PortfoliosLab logoPortfoliosLab logo
FSTGX vs. FADMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTGX vs. FADMX - Performance Comparison

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

Loading graphics...

FSTGX vs. FADMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSTGX
Fidelity Intermediate Government Income Fund
-0.22%6.00%2.24%3.88%-8.76%-2.28%5.46%4.84%2.59%
FADMX
Fidelity Strategic Income Fund
-0.89%9.01%6.07%9.55%-11.84%3.46%6.72%11.06%-2.02%

Returns By Period

In the year-to-date period, FSTGX achieves a -0.22% return, which is significantly higher than FADMX's -0.89% return.


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%

FADMX

1D
0.00%
1M
-2.62%
YTD
-0.89%
6M
0.47%
1Y
7.18%
3Y*
6.77%
5Y*
2.82%
10Y*
*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.


FSTGX vs. FADMX - Expense Ratio Comparison

FSTGX has a 0.45% expense ratio, which is lower than FADMX's 0.66% expense ratio.


Return for Risk

FSTGX vs. FADMX — Risk / Return Rank

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

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

FADMX
FADMX Risk / Return Rank: 9393
Overall Rank
FADMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FADMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FADMX Omega Ratio Rank: 9292
Omega Ratio Rank
FADMX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FADMX Martin Ratio Rank: 9393
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.

FSTGX vs. FADMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Government Income Fund (FSTGX) and Fidelity Strategic Income Fund (FADMX). 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.


FSTGXFADMXDifference

Sharpe ratio

Return per unit of total volatility

1.23

2.14

-0.91

Sortino ratio

Return per unit of downside risk

1.89

2.98

-1.09

Omega ratio

Gain probability vs. loss probability

1.23

1.43

-0.20

Calmar ratio

Return relative to maximum drawdown

2.27

2.88

-0.62

Martin ratio

Return relative to average drawdown

7.20

11.44

-4.24

FSTGX vs. FADMX - Sharpe Ratio Comparison

The current FSTGX Sharpe Ratio is 1.23, which is lower than the FADMX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of FSTGX and FADMX, 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


FSTGXFADMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

2.14

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.64

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.77

+0.44

Correlation

The correlation between FSTGX and FADMX is 0.55, 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.


Dividends

FSTGX vs. FADMX - Dividend Comparison

FSTGX's dividend yield for the trailing twelve months is around 2.84%, less than FADMX's 4.06% yield.


TTM20252024202320222021202020192018201720162015
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%
FADMX
Fidelity Strategic Income Fund
4.06%4.33%4.21%4.31%2.91%4.23%3.82%4.34%2.74%0.00%0.00%0.00%

Drawdowns

FSTGX vs. FADMX - Drawdown Comparison

The maximum FSTGX drawdown since its inception was -13.66%, smaller than the maximum FADMX drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for FSTGX and FADMX.


Loading graphics...

Drawdown Indicators


FSTGXFADMXDifference

Max Drawdown

Largest peak-to-trough decline

-13.66%

-15.98%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.80%

-2.62%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-12.54%

-15.98%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-13.66%

Current Drawdown

Current decline from peak

-1.40%

-2.62%

+1.22%

Average Drawdown

Average peak-to-trough decline

-1.57%

-3.12%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.66%

-0.09%

Volatility

FSTGX vs. FADMX - Volatility Comparison

The current volatility for Fidelity Intermediate Government Income Fund (FSTGX) is 0.98%, while Fidelity Strategic Income Fund (FADMX) has a volatility of 1.54%. This indicates that FSTGX experiences smaller price fluctuations and is considered to be less risky than FADMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSTGXFADMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.54%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.74%

2.38%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

3.54%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.08%

4.44%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.38%

4.77%

-1.39%