XFLT vs. USA
Compare and contrast key facts about XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and Liberty All-Star Equity Fund (USA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XFLT or USA.
Key characteristics
| XFLT | USA | |
|---|---|---|
| YTD Return | 10.40% | 22.11% |
| 1Y Return | 13.66% | 26.88% |
| 3Y Return (Ann) | 3.79% | 2.35% |
| 5Y Return (Ann) | 8.62% | 12.41% |
| Sharpe Ratio | 1.34 | 1.88 |
| Sortino Ratio | 1.86 | 2.51 |
| Omega Ratio | 1.28 | 1.33 |
| Calmar Ratio | 1.33 | 1.54 |
| Martin Ratio | 3.76 | 12.69 |
| Ulcer Index | 3.63% | 2.12% |
| Daily Std Dev | 10.18% | 14.33% |
| Max Drawdown | -55.42% | -69.06% |
| Current Drawdown | 0.00% | -3.49% |
Fundamentals
| XFLT | USA |
|---|
Correlation
The correlation between XFLT and USA is 0.27, 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.
Performance
XFLT vs. USA - Performance Comparison
In the year-to-date period, XFLT achieves a 10.40% return, which is significantly lower than USA's 22.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XFLT vs. USA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and Liberty All-Star Equity Fund (USA). 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.
Dividends
XFLT vs. USA - Dividend Comparison
XFLT's dividend yield for the trailing twelve months is around 14.59%, more than USA's 11.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | 14.59% | 13.61% | 13.86% | 9.82% | 10.64% | 10.63% | 11.33% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% |
USA Liberty All-Star Equity Fund | 9.86% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% |
Drawdowns
XFLT vs. USA - Drawdown Comparison
The maximum XFLT drawdown since its inception was -55.42%, smaller than the maximum USA drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for XFLT and USA. For additional features, visit the drawdowns tool.
Volatility
XFLT vs. USA - Volatility Comparison
The current volatility for XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) is 1.41%, while Liberty All-Star Equity Fund (USA) has a volatility of 5.46%. This indicates that XFLT experiences smaller price fluctuations and is considered to be less risky than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
XFLT vs. USA - Financials Comparison
This section allows you to compare key financial metrics between XAI Octagon Floating Rate & Alternative Income Term Trust and Liberty All-Star Equity Fund. 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