FGMNX vs. CLDAX

In the year-to-date period, FGMNX achieves a 2.11% return, which is significantly higher than CLDAX's 1.55% return. Over the past 10 years, FGMNX has underperformed CLDAX with an annualized return of 0.89%, while CLDAX has yielded a comparatively higher 2.23% annualized return.

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FGMNX has a 0.45% expense ratio, which is lower than CLDAX's 0.74% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity GNMA Fund (FGMNX) and Calvert Core Bond Fund (CLDAX). 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.

The current FGMNX Sharpe Ratio is 0.93, which is comparable to the CLDAX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of FGMNX and CLDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FGMNX's dividend yield for the trailing twelve months is around 3.53%, less than CLDAX's 4.13% yield.

The maximum FGMNX drawdown since its inception was -16.62%, smaller than the maximum CLDAX drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for FGMNX and CLDAX. For additional features, visit the drawdowns tool.