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AGZ vs. FGOVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGZ vs. FGOVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Agency Bond ETF (AGZ) and Fidelity Government Income Fund (FGOVX). The values are adjusted to include any dividend payments, if applicable.

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AGZ vs. FGOVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGZ
iShares Agency Bond ETF
0.11%6.05%3.08%5.18%-7.77%-1.05%5.77%5.51%1.32%2.01%
FGOVX
Fidelity Government Income Fund
-0.24%6.57%0.09%4.23%-13.09%-2.25%6.79%6.41%0.63%2.22%

Returns By Period

In the year-to-date period, AGZ achieves a 0.11% return, which is significantly higher than FGOVX's -0.24% return. Over the past 10 years, AGZ has outperformed FGOVX with an annualized return of 1.88%, while FGOVX has yielded a comparatively lower 0.80% annualized return.


AGZ

1D
-0.11%
1M
-0.84%
YTD
0.11%
6M
1.24%
1Y
4.08%
3Y*
4.05%
5Y*
1.23%
10Y*
1.88%

FGOVX

1D
0.44%
1M
-2.13%
YTD
-0.24%
6M
0.66%
1Y
3.29%
3Y*
2.50%
5Y*
-0.46%
10Y*
0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGZ vs. FGOVX - Expense Ratio Comparison

AGZ has a 0.20% expense ratio, which is lower than FGOVX's 0.45% expense ratio.


Return for Risk

AGZ vs. FGOVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGZ
AGZ Risk / Return Rank: 8282
Overall Rank
AGZ Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AGZ Sortino Ratio Rank: 8080
Sortino Ratio Rank
AGZ Omega Ratio Rank: 7474
Omega Ratio Rank
AGZ Calmar Ratio Rank: 9191
Calmar Ratio Rank
AGZ Martin Ratio Rank: 8787
Martin Ratio Rank

FGOVX
FGOVX Risk / Return Rank: 4545
Overall Rank
FGOVX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FGOVX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FGOVX Omega Ratio Rank: 3131
Omega Ratio Rank
FGOVX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FGOVX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGZ vs. FGOVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Agency Bond ETF (AGZ) and Fidelity Government Income Fund (FGOVX). 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.


AGZFGOVXDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.88

+0.56

Sortino ratio

Return per unit of downside risk

2.06

1.29

+0.77

Omega ratio

Gain probability vs. loss probability

1.27

1.16

+0.12

Calmar ratio

Return relative to maximum drawdown

3.22

1.53

+1.69

Martin ratio

Return relative to average drawdown

10.47

4.07

+6.40

AGZ vs. FGOVX - Sharpe Ratio Comparison

The current AGZ Sharpe Ratio is 1.44, which is higher than the FGOVX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of AGZ and FGOVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AGZFGOVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.88

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.08

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.16

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.71

-0.02

Correlation

The correlation between AGZ and FGOVX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AGZ vs. FGOVX - Dividend Comparison

AGZ's dividend yield for the trailing twelve months is around 3.76%, more than FGOVX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
AGZ
iShares Agency Bond ETF
3.76%3.75%3.48%3.14%1.56%0.96%2.25%2.32%2.15%1.58%1.52%1.30%
FGOVX
Fidelity Government Income Fund
3.13%3.37%3.20%2.57%1.13%0.60%2.39%2.10%2.08%1.81%2.69%2.25%

Drawdowns

AGZ vs. FGOVX - Drawdown Comparison

The maximum AGZ drawdown since its inception was -11.01%, smaller than the maximum FGOVX drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for AGZ and FGOVX.


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Drawdown Indicators


AGZFGOVXDifference

Max Drawdown

Largest peak-to-trough decline

-11.01%

-19.93%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.30%

-2.86%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-10.66%

-18.00%

+7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-11.01%

-19.93%

+8.92%

Current Drawdown

Current decline from peak

-0.84%

-7.22%

+6.38%

Average Drawdown

Average peak-to-trough decline

-1.62%

-3.92%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

1.07%

-0.67%

Volatility

AGZ vs. FGOVX - Volatility Comparison

The current volatility for iShares Agency Bond ETF (AGZ) is 1.16%, while Fidelity Government Income Fund (FGOVX) has a volatility of 1.55%. This indicates that AGZ experiences smaller price fluctuations and is considered to be less risky than FGOVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGZFGOVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.55%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.92%

2.56%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

4.32%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.53%

6.06%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.03%

5.03%

-2.00%