If they are not protected from moisture, they can stick, crack, and rot. Some manufacturers protect their wood frames by wrapping them with vinyl or aluminum. This helps to keep wood window maintenance low. However, if the cladding should come loose and expose the wood to water, it can still rot. The thermal performance is about the same as an ordinary wood frames.
Some companies make frames out of a mixture of wood, vinyl, and an epoxy adhesive.
Such frames are very strong, insulate well, and resist rot even when exposed to water frequently. The insulation value is also about the same as an ordinary wood frame. Some manufacturers fill the hollow parts of the frame with foam or fiberglass insulation too. Data shows that the difference in performance between filled and hollow vinyl frames is small. Generally, vinyl frames of all types are slightly less of a thermal insulator than wood.