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FGOVX vs. FSTGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGOVX vs. FSTGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Government Income Fund (FGOVX) 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, FGOVX achieves a 0.33% return, which is significantly higher than FSTGX's -0.05% return. Over the past 10 years, FGOVX has underperformed FSTGX with an annualized return of 0.77%, while FSTGX has yielded a comparatively higher 1.01% annualized return.


FGOVX

1D
0.22%
1M
0.86%
YTD
0.33%
6M
0.71%
1Y
4.20%
3Y*
3.08%
5Y*
-0.65%
10Y*
0.77%

FSTGX

1D
0.20%
1M
0.37%
YTD
-0.05%
6M
0.20%
1Y
2.96%
3Y*
3.58%
5Y*
0.37%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGOVX vs. FSTGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGOVX
Fidelity Government Income Fund
0.33%6.57%0.09%4.23%-13.09%-2.25%6.79%6.41%0.63%2.22%
FSTGX
Fidelity Intermediate Government Income Fund
-0.05%6.00%2.24%3.88%-8.76%-2.28%5.46%4.84%1.20%0.98%

Correlation

The correlation between FGOVX and FSTGX is 0.91, 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

0.91

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

0.93

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

0.94

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

0.92

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

0.89

The correlation between FGOVX and FSTGX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

FGOVX vs. FSTGX — Risk / Return Rank

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

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

FSTGX
FSTGX Risk / Return Rank: 2020
Overall Rank
FSTGX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FSTGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FSTGX Omega Ratio Rank: 2020
Omega Ratio Rank
FSTGX Calmar Ratio Rank: 2222
Calmar Ratio Rank
FSTGX Martin Ratio Rank: 1919
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.

FGOVX vs. FSTGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Government Income Fund (FGOVX) 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.


FGOVXFSTGXDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.38

1.63

-0.25

Martin ratioReturn relative to average drawdown

3.91

4.46

-0.55

FGOVX vs. FSTGX - Sharpe Ratio Comparison

The current FGOVX Sharpe Ratio is 1.12, which is comparable to the FSTGX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FGOVX 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

FGOVX vs. FSTGX - Drawdown Comparison

The maximum FGOVX drawdown since its inception was -19.93%, which is greater than FSTGX's maximum drawdown of -13.66%. Use the drawdown chart below to compare losses from any high point for FGOVX and FSTGX.


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Drawdown Indicators


FGOVXFSTGXDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-13.66%

-6.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-1.89%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-6.33%

-2.97%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-18.00%

-12.54%

-5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-19.93%

-13.66%

-6.27%

Current Drawdown

Current decline from peak

-6.69%

-1.23%

-5.46%

Average Drawdown

Average peak-to-trough decline

-3.93%

-1.57%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

0.69%

+0.39%

Volatility

FGOVX vs. FSTGX - Volatility Comparison

Fidelity Government Income Fund (FGOVX) has a higher volatility of 1.14% compared to Fidelity Intermediate Government Income Fund (FSTGX) at 0.87%. This indicates that FGOVX'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


FGOVXFSTGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

0.87%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

1.88%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

2.63%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

4.11%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

3.38%

+1.66%

FGOVX vs. FSTGX - Expense Ratio Comparison

Both FGOVX and FSTGX have an expense ratio of 0.45%.


Dividends

FGOVX vs. FSTGX - Dividend Comparison

FGOVX's dividend yield for the trailing twelve months is around 3.48%, more than FSTGX's 3.15% yield.


PositionTTM20252024202320222021202020192018201720162015
FGOVX
Fidelity Government Income Fund
3.48%3.37%3.20%2.57%1.13%0.60%2.39%2.10%2.08%1.81%2.69%2.25%
FSTGX
Fidelity Intermediate Government Income Fund
3.15%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


With a correlation of 0.91, FGOVX and FSTGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FGOVX has higher volatility (1.14%) compared to FSTGX (0.87%). In terms of maximum drawdown, FGOVX dropped -19.93% vs FSTGX's -13.66%.

FSTGX currently has the higher Sharpe Ratio (1.17 vs 1.12), 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

Find the right allocation for FGOVX and FSTGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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