XFLT vs. USA
XFLT (XAI Octagon Floating Rate & Alternative Income Term Trust) and USA (Liberty All-Star Equity Fund) are both stocks. Both are in the Financial Services sector — XFLT in Capital Markets, USA in Collective Investments. Over the past 5 years, XFLT returned -3.24%/yr vs 2.63%/yr for USA. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
XFLT vs. USA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XFLT achieves a -13.70% return, which is significantly lower than USA's 0.57% return.
XFLT
- 1D
- -0.48%
- 1M
- 7.09%
- 6M
- -8.91%
- YTD
- -13.70%
- 1Y
- -20.33%
- 3Y*
- -4.28%
- 5Y*
- -3.24%
- 10Y*
- —
- ALL TIME*
- 1.20%
USA
- 1D
- 0.00%
- 1M
- 3.10%
- 6M
- 1.24%
- YTD
- 0.57%
- 1Y
- 0.97%
- 3Y*
- 5.91%
- 5Y*
- 2.63%
- 10Y*
- 12.11%
- ALL TIME*
- 7.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.20M | $9.40M | $8.31M | |
| $2.03M | $1.89M | $1.66M |
XFLT vs. USA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | -13.70% | -15.35% | 7.37% | 30.40% | -20.30% | 31.30% | 5.13% | 22.05% | -15.10% | -4.70% |
USA Liberty All-Star Equity Fund | 0.57% | 0.09% | 20.81% | 23.17% | -25.20% | 33.76% | 12.89% | 39.70% | -5.06% | 8.38% |
Correlation
The correlation between XFLT and USA is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2017 | 0.28 |
Fundamentals
XFLT:
$286.49M
USA:
$1.79B
XFLT:
-$3.38
USA:
$1.40
XFLT:
2.24
USA:
4.92
XFLT:
0.84
USA:
0.85
XFLT:
$127.88M
USA:
$355.74M
XFLT:
$65.98M
USA:
$329.90M
XFLT:
-$14.78M
USA:
$305.11M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XFLT vs. USA — Risk / Return Rank
XFLT
USA
XFLT vs. USA - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XFLT | USA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.01 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | -0.03 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.93 | -0.08 | -0.84 |
Loading charts...
Drawdowns
XFLT vs. USA - Drawdown Comparison
The maximum XFLT drawdown since its inception was -55.43%, smaller than the maximum USA drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for XFLT and USA.
Loading charts...
Drawdown Indicators
| XFLT | USA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -69.15% | +13.72% |
Max Drawdown (1Y)Largest decline over 1 year | -40.67% | -13.65% | -27.02% |
Max Drawdown (3Y)Largest decline over 3 years | -47.04% | -17.69% | -29.35% |
Max Drawdown (5Y)Largest decline over 5 years | -47.04% | -34.05% | -12.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.07% | — |
Current DrawdownCurrent decline from peak | -31.38% | -4.83% | -26.55% |
Average DrawdownAverage peak-to-trough decline | -14.75% | -11.50% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.13% | 5.16% | +16.97% |
Volatility
XFLT vs. USA - Volatility Comparison
XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) has a higher volatility of 6.27% compared to Liberty All-Star Equity Fund (USA) at 3.74%. This indicates that XFLT's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XFLT | USA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 3.74% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 18.99% | 10.80% | +8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.36% | 14.11% | +7.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 20.11% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.06% | 22.56% | +3.50% |
Dividends
XFLT vs. USA - Dividend Comparison
XFLT's dividend yield for the trailing twelve months is around 18.87%, more than USA's 11.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USA Liberty All-Star Equity Fund | 11.53% | 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 | 18.87% | 18.23% | 15.24% | 13.61% | 13.86% | 9.82% | 10.64% | 10.63% | 11.33% | 1.47% | 0.00% | 0.00% |
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
Frequently Asked Questions
XFLT and USA have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XFLT has higher volatility (6.27%) compared to USA (3.74%). In terms of maximum drawdown, XFLT dropped -55.43% vs USA's -69.15%.
USA currently has the higher Sharpe Ratio (-0.03 vs -0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for XFLT and USA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer