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FSTGX vs. PHIYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FSTGX vs. PHIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTGX
Fidelity Intermediate Government Income Fund
-0.22%6.00%2.24%3.88%-8.76%-2.28%5.46%4.84%1.20%0.98%
PHIYX
PIMCO High Yield Fund
-1.93%8.60%6.81%12.83%-11.96%4.07%5.37%14.96%-2.47%7.03%

Returns By Period

In the year-to-date period, FSTGX achieves a -0.22% return, which is significantly higher than PHIYX's -1.93% return. Over the past 10 years, FSTGX has underperformed PHIYX with an annualized return of 1.05%, while PHIYX has yielded a comparatively higher 5.02% annualized 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%

PHIYX

1D
0.13%
1M
-2.46%
YTD
-1.93%
6M
-0.11%
1Y
5.40%
3Y*
7.26%
5Y*
3.28%
10Y*
5.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTGX vs. PHIYX - Expense Ratio Comparison

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


Return for Risk

FSTGX vs. PHIYX — 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

PHIYX
PHIYX Risk / Return Rank: 8282
Overall Rank
PHIYX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PHIYX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PHIYX Omega Ratio Rank: 8585
Omega Ratio Rank
PHIYX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PHIYX Martin Ratio Rank: 7777
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. PHIYX - Risk-Adjusted Trends 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.


FSTGXPHIYXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.57

-0.34

Sortino ratio

Return per unit of downside risk

1.89

2.25

-0.36

Omega ratio

Gain probability vs. loss probability

1.23

1.35

-0.12

Calmar ratio

Return relative to maximum drawdown

2.27

1.80

+0.47

Martin ratio

Return relative to average drawdown

7.20

7.47

-0.27

FSTGX vs. PHIYX - Sharpe Ratio Comparison

The current FSTGX Sharpe Ratio is 1.23, which is comparable to the PHIYX Sharpe Ratio of 1.57. 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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Sharpe Ratios by Period


FSTGXPHIYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.57

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.63

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.90

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

1.29

-0.08

Correlation

The correlation between FSTGX and PHIYX is 0.21, 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.


Dividends

FSTGX vs. PHIYX - Dividend Comparison

FSTGX's dividend yield for the trailing twelve months is around 2.84%, less than PHIYX's 5.88% 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%
PHIYX
PIMCO High Yield Fund
5.88%6.19%6.18%5.62%6.01%4.53%4.55%5.04%5.63%5.11%5.37%8.79%

Drawdowns

FSTGX vs. PHIYX - Drawdown Comparison

The maximum FSTGX drawdown since its inception was -13.66%, 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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Drawdown Indicators


FSTGXPHIYXDifference

Max Drawdown

Largest peak-to-trough decline

-13.66%

-32.73%

+19.07%

Max Drawdown (1Y)

Largest decline over 1 year

-1.80%

-3.00%

+1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-12.54%

-15.74%

+3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-13.66%

-20.30%

+6.64%

Current Drawdown

Current decline from peak

-1.40%

-2.46%

+1.06%

Average Drawdown

Average peak-to-trough decline

-1.57%

-2.18%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.72%

-0.15%

Volatility

FSTGX vs. PHIYX - Volatility Comparison

The current volatility for Fidelity Intermediate Government Income Fund (FSTGX) is 0.98%, while PIMCO High Yield Fund (PHIYX) has a volatility of 1.27%. This indicates that FSTGX experiences smaller price fluctuations and is considered to be less risky than PHIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTGXPHIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.27%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.74%

2.32%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

3.73%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.08%

5.25%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.38%

5.62%

-2.24%