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

Correlation

The correlation between FSTGX and FTABX is -0.13. 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

FSTGX vs. FTABX - Performance Comparison

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

80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
91.49%
163.97%
FSTGX
FTABX

Key characteristics

Sharpe Ratio

FSTGX:

1.56

FTABX:

0.13

Sortino Ratio

FSTGX:

2.55

FTABX:

0.22

Omega Ratio

FSTGX:

1.32

FTABX:

1.04

Calmar Ratio

FSTGX:

0.55

FTABX:

0.13

Martin Ratio

FSTGX:

4.42

FTABX:

0.47

Ulcer Index

FSTGX:

1.28%

FTABX:

1.66%

Daily Std Dev

FSTGX:

3.47%

FTABX:

5.37%

Max Drawdown

FSTGX:

-14.47%

FTABX:

-15.54%

Current Drawdown

FSTGX:

-4.74%

FTABX:

-3.31%

Returns By Period

In the year-to-date period, FSTGX achieves a 2.27% return, which is significantly higher than FTABX's -1.26% return. Over the past 10 years, FSTGX has underperformed FTABX with an annualized return of 0.82%, while FTABX has yielded a comparatively higher 2.40% annualized return.


FSTGX

YTD

2.27%

1M

0.20%

6M

2.33%

1Y

5.43%

5Y*

-0.84%

10Y*

0.82%

FTABX

YTD

-1.26%

1M

2.68%

6M

-1.29%

1Y

0.68%

5Y*

1.59%

10Y*

2.40%

*Annualized

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FSTGX vs. FTABX - Expense Ratio Comparison

FSTGX has a 0.45% expense ratio, which is higher than FTABX's 0.25% expense ratio.


Risk-Adjusted Performance

FSTGX vs. FTABX — 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 8585
Overall Rank
The Sharpe Ratio Rank of FSTGX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTGX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FSTGX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FSTGX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FSTGX is 8585
Martin Ratio Rank

FTABX
The Risk-Adjusted Performance Rank of FTABX is 2929
Overall Rank
The Sharpe Ratio Rank of FTABX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FTABX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FTABX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FTABX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FTABX is 3131
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. FTABX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Government Income Fund (FSTGX) and Fidelity Tax-Free Bond Fund (FTABX). 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 1.56, which is higher than the FTABX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of FSTGX and FTABX, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.56
0.13
FSTGX
FTABX

Dividends

FSTGX vs. FTABX - Dividend Comparison

FSTGX's dividend yield for the trailing twelve months is around 2.79%, less than FTABX's 2.85% yield.


TTM20242023202220212020201920182017201620152014
FSTGX
Fidelity Intermediate Government Income Fund
2.79%2.95%2.11%1.43%0.85%1.19%1.85%1.84%1.47%1.22%1.76%1.25%
FTABX
Fidelity Tax-Free Bond Fund
2.85%3.02%2.90%2.85%2.40%2.60%2.84%3.02%3.07%3.37%3.58%3.62%

Drawdowns

FSTGX vs. FTABX - Drawdown Comparison

The maximum FSTGX drawdown since its inception was -14.47%, smaller than the maximum FTABX drawdown of -15.54%. Use the drawdown chart below to compare losses from any high point for FSTGX and FTABX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-4.74%
-3.31%
FSTGX
FTABX

Volatility

FSTGX vs. FTABX - Volatility Comparison

The current volatility for Fidelity Intermediate Government Income Fund (FSTGX) is 1.08%, while Fidelity Tax-Free Bond Fund (FTABX) has a volatility of 2.69%. This indicates that FSTGX experiences smaller price fluctuations and is considered to be less risky than FTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%December2025FebruaryMarchAprilMay
1.08%
2.69%
FSTGX
FTABX