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EVGOX vs. FSTGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVGOX vs. FSTGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Government Opportunities Fund (EVGOX) and Fidelity Intermediate Government Income Fund (FSTGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVGOX achieves a -0.37% return, which is significantly lower than FSTGX's -0.26% return. Over the past 10 years, EVGOX has outperformed FSTGX with an annualized return of 1.53%, while FSTGX has yielded a comparatively lower 0.96% annualized return.


EVGOX

1D
-0.38%
1M
0.47%
YTD
-0.37%
6M
0.09%
1Y
4.39%
3Y*
4.53%
5Y*
1.23%
10Y*
1.53%

FSTGX

1D
-0.20%
1M
0.16%
YTD
-0.26%
6M
-0.00%
1Y
2.54%
3Y*
3.47%
5Y*
0.34%
10Y*
0.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVGOX vs. FSTGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVGOX
Eaton Vance Government Opportunities Fund
-0.37%10.50%0.07%4.56%-6.57%-1.20%4.59%2.43%0.72%1.30%
FSTGX
Fidelity Intermediate Government Income Fund
-0.26%6.00%2.24%3.88%-8.76%-2.28%5.46%4.84%1.20%0.98%

Correlation

The correlation between EVGOX and FSTGX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Apr 29, 1988

0.67

Over the past year, EVGOX and FSTGX have become more correlated (0.88) than their long-term average of 0.67, meaning their price movements have been converging.

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Return for Risk

EVGOX vs. FSTGX — Risk / Return Rank

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

EVGOX
EVGOX Risk / Return Rank: 1717
Overall Rank
EVGOX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EVGOX Sortino Ratio Rank: 1616
Sortino Ratio Rank
EVGOX Omega Ratio Rank: 1616
Omega Ratio Rank
EVGOX Calmar Ratio Rank: 1818
Calmar Ratio Rank
EVGOX Martin Ratio Rank: 1717
Martin Ratio Rank

FSTGX
FSTGX Risk / Return Rank: 1717
Overall Rank
FSTGX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FSTGX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FSTGX Omega Ratio Rank: 1616
Omega Ratio Rank
FSTGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSTGX Martin Ratio Rank: 1616
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.

EVGOX vs. FSTGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Government Opportunities Fund (EVGOX) and Fidelity Intermediate Government Income Fund (FSTGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EVGOXFSTGXDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.45

1.46

-0.01

Martin ratioReturn relative to average drawdown

4.20

3.96

+0.24

EVGOX vs. FSTGX - Sharpe Ratio Comparison

The current EVGOX Sharpe Ratio is 1.02, which is comparable to the FSTGX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of EVGOX and FSTGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EVGOX vs. FSTGX - Drawdown Comparison

The maximum EVGOX drawdown since its inception was -23.97%, which is greater than FSTGX's maximum drawdown of -13.66%. Use the drawdown chart below to compare losses from any high point for EVGOX and FSTGX.


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Drawdown Indicators


EVGOXFSTGXDifference

Max Drawdown

Largest peak-to-trough decline

-23.97%

-13.66%

-10.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-1.89%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-6.74%

-2.97%

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-11.06%

-12.54%

+1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-11.44%

-13.66%

+2.22%

Current Drawdown

Current decline from peak

-2.31%

-1.43%

-0.88%

Average Drawdown

Average peak-to-trough decline

-3.42%

-1.57%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.70%

+0.44%

Volatility

EVGOX vs. FSTGX - Volatility Comparison

Eaton Vance Government Opportunities Fund (EVGOX) has a higher volatility of 1.54% compared to Fidelity Intermediate Government Income Fund (FSTGX) at 0.85%. This indicates that EVGOX's price experiences larger fluctuations and is considered to be riskier than FSTGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVGOXFSTGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

0.85%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

1.90%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.70%

2.64%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

4.11%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.06%

3.38%

+0.68%

EVGOX vs. FSTGX - Expense Ratio Comparison

EVGOX has a 1.05% expense ratio, which is higher than FSTGX's 0.45% expense ratio.


Dividends

EVGOX vs. FSTGX - Dividend Comparison

EVGOX's dividend yield for the trailing twelve months is around 5.52%, more than FSTGX's 3.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EVGOX
Eaton Vance Government Opportunities Fund
5.52%5.38%5.24%4.58%2.75%1.77%2.19%3.24%3.34%3.54%3.30%3.81%
FSTGX
Fidelity Intermediate Government Income Fund
3.16%3.04%2.94%2.12%0.99%0.77%2.65%1.85%1.84%1.47%1.52%1.69%

Frequently Asked Questions


EVGOX and FSTGX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVGOX has higher volatility (1.54%) compared to FSTGX (0.85%). In terms of maximum drawdown, EVGOX dropped -23.97% vs FSTGX's -13.66%.

FSTGX currently has the higher Sharpe Ratio (1.05 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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