Trading fees are always auto-compounding for a depositor. In other words, they automatically accrue in the value of a depositor’s pool tokens.
As for rewards, they are auto-compounding for users who are depositing that token. For example, BNT rewards are auto-compounding for users depositing BNT. While users depositing TKN tokens can still earn BNT rewards, they must manually re-deposit them. Vice versa, TKN rewards are auto-compounding for users depositing TKN and depositing their pool tokens in the rewards contract, but users depositing BNT must manually re-deposit their TKN rewards.