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

Correlation

The correlation between FSTGX and PHIYX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

FSTGX vs. PHIYX - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
200.28%
637.18%
FSTGX
PHIYX

Key characteristics

Sharpe Ratio

FSTGX:

0.55

PHIYX:

2.19

Sortino Ratio

FSTGX:

0.81

PHIYX:

3.30

Omega Ratio

FSTGX:

1.10

PHIYX:

1.46

Calmar Ratio

FSTGX:

0.19

PHIYX:

3.00

Martin Ratio

FSTGX:

1.57

PHIYX:

12.79

Ulcer Index

FSTGX:

1.28%

PHIYX:

0.58%

Daily Std Dev

FSTGX:

3.64%

PHIYX:

3.37%

Max Drawdown

FSTGX:

-14.47%

PHIYX:

-32.73%

Current Drawdown

FSTGX:

-7.36%

PHIYX:

-0.86%

Returns By Period

In the year-to-date period, FSTGX achieves a 1.92% return, which is significantly lower than PHIYX's 6.04% return. Over the past 10 years, FSTGX has underperformed PHIYX with an annualized return of 0.61%, while PHIYX has yielded a comparatively higher 4.14% annualized return.


FSTGX

YTD

1.92%

1M

-0.41%

6M

1.08%

1Y

2.30%

5Y*

-0.27%

10Y*

0.61%

PHIYX

YTD

6.04%

1M

0.00%

6M

4.00%

1Y

7.26%

5Y*

2.90%

10Y*

4.14%

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. PHIYX - Expense Ratio Comparison

FSTGX has a 0.45% expense ratio, which is lower than PHIYX's 0.56% expense ratio.


PHIYX
PIMCO High Yield Fund
Expense ratio chart for PHIYX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
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. PHIYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Government Income Fund (FSTGX) and PIMCO High Yield Fund (PHIYX). 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 0.55, compared to the broader market-1.000.001.002.003.004.000.552.04
The chart of Sortino ratio for FSTGX, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.813.07
The chart of Omega ratio for FSTGX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.43
The chart of Calmar ratio for FSTGX, currently valued at 0.19, compared to the broader market0.005.0010.0015.000.192.78
The chart of Martin ratio for FSTGX, currently valued at 1.57, compared to the broader market0.0020.0040.0060.001.5711.85
FSTGX
PHIYX

The current FSTGX Sharpe Ratio is 0.55, which is lower than the PHIYX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of FSTGX and PHIYX, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.55
2.04
FSTGX
PHIYX

Dividends

FSTGX vs. PHIYX - Dividend Comparison

FSTGX's dividend yield for the trailing twelve months is around 2.80%, less than PHIYX's 5.58% yield.


TTM20232022202120202019201820172016201520142013
FSTGX
Fidelity Intermediate Government Income Fund
2.80%2.11%1.43%0.85%1.19%1.85%1.84%1.47%1.22%1.76%1.25%1.65%
PHIYX
PIMCO High Yield Fund
5.58%5.62%5.42%4.53%4.56%5.04%5.63%5.12%5.38%6.16%6.58%5.94%

Drawdowns

FSTGX vs. PHIYX - Drawdown Comparison

The maximum FSTGX drawdown since its inception was -14.47%, smaller than the maximum PHIYX drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FSTGX and PHIYX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.36%
-0.86%
FSTGX
PHIYX

Volatility

FSTGX vs. PHIYX - Volatility Comparison

Fidelity Intermediate Government Income Fund (FSTGX) has a higher volatility of 1.02% compared to PIMCO High Yield Fund (PHIYX) at 0.62%. This indicates that FSTGX's price experiences larger fluctuations and is considered to be riskier than PHIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%JulyAugustSeptemberOctoberNovemberDecember
1.02%
0.62%
FSTGX
PHIYX
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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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