PortfoliosLab logo
FSGVX vs. FTHRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSGVX and FTHRX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FSGVX vs. FTHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Short-Term Government Fund (FSGVX) and Fidelity Intermediate Bond Fund (FTHRX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FSGVX:

2.45

FTHRX:

1.85

Sortino Ratio

FSGVX:

4.01

FTHRX:

2.66

Omega Ratio

FSGVX:

1.56

FTHRX:

1.33

Calmar Ratio

FSGVX:

3.92

FTHRX:

1.19

Martin Ratio

FSGVX:

9.83

FTHRX:

5.45

Ulcer Index

FSGVX:

0.49%

FTHRX:

1.12%

Daily Std Dev

FSGVX:

2.13%

FTHRX:

3.57%

Max Drawdown

FSGVX:

-9.37%

FTHRX:

-12.77%

Current Drawdown

FSGVX:

-0.72%

FTHRX:

-0.58%

Returns By Period

In the year-to-date period, FSGVX achieves a 1.64% return, which is significantly lower than FTHRX's 2.67% return. Over the past 10 years, FSGVX has underperformed FTHRX with an annualized return of 1.20%, while FTHRX has yielded a comparatively higher 2.02% annualized return.


FSGVX

YTD

1.64%

1M

-0.72%

6M

2.24%

1Y

5.25%

3Y*

2.61%

5Y*

0.92%

10Y*

1.20%

FTHRX

YTD

2.67%

1M

-0.58%

6M

2.19%

1Y

6.63%

3Y*

2.85%

5Y*

0.81%

10Y*

2.02%

*Annualized

Compare stocks, funds, or ETFs

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


Fidelity Intermediate Bond Fund

FSGVX vs. FTHRX - Expense Ratio Comparison

FSGVX has a 0.41% expense ratio, which is lower than FTHRX's 0.45% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FSGVX vs. FTHRX — Risk-Adjusted Performance Rank

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

FSGVX
The Risk-Adjusted Performance Rank of FSGVX is 9494
Overall Rank
The Sharpe Ratio Rank of FSGVX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of FSGVX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of FSGVX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FSGVX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of FSGVX is 9393
Martin Ratio Rank

FTHRX
The Risk-Adjusted Performance Rank of FTHRX is 8888
Overall Rank
The Sharpe Ratio Rank of FTHRX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FTHRX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FTHRX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FTHRX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FTHRX is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSGVX vs. FTHRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Short-Term Government Fund (FSGVX) and Fidelity Intermediate Bond Fund (FTHRX). 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 FSGVX Sharpe Ratio is 2.45, which is higher than the FTHRX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of FSGVX and FTHRX, 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 data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSGVX vs. FTHRX - Dividend Comparison

FSGVX's dividend yield for the trailing twelve months is around 4.49%, more than FTHRX's 3.51% yield.


TTM20242023202220212020201920182017201620152014
FSGVX
Federated Hermes Short-Term Government Fund
4.49%4.50%3.87%2.13%0.56%1.05%2.25%1.89%1.15%0.98%0.92%0.76%
FTHRX
Fidelity Intermediate Bond Fund
3.51%3.49%2.94%2.04%1.81%4.31%2.50%2.47%2.20%2.21%2.58%2.35%

Drawdowns

FSGVX vs. FTHRX - Drawdown Comparison

The maximum FSGVX drawdown since its inception was -9.37%, smaller than the maximum FTHRX drawdown of -12.77%. Use the drawdown chart below to compare losses from any high point for FSGVX and FTHRX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FSGVX vs. FTHRX - Volatility Comparison

The current volatility for Federated Hermes Short-Term Government Fund (FSGVX) is 0.55%, while Fidelity Intermediate Bond Fund (FTHRX) has a volatility of 0.97%. This indicates that FSGVX experiences smaller price fluctuations and is considered to be less risky than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...