We have used the Hanbury Brown-Twiss effect to directly compare the density correlations of a pulsed atom laser and a pulsed ultracold thermal source of metastable helium. It was found that the isotropic RF outcoupling of atoms from a Bose-Einstein condensate does not result in decoherence, while the 'bunching' typical of incoherent sources was observed for thermal atoms. This new method significantly increases data acquisition rates compared to previous measurements, and also permits future novel experiments which may allow us to probe processes such as the birth and death of a condensate by monitoring correlation effects.