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FSTGX vs. EVGOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSTGX and EVGOX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FSTGX vs. EVGOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Government Income Fund (FSTGX) and Eaton Vance Government Opportunities Fund (EVGOX). The values are adjusted to include any dividend payments, if applicable.

-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.57%
-0.47%
FSTGX
EVGOX

Key characteristics

Sharpe Ratio

FSTGX:

0.94

EVGOX:

0.15

Sortino Ratio

FSTGX:

1.39

EVGOX:

0.25

Omega Ratio

FSTGX:

1.18

EVGOX:

1.03

Calmar Ratio

FSTGX:

0.35

EVGOX:

0.12

Martin Ratio

FSTGX:

2.42

EVGOX:

0.33

Ulcer Index

FSTGX:

1.41%

EVGOX:

3.18%

Daily Std Dev

FSTGX:

3.60%

EVGOX:

7.24%

Max Drawdown

FSTGX:

-14.38%

EVGOX:

-17.65%

Current Drawdown

FSTGX:

-5.44%

EVGOX:

-5.14%

Returns By Period

In the year-to-date period, FSTGX achieves a -0.00% return, which is significantly higher than EVGOX's -0.77% return. Over the past 10 years, FSTGX has outperformed EVGOX with an annualized return of 0.75%, while EVGOX has yielded a comparatively lower 0.68% annualized return.


FSTGX

YTD

-0.00%

1M

0.46%

6M

1.57%

1Y

3.62%

5Y*

0.03%

10Y*

0.75%

EVGOX

YTD

-0.77%

1M

-0.29%

6M

-0.46%

1Y

1.62%

5Y*

0.37%

10Y*

0.68%

*Annualized

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FSTGX vs. EVGOX - Expense Ratio Comparison

FSTGX has a 0.45% expense ratio, which is lower than EVGOX's 1.05% expense ratio.


EVGOX
Eaton Vance Government Opportunities Fund
Expense ratio chart for EVGOX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for FSTGX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FSTGX vs. EVGOX — Risk-Adjusted Performance Rank

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

FSTGX
The Risk-Adjusted Performance Rank of FSTGX is 3838
Overall Rank
The Sharpe Ratio Rank of FSTGX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTGX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FSTGX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FSTGX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of FSTGX is 3131
Martin Ratio Rank

EVGOX
The Risk-Adjusted Performance Rank of EVGOX is 77
Overall Rank
The Sharpe Ratio Rank of EVGOX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EVGOX is 77
Sortino Ratio Rank
The Omega Ratio Rank of EVGOX is 66
Omega Ratio Rank
The Calmar Ratio Rank of EVGOX is 99
Calmar Ratio Rank
The Martin Ratio Rank of EVGOX is 77
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.

FSTGX vs. EVGOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Government Income Fund (FSTGX) and Eaton Vance Government Opportunities Fund (EVGOX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSTGX, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.000.940.17
The chart of Sortino ratio for FSTGX, currently valued at 1.39, compared to the broader market0.005.0010.001.390.28
The chart of Omega ratio for FSTGX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.04
The chart of Calmar ratio for FSTGX, currently valued at 0.35, compared to the broader market0.005.0010.0015.0020.000.350.14
The chart of Martin ratio for FSTGX, currently valued at 2.42, compared to the broader market0.0020.0040.0060.0080.002.420.39
FSTGX
EVGOX

The current FSTGX Sharpe Ratio is 0.94, which is higher than the EVGOX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of FSTGX and EVGOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.94
0.17
FSTGX
EVGOX

Dividends

FSTGX vs. EVGOX - Dividend Comparison

FSTGX's dividend yield for the trailing twelve months is around 3.67%, less than EVGOX's 5.74% yield.


TTM20242023202220212020201920182017201620152014
FSTGX
Fidelity Intermediate Government Income Fund
3.67%3.67%2.65%1.68%0.85%1.19%1.85%2.14%1.47%1.22%1.76%1.25%
EVGOX
Eaton Vance Government Opportunities Fund
5.74%5.69%5.47%2.77%1.78%2.18%3.26%3.35%3.55%3.30%3.81%4.16%

Drawdowns

FSTGX vs. EVGOX - Drawdown Comparison

The maximum FSTGX drawdown since its inception was -14.38%, smaller than the maximum EVGOX drawdown of -17.65%. Use the drawdown chart below to compare losses from any high point for FSTGX and EVGOX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.44%
-5.14%
FSTGX
EVGOX

Volatility

FSTGX vs. EVGOX - Volatility Comparison

The current volatility for Fidelity Intermediate Government Income Fund (FSTGX) is 0.97%, while Eaton Vance Government Opportunities Fund (EVGOX) has a volatility of 2.21%. This indicates that FSTGX experiences smaller price fluctuations and is considered to be less risky than EVGOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%AugustSeptemberOctoberNovemberDecember2025
0.97%
2.21%
FSTGX
EVGOX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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