Correlation
The correlation between USFR and THOPX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
USFR vs. THOPX
Compare and contrast key facts about WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and Thompson Bond Fund (THOPX).
USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014. THOPX is managed by Thompson IM. It was launched on Feb 10, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USFR or THOPX.
Performance
USFR vs. THOPX - Performance Comparison
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Key characteristics
USFR:
9.25
THOPX:
3.86
USFR:
12.41
THOPX:
5.91
USFR:
6.51
THOPX:
1.94
USFR:
13.26
THOPX:
5.05
USFR:
198.21
THOPX:
24.98
USFR:
0.02%
THOPX:
0.33%
USFR:
0.48%
THOPX:
2.13%
USFR:
-1.36%
THOPX:
-43.95%
USFR:
-0.34%
THOPX:
-0.28%
Returns By Period
In the year-to-date period, USFR achieves a 1.35% return, which is significantly lower than THOPX's 2.31% return. Over the past 10 years, USFR has underperformed THOPX with an annualized return of 1.95%, while THOPX has yielded a comparatively higher 3.36% annualized return.
USFR
1.35%
0.02%
1.84%
4.39%
4.56%
2.78%
1.95%
THOPX
2.31%
0.19%
2.95%
8.15%
5.52%
5.06%
3.36%
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USFR vs. THOPX - Expense Ratio Comparison
USFR has a 0.15% expense ratio, which is lower than THOPX's 0.71% expense ratio.
Risk-Adjusted Performance
USFR vs. THOPX — Risk-Adjusted Performance Rank
USFR
THOPX
USFR vs. THOPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and Thompson Bond Fund (THOPX). 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.
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Dividends
USFR vs. THOPX - Dividend Comparison
USFR's dividend yield for the trailing twelve months is around 4.32%, less than THOPX's 5.09% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.32% | 5.17% | 5.12% | 1.78% | 0.02% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% |
THOPX Thompson Bond Fund | 5.09% | 5.34% | 5.88% | 3.93% | 3.59% | 5.16% | 3.48% | 3.07% | 3.06% | 4.24% | 4.58% | 4.01% |
Drawdowns
USFR vs. THOPX - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum THOPX drawdown of -43.95%. Use the drawdown chart below to compare losses from any high point for USFR and THOPX.
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Volatility
USFR vs. THOPX - Volatility Comparison
The current volatility for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) is 0.37%, while Thompson Bond Fund (THOPX) has a volatility of 0.62%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than THOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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