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FGOVX vs. FSTGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FGOVX vs. FSTGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FSTGX
Fidelity Intermediate Government Income Fund
-0.22%6.00%2.24%3.88%-8.76%-2.28%5.46%4.84%1.20%0.98%

Returns By Period

In the year-to-date period, FGOVX achieves a -0.24% return, which is significantly lower than FSTGX's -0.22% return. Over the past 10 years, FGOVX has underperformed FSTGX with an annualized return of 0.80%, while FSTGX has yielded a comparatively higher 1.05% annualized return.


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%

FSTGX

1D
0.31%
1M
-1.40%
YTD
-0.22%
6M
0.74%
1Y
3.29%
3Y*
3.16%
5Y*
0.44%
10Y*
1.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGOVX vs. FSTGX - Expense Ratio Comparison

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


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: 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

FSTGX
FSTGX Risk / Return Rank: 7474
Overall Rank
FSTGX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FSTGX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FSTGX Omega Ratio Rank: 6262
Omega Ratio Rank
FSTGX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FSTGX Martin Ratio Rank: 7575
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.


FGOVXFSTGXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.23

-0.35

Sortino ratio

Return per unit of downside risk

1.29

1.89

-0.60

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.53

2.27

-0.74

Martin ratio

Return relative to average drawdown

4.07

7.20

-3.13

FGOVX vs. FSTGX - Sharpe Ratio Comparison

The current FGOVX Sharpe Ratio is 0.88, which is comparable to the FSTGX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FGOVX and FSTGX, 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


FGOVXFSTGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.23

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.11

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.31

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.21

-0.50

Correlation

The correlation between FGOVX and FSTGX is 0.89, 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

FGOVX vs. FSTGX - Dividend Comparison

FGOVX's dividend yield for the trailing twelve months is around 3.13%, more than FSTGX's 2.84% yield.


TTM20252024202320222021202020192018201720162015
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%
FSTGX
Fidelity Intermediate Government Income Fund
2.84%3.04%2.94%2.12%0.99%0.77%2.65%1.85%1.84%1.47%1.52%1.69%

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

-2.86%

-1.80%

-1.06%

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

-7.22%

-1.40%

-5.82%

Average Drawdown

Average peak-to-trough decline

-3.92%

-1.57%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.57%

+0.50%

Volatility

FGOVX vs. FSTGX - Volatility Comparison

Fidelity Government Income Fund (FGOVX) has a higher volatility of 1.55% compared to Fidelity Intermediate Government Income Fund (FSTGX) at 0.98%. 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

1.55%

0.98%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

1.74%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

2.98%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

4.08%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

3.38%

+1.65%