PortfoliosLab logoPortfoliosLab logo
FGOVX vs. VCIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGOVX vs. VCIT - Performance Comparison

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

Loading graphics...

FGOVX vs. VCIT - 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%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.45%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%

Returns By Period

In the year-to-date period, FGOVX achieves a -0.24% return, which is significantly higher than VCIT's -0.45% return. Over the past 10 years, FGOVX has underperformed VCIT with an annualized return of 0.80%, while VCIT has yielded a comparatively higher 3.06% 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%

VCIT

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.69%
1Y
6.08%
3Y*
5.56%
5Y*
1.42%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FGOVX vs. VCIT - Expense Ratio Comparison

FGOVX has a 0.45% expense ratio, which is higher than VCIT's 0.04% expense ratio.


Return for Risk

FGOVX vs. VCIT — 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

VCIT
VCIT Risk / Return Rank: 7474
Overall Rank
VCIT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6767
Omega Ratio Rank
VCIT Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCIT 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. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Government Income Fund (FGOVX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


FGOVXVCITDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.26

-0.37

Sortino ratio

Return per unit of downside risk

1.29

1.76

-0.47

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratio

Return relative to maximum drawdown

1.53

2.07

-0.54

Martin ratio

Return relative to average drawdown

4.07

7.31

-3.24

FGOVX vs. VCIT - Sharpe Ratio Comparison

The current FGOVX Sharpe Ratio is 0.88, which is comparable to the VCIT Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FGOVX and VCIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FGOVXVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.26

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.22

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.49

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.75

-0.04

Correlation

The correlation between FGOVX and VCIT is 0.81, 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. VCIT - Dividend Comparison

FGOVX's dividend yield for the trailing twelve months is around 3.13%, less than VCIT's 4.72% 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%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.72%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Drawdowns

FGOVX vs. VCIT - Drawdown Comparison

The maximum FGOVX drawdown since its inception was -19.93%, roughly equal to the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for FGOVX and VCIT.


Loading graphics...

Drawdown Indicators


FGOVXVCITDifference

Max Drawdown

Largest peak-to-trough decline

-19.93%

-20.56%

+0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.99%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.00%

-20.56%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-19.93%

-20.56%

+0.63%

Current Drawdown

Current decline from peak

-7.22%

-1.98%

-5.24%

Average Drawdown

Average peak-to-trough decline

-3.92%

-3.18%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.85%

+0.22%

Volatility

FGOVX vs. VCIT - Volatility Comparison

The current volatility for Fidelity Government Income Fund (FGOVX) is 1.55%, while Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a volatility of 2.07%. This indicates that FGOVX experiences smaller price fluctuations and is considered to be less risky than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FGOVXVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

2.07%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

2.84%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.32%

4.85%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.06%

6.60%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

6.27%

-1.24%