USA vs. XFLT
Compare and contrast key facts about Liberty All-Star Equity Fund (USA) and XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT).
Performance
USA vs. XFLT - Performance Comparison
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USA vs. XFLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USA Liberty All-Star Equity Fund | -7.72% | 0.09% | 20.81% | 23.17% | -25.20% | 33.76% | 12.89% | 39.70% | -5.06% | 7.84% |
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | -25.50% | -15.35% | 7.37% | 30.40% | -20.30% | 31.30% | 5.13% | 22.05% | -15.10% | -5.55% |
Fundamentals
USA:
$1.70B
XFLT:
$1.30B
USA:
$1.42
XFLT:
$0.77
USA:
3.97
XFLT:
22.08
USA:
4.72
XFLT:
8.92
USA:
0.82
XFLT:
2.91
USA:
$355.74M
XFLT:
$145.51M
USA:
$329.90M
XFLT:
$71.02M
USA:
$305.11M
XFLT:
$94.88M
Returns By Period
In the year-to-date period, USA achieves a -7.72% return, which is significantly higher than XFLT's -25.50% return.
USA
- 1D
- 1.44%
- 1M
- -5.85%
- YTD
- -7.72%
- 6M
- -6.62%
- 1Y
- -5.00%
- 3Y*
- 7.24%
- 5Y*
- 3.73%
- 10Y*
- 11.94%
XFLT
- 1D
- -0.64%
- 1M
- 1.12%
- YTD
- -25.50%
- 6M
- -29.37%
- 1Y
- -31.67%
- 3Y*
- -5.62%
- 5Y*
- -5.83%
- 10Y*
- —
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Return for Risk
USA vs. XFLT — Risk / Return Rank
USA
XFLT
USA vs. XFLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Equity Fund (USA) and XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT). 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.
| USA | XFLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.29 | -1.38 | +1.09 |
Sortino ratioReturn per unit of downside risk | -0.30 | -1.99 | +1.70 |
Omega ratioGain probability vs. loss probability | 0.96 | 0.74 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.28 | -0.78 | +0.50 |
Martin ratioReturn relative to average drawdown | -0.76 | -2.06 | +1.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USA | XFLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.29 | -1.38 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | -0.27 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | -0.02 | +0.35 |
Correlation
The correlation between USA and XFLT is 0.28, 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.
Dividends
USA vs. XFLT - Dividend Comparison
USA's dividend yield for the trailing twelve months is around 12.08%, less than XFLT's 24.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USA Liberty All-Star Equity Fund | 12.08% | 10.67% | 10.22% | 9.56% | 12.11% | 9.67% | 9.13% | 9.75% | 12.64% | 8.89% | 9.30% | 9.53% |
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | 24.14% | 18.23% | 15.24% | 13.61% | 13.86% | 9.82% | 10.64% | 10.63% | 11.33% | 1.47% | 0.00% | 0.00% |
Drawdowns
USA vs. XFLT - Drawdown Comparison
The maximum USA drawdown since its inception was -69.15%, which is greater than XFLT's maximum drawdown of -55.43%. Use the drawdown chart below to compare losses from any high point for USA and XFLT.
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Drawdown Indicators
| USA | XFLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.15% | -55.43% | -13.72% |
Max Drawdown (1Y)Largest decline over 1 year | -15.28% | -40.67% | +25.39% |
Max Drawdown (5Y)Largest decline over 5 years | -34.05% | -47.04% | +12.99% |
Max Drawdown (10Y)Largest decline over 10 years | -47.07% | — | — |
Current DrawdownCurrent decline from peak | -12.67% | -40.77% | +28.10% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -13.94% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.64% | 15.38% | -9.74% |
Volatility
USA vs. XFLT - Volatility Comparison
The current volatility for Liberty All-Star Equity Fund (USA) is 5.71%, while XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) has a volatility of 13.54%. This indicates that USA experiences smaller price fluctuations and is considered to be less risky than XFLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USA | XFLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 13.54% | -7.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 18.12% | -7.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.40% | 23.04% | -5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.72% | 21.29% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 26.36% | -3.82% |
Financials
USA vs. XFLT - Financials Comparison
This section allows you to compare key financial metrics between Liberty All-Star Equity Fund and XAI Octagon Floating Rate & Alternative Income Term Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities