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

Correlation

The correlation between FSTGX and VFITX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

FSTGX vs. VFITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Intermediate Government Income Fund (FSTGX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.57%
0.63%
FSTGX
VFITX

Key characteristics

Sharpe Ratio

FSTGX:

0.94

VFITX:

0.41

Sortino Ratio

FSTGX:

1.39

VFITX:

0.61

Omega Ratio

FSTGX:

1.18

VFITX:

1.07

Calmar Ratio

FSTGX:

0.35

VFITX:

0.14

Martin Ratio

FSTGX:

2.42

VFITX:

0.94

Ulcer Index

FSTGX:

1.41%

VFITX:

2.25%

Daily Std Dev

FSTGX:

3.60%

VFITX:

5.17%

Max Drawdown

FSTGX:

-14.38%

VFITX:

-18.61%

Current Drawdown

FSTGX:

-5.44%

VFITX:

-11.64%

Returns By Period

In the year-to-date period, FSTGX achieves a -0.00% return, which is significantly higher than VFITX's -0.21% return. Over the past 10 years, FSTGX has outperformed VFITX with an annualized return of 0.75%, while VFITX has yielded a comparatively lower 0.36% annualized return.


FSTGX

YTD

-0.00%

1M

0.46%

6M

1.57%

1Y

3.62%

5Y*

0.03%

10Y*

0.75%

VFITX

YTD

-0.21%

1M

0.13%

6M

0.53%

1Y

2.31%

5Y*

-0.89%

10Y*

0.36%

*Annualized

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FSTGX vs. VFITX - Expense Ratio Comparison

FSTGX has a 0.45% expense ratio, which is higher than VFITX's 0.20% expense ratio.


FSTGX
Fidelity Intermediate Government Income Fund
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%
Expense ratio chart for VFITX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

FSTGX vs. VFITX — 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 3838
Overall Rank
The Sharpe Ratio Rank of FSTGX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTGX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FSTGX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FSTGX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of FSTGX is 3131
Martin Ratio Rank

VFITX
The Risk-Adjusted Performance Rank of VFITX is 1313
Overall Rank
The Sharpe Ratio Rank of VFITX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of VFITX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VFITX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of VFITX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of VFITX is 1212
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. VFITX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Government Income Fund (FSTGX) and Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX). 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 0.94, compared to the broader market-1.000.001.002.003.004.000.940.41
The chart of Sortino ratio for FSTGX, currently valued at 1.39, compared to the broader market0.005.0010.001.390.61
The chart of Omega ratio for FSTGX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.07
The chart of Calmar ratio for FSTGX, currently valued at 0.35, compared to the broader market0.005.0010.0015.0020.000.350.14
The chart of Martin ratio for FSTGX, currently valued at 2.42, compared to the broader market0.0020.0040.0060.0080.002.420.93
FSTGX
VFITX

The current FSTGX Sharpe Ratio is 0.94, which is higher than the VFITX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FSTGX and VFITX, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.94
0.41
FSTGX
VFITX

Dividends

FSTGX vs. VFITX - Dividend Comparison

FSTGX's dividend yield for the trailing twelve months is around 3.67%, less than VFITX's 4.07% yield.


TTM20242023202220212020201920182017201620152014
FSTGX
Fidelity Intermediate Government Income Fund
3.67%3.67%2.65%1.68%0.85%1.19%1.85%2.14%1.47%1.22%1.76%1.25%
VFITX
Vanguard Intermediate-Term Treasury Fund Investor Shares
4.07%4.06%3.44%1.97%0.94%1.18%2.32%2.34%1.77%1.61%1.69%1.64%

Drawdowns

FSTGX vs. VFITX - Drawdown Comparison

The maximum FSTGX drawdown since its inception was -14.38%, smaller than the maximum VFITX drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for FSTGX and VFITX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%AugustSeptemberOctoberNovemberDecember2025
-5.44%
-11.64%
FSTGX
VFITX

Volatility

FSTGX vs. VFITX - Volatility Comparison

The current volatility for Fidelity Intermediate Government Income Fund (FSTGX) is 0.97%, while Vanguard Intermediate-Term Treasury Fund Investor Shares (VFITX) has a volatility of 1.52%. This indicates that FSTGX experiences smaller price fluctuations and is considered to be less risky than VFITX 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%1.60%1.80%2.00%AugustSeptemberOctoberNovemberDecember2025
0.97%
1.52%
FSTGX
VFITX
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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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