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FIKPX vs. DFFGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIKPX vs. DFFGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Government Income Fund Class Z (FIKPX) and DFA Short-Term Government Portfolio (DFFGX). The values are adjusted to include any dividend payments, if applicable.

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FIKPX vs. DFFGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIKPX
Fidelity Advisor Government Income Fund Class Z
-0.01%6.66%0.72%3.93%-13.01%-2.17%6.88%6.50%3.03%
DFFGX
DFA Short-Term Government Portfolio
0.87%3.12%5.29%5.01%-4.41%-1.27%0.39%2.52%1.63%

Returns By Period

In the year-to-date period, FIKPX achieves a -0.01% return, which is significantly lower than DFFGX's 0.87% return.


FIKPX

1D
0.11%
1M
-1.50%
YTD
-0.01%
6M
0.59%
1Y
3.15%
3Y*
2.72%
5Y*
-0.35%
10Y*

DFFGX

1D
0.00%
1M
0.26%
YTD
0.87%
6M
1.92%
1Y
2.99%
3Y*
4.36%
5Y*
1.81%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIKPX vs. DFFGX - Expense Ratio Comparison

FIKPX has a 0.36% expense ratio, which is higher than DFFGX's 0.18% expense ratio.


Return for Risk

FIKPX vs. DFFGX — Risk / Return Rank

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

FIKPX
FIKPX Risk / Return Rank: 3030
Overall Rank
FIKPX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FIKPX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FIKPX Omega Ratio Rank: 2020
Omega Ratio Rank
FIKPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FIKPX Martin Ratio Rank: 2727
Martin Ratio Rank

DFFGX
DFFGX Risk / Return Rank: 9393
Overall Rank
DFFGX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DFFGX Sortino Ratio Rank: 9393
Sortino Ratio Rank
DFFGX Omega Ratio Rank: 100100
Omega Ratio Rank
DFFGX Calmar Ratio Rank: 9393
Calmar Ratio Rank
DFFGX Martin Ratio Rank: 8383
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.

FIKPX vs. DFFGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Government Income Fund Class Z (FIKPX) and DFA Short-Term Government Portfolio (DFFGX). 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.


FIKPXDFFGXDifference

Sharpe ratio

Return per unit of total volatility

0.82

2.60

-1.78

Sortino ratio

Return per unit of downside risk

1.19

2.99

-1.80

Omega ratio

Gain probability vs. loss probability

1.14

3.97

-2.83

Calmar ratio

Return relative to maximum drawdown

1.41

3.09

-1.69

Martin ratio

Return relative to average drawdown

3.72

9.14

-5.42

FIKPX vs. DFFGX - Sharpe Ratio Comparison

The current FIKPX Sharpe Ratio is 0.82, which is lower than the DFFGX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of FIKPX and DFFGX, 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


FIKPXDFFGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

2.60

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.98

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.49

-0.23

Correlation

The correlation between FIKPX and DFFGX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FIKPX vs. DFFGX - Dividend Comparison

FIKPX's dividend yield for the trailing twelve months is around 3.21%, more than DFFGX's 2.86% yield.


TTM20252024202320222021202020192018201720162015
FIKPX
Fidelity Advisor Government Income Fund Class Z
3.21%3.46%3.84%2.41%1.19%0.68%2.48%2.19%0.56%0.00%0.00%0.00%
DFFGX
DFA Short-Term Government Portfolio
2.86%2.98%4.87%3.57%1.85%0.15%0.29%1.83%1.53%1.18%0.99%1.27%

Drawdowns

FIKPX vs. DFFGX - Drawdown Comparison

The maximum FIKPX drawdown since its inception was -19.71%, which is greater than DFFGX's maximum drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for FIKPX and DFFGX.


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Drawdown Indicators


FIKPXDFFGXDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-10.09%

-9.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-1.00%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-6.49%

-11.42%

Max Drawdown (10Y)

Largest decline over 10 years

-6.49%

Current Drawdown

Current decline from peak

-6.41%

0.00%

-6.41%

Average Drawdown

Average peak-to-trough decline

-7.45%

-0.86%

-6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.34%

+0.73%

Volatility

FIKPX vs. DFFGX - Volatility Comparison

Fidelity Advisor Government Income Fund Class Z (FIKPX) has a higher volatility of 1.40% compared to DFA Short-Term Government Portfolio (DFFGX) at 0.15%. This indicates that FIKPX's price experiences larger fluctuations and is considered to be riskier than DFFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIKPXDFFGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

0.15%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

0.40%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.29%

1.42%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

1.85%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.56%

1.57%

+3.99%