- +2.8% a year since 2014
SKOR trailing returns vs AGG, TLT, SPY
| Period | SKOR total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.6% | +0.3% | +0.9% | +1.5% | −1.0% |
| 3 months | −0.4% | −1.6% | −0.4% | −1.0% | +3.2% |
| 6 months | −1.0% | −3.2% | −1.5% | −3.8% | +7.8% |
| YTD | −0.6% | −3.9% | −1.0% | −3.4% | +12.3% |
| 1 year | −0.0% | −4.5% | −1.1% | −6.9% | +14.4% |
| 3 years | +19.7%+6.2%/yr | +3.8% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | +8.8%+1.7%/yr | −11.6% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| 10 years | +29.1%+2.6%/yr | −9.0% | +14.0%+1.3%/yr | −18.7%−2.0%/yr | +315.9%+15.3%/yr |
| Since inceptionNov 13, 2014 | +39.4%+2.8%/yr | −5.8% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: SKOR vs AGG
From Nov 13, 2014: SKOR grew to $13,941, AGG to $12,183.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SKOR returns by calendar year
8 of 11 full years positive. Best 2019 (+10.2%), worst 2022 (−9.9%). 2026 is year to date.
SKOR annual returns table
| Year | SKOR | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | −0.6% | −2.9% | −1.0% | −3.4% | +12.3% |
| 2025 | +8.0% | −2.2% | +7.2% | +4.3% | +17.7% |
| 2024 | +4.4% | −2.0% | +1.3% | −8.1% | +24.9% |
| 2023 | +7.6% | −3.4% | +5.7% | +2.8% | +26.2% |
| 2022 | −9.9% | −13.5% | −13.0% | −31.2% | −18.2% |
| 2021 | −1.4% | −2.4% | −1.8% | −4.6% | +28.7% |
| 2020 | +8.8% | −16.0% | +7.5% | +18.2% | +18.3% |
| 2019 | +10.2% | −1.6% | +8.5% | +14.1% | +31.2% |
| 2018 | −1.2% | −3.5% | +0.1% | −1.6% | −4.6% |
| 2017 | +4.4% | −1.5% | +3.6% | +9.2% | +21.7% |
| 2016 | +2.7% | −3.8% | +2.4% | +1.2% | +12.0% |
| 2015 | +1.9% | −3.5% | +0.5% | −1.8% | +1.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
SKOR largest drawdowns
Now 1.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Mar 4, 2020 | −16.0% | Mar 19, 2020 | May 28, 2020 | 15 days | 3 months |
| Aug 3, 2021 | −15.1% | Oct 20, 2022 | Sep 4, 2024 | 1.2 years | 3.1 years |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
SKOR risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2014 |
|---|---|---|---|---|
| Annualized return | +5.5% | +1.3% | +2.5% | +2.7% |
| Volatility (annualized) | 4.1% | 5.3% | 4.8% | 4.5% |
| Sharpe ratio | 0.26 | -0.42 | 0.06 | 0.19 |
| Sortino ratio | 0.39 | -0.55 | 0.08 | 0.27 |
| Best month | +3.8% | +3.8% | +4.0% | +4.0% |
| Worst month | −2.1% | −3.3% | −4.6% | −4.6% |
| Best 12 months | +12.1% | +12.1% | +12.1% | +12.1% |
| Worst 12 months | −0.6% | −12.9% | −12.9% | −12.9% |
| Positive months | 78% | 60% | 62% | 63% |
| Beta vs S&P 500 | 0.18 | 0.23 | 0.18 | — |
| Correlation with S&P 500 | 0.55 | 0.66 | 0.57 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
SKOR rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 132 | −12.9% | +3.8% | +12.1% | 79% |
| 3-year (a year) | 108 | −3.0% | +2.8% | +7.4% | 78% |
| 5-year (a year) | 84 | +0.4% | +2.0% | +4.9% | 100% |
| 10-year (a year) | 24 | +2.4% | +2.8% | +3.2% | 100% |
Every holding period starting at a month-end since 2014. Returns for 3 years and longer are annualized.
SKOR performance overview
FlexShares Credit-Scored US Corporate Bond… (SKOR) returned −0.0% over the past year and +2.6% a year over ten years, with distributions reinvested. Since its first recorded price in 2014 it has returned +2.8% a year, turning $10,000 into about $13,941. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −16.0%, from Mar 4, 2020 to Mar 19, 2020, and it took 2 months to get back to the old high. SKOR finished 8 of its 11 full calendar years with a gain; the best year was 2019 (+10.2%) and the worst 2022 (−9.9%). Volatility has been 4.5% a year.
Related: SKOR chart, SKOR dividends, SKOR bond profile. See the SKOR overview for the latest quote and fund facts.
SKOR performance FAQ
What is the SKOR return over the past year?
SKOR returned −0.0% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 4.5%.
What is the average annual return of SKOR?
SKOR has returned +1.7% a year over 5 years, +2.6% a year over 10 years, +2.8% a year since November 13, 2014 (total return, distributions reinvested).
How much would $10,000 invested in SKOR be worth?
$10,000 invested in SKOR at its first recorded close on November 13, 2014 would be worth about $13,941 on October 23, 2026 with distributions reinvested.
What was the worst year for SKOR?
The worst calendar year was 2022, with a total return of −9.9%. The best was 2019 at +10.2%.
What is the biggest drawdown of SKOR?
The largest peak-to-trough decline was −16.0% between March 4, 2020 and March 19, 2020. It recovered to the old high on May 28, 2020, 2 months after the bottom.
How volatile is SKOR?
Over the past 3 years SKOR had an annualized volatility of 4.1% and a Sharpe ratio of 0.26 (excess return over 1–3 month T-bills per unit of risk).