FSTGX vs. FGMNX

In the year-to-date period, FSTGX achieves a 2.52% return, which is significantly higher than FGMNX's 2.22% return. Over the past 10 years, FSTGX has outperformed FGMNX with an annualized return of 1.08%, while FGMNX has yielded a comparatively lower 0.97% annualized return.

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Both FSTGX and FGMNX have an expense ratio of 0.45%.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Government Income Fund (FSTGX) and Fidelity GNMA Fund (FGMNX). 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 FSTGX Sharpe Ratio is 1.72, which is higher than the FGMNX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FSTGX and FGMNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FSTGX's dividend yield for the trailing twelve months is around 2.80%, less than FGMNX's 3.55% yield.

The maximum FSTGX drawdown since its inception was -13.16%, smaller than the maximum FGMNX drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for FSTGX and FGMNX.

The current volatility for Fidelity Intermediate Government Income Fund (FSTGX) is 0.97%, while Fidelity GNMA Fund (FGMNX) has a volatility of 1.61%. This indicates that FSTGX experiences smaller price fluctuations and is considered to be less risky than FGMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.