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

Correlation

The correlation between FSTGX and PHIYX is -0.14. 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. 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.

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Key characteristics

Sharpe Ratio

FSTGX:

1.72

PHIYX:

2.20

Sortino Ratio

FSTGX:

2.47

PHIYX:

3.04

Omega Ratio

FSTGX:

1.31

PHIYX:

1.47

Calmar Ratio

FSTGX:

0.69

PHIYX:

2.31

Martin Ratio

FSTGX:

4.26

PHIYX:

9.82

Ulcer Index

FSTGX:

1.30%

PHIYX:

0.82%

Daily Std Dev

FSTGX:

3.49%

PHIYX:

3.81%

Max Drawdown

FSTGX:

-13.16%

PHIYX:

-32.73%

Current Drawdown

FSTGX:

-3.05%

PHIYX:

0.00%

Returns By Period

In the year-to-date period, FSTGX achieves a 2.52% return, which is significantly higher than PHIYX's 2.07% return. Over the past 10 years, FSTGX has underperformed PHIYX with an annualized return of 1.08%, while PHIYX has yielded a comparatively higher 4.43% annualized return.


FSTGX

YTD

2.52%

1M

-0.81%

6M

2.16%

1Y

6.02%

3Y*

1.74%

5Y*

-0.53%

10Y*

1.08%

PHIYX

YTD

2.07%

1M

1.13%

6M

1.76%

1Y

8.33%

3Y*

5.93%

5Y*

4.64%

10Y*

4.43%

*Annualized

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PIMCO High Yield Fund

FSTGX vs. PHIYX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FSTGX vs. PHIYX — 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 8282
Overall Rank
The Sharpe Ratio Rank of FSTGX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTGX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FSTGX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FSTGX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FSTGX is 8080
Martin Ratio Rank

PHIYX
The Risk-Adjusted Performance Rank of PHIYX is 9292
Overall Rank
The Sharpe Ratio Rank of PHIYX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PHIYX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of PHIYX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of PHIYX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of PHIYX is 9393
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. 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.


The current FSTGX Sharpe Ratio is 1.72, which is comparable to the PHIYX Sharpe Ratio of 2.20. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FSTGX vs. PHIYX - Dividend Comparison

FSTGX's dividend yield for the trailing twelve months is around 3.03%, less than PHIYX's 6.23% yield.


TTM20242023202220212020201920182017201620152014
FSTGX
Fidelity Intermediate Government Income Fund
3.03%2.95%2.11%1.43%0.92%2.66%1.85%1.84%1.47%2.06%1.88%1.25%
PHIYX
PIMCO High Yield Fund
6.23%6.18%5.62%7.38%4.53%4.56%5.04%5.63%5.12%5.38%8.80%8.63%

Drawdowns

FSTGX vs. PHIYX - Drawdown Comparison

The maximum FSTGX drawdown since its inception was -13.16%, 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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FSTGX vs. PHIYX - Volatility Comparison

Fidelity Intermediate Government Income Fund (FSTGX) and PIMCO High Yield Fund (PHIYX) have volatilities of 0.97% and 0.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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