We study the onset of particle statistics effects as the temperature is lowered in strongly correlated two-dimensional Hubbard models. We utilize numerical linked-cluster expansions and focus on the properties of interacting lattice fermions and two-component hard-core bosons. In the weak-coupling regime, where the ground state of the bosonic system is a superfluid, the thermodynamic properties of the two systems at half filling exhibit very large differences even at high temperatures. In the strong-coupling regime, where the low-temperature behavior is governed by a Mott insulator for either particle statistics, the agreement between the thermodynamic properties of both systems extends to regions where the antiferromagnetic (iso)spin correlations are exponentially large. We analyze how particle statistics affects adiabatic cooling in those systems.