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FVIIX vs. FGOVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVIIX vs. FGOVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Government Income Fund Class I (FVIIX) and Fidelity Government Income Fund (FGOVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with FVIIX having a -0.60% return and FGOVX slightly higher at -0.58%. Over the past 10 years, FVIIX has underperformed FGOVX with an annualized return of 0.51%, while FGOVX has yielded a comparatively higher 0.58% annualized return.


FVIIX

1D
0.00%
1M
-1.09%
6M
-0.75%
YTD
-0.60%
1Y
1.51%
3Y*
2.80%
5Y*
-1.13%
10Y*
0.51%
ALL TIME*
2.24%

FGOVX

1D
0.00%
1M
-1.09%
6M
-0.63%
YTD
-0.58%
1Y
1.55%
3Y*
2.92%
5Y*
-1.03%
10Y*
0.58%
ALL TIME*
3.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FVIIX vs. FGOVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVIIX
Fidelity Advisor Government Income Fund Class I
-0.60%6.52%0.07%3.80%-13.09%-2.26%6.85%6.27%0.67%2.06%
FGOVX
Fidelity Government Income Fund
-0.58%6.57%0.09%4.23%-13.09%-2.25%6.79%6.41%0.63%2.22%

Correlation

The correlation between FVIIX and FGOVX is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (10Y)
Provides a long-term view across more market conditions.

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2005

0.96

The correlation between FVIIX and FGOVX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

FVIIX vs. FGOVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FVIIX
FVIIX Risk / Return Rank: 1919
Overall Rank
FVIIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FVIIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
FVIIX Omega Ratio Rank: 1919
Omega Ratio Rank
FVIIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FVIIX Martin Ratio Rank: 1616
Martin Ratio Rank

FGOVX
FGOVX Risk / Return Rank: 1919
Overall Rank
FGOVX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FGOVX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FGOVX Omega Ratio Rank: 1919
Omega Ratio Rank
FGOVX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FGOVX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FVIIX vs. FGOVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Government Income Fund Class I (FVIIX) and Fidelity Government Income Fund (FGOVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FVIIXFGOVXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.13

1.13

0.00

Calmar ratioReturn relative to maximum drawdown

0.92

0.90

+0.02

Martin ratioReturn relative to average drawdown

2.22

2.22

0.00

FVIIX vs. FGOVX - Sharpe Ratio Comparison

The current FVIIX Sharpe Ratio is 0.76, which is comparable to the FGOVX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FVIIX and FGOVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FVIIX vs. FGOVX - Drawdown Comparison

The maximum FVIIX drawdown since its inception was -20.08%, roughly equal to the maximum FGOVX drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for FVIIX and FGOVX.


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Drawdown Indicators


FVIIXFGOVXDifference

Max Drawdown

Largest peak-to-trough decline

-20.08%

-19.93%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-3.06%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-5.29%

-5.19%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-18.00%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-20.08%

-19.93%

-0.15%

Current Drawdown

Current decline from peak

-8.03%

-7.54%

-0.49%

Average Drawdown

Average peak-to-trough decline

-3.78%

-3.94%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

1.23%

-0.02%

Volatility

FVIIX vs. FGOVX - Volatility Comparison

The current volatility for Fidelity Advisor Government Income Fund Class I (FVIIX) is 0.84%, while Fidelity Government Income Fund (FGOVX) has a volatility of 0.95%. This indicates that FVIIX experiences smaller price fluctuations and is considered to be less risky than FGOVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVIIXFGOVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.95%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.90%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

3.72%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

6.09%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

5.04%

-0.02%

FVIIX vs. FGOVX - Expense Ratio Comparison

FVIIX has a 0.49% expense ratio, which is higher than FGOVX's 0.45% expense ratio.


Dividends

FVIIX vs. FGOVX - Dividend Comparison

FVIIX's dividend yield for the trailing twelve months is around 3.21%, which matches FGOVX's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
FGOVX
Fidelity Government Income Fund
3.24%3.37%3.20%2.57%1.13%0.60%2.39%2.10%2.08%1.81%2.69%2.25%
FVIIX
Fidelity Advisor Government Income Fund Class I
3.21%3.33%3.18%2.29%1.09%0.58%2.35%2.07%2.02%1.75%2.64%2.21%

Frequently Asked Questions


With a correlation of 0.93, FVIIX and FGOVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FGOVX has higher volatility (0.95%) compared to FVIIX (0.84%). In terms of maximum drawdown, FVIIX dropped -20.08% vs FGOVX's -19.93%.

FVIIX currently has the higher Sharpe Ratio (0.76 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FVIIX and FGOVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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