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FVIIX vs. FUMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVIIX vs. FUMBX - 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 Short-Term Treasury Bond Index Fund (FUMBX). The values are adjusted to include any dividend payments, if applicable.

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FVIIX vs. FUMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVIIX
Fidelity Advisor Government Income Fund Class I
-0.03%6.52%0.07%3.80%-13.09%-2.26%6.85%6.27%0.67%-0.03%
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
-0.10%5.83%3.25%4.47%-5.84%-1.38%4.22%4.19%1.47%-0.33%

Returns By Period

In the year-to-date period, FVIIX achieves a -0.03% return, which is significantly higher than FUMBX's -0.10% return.


FVIIX

1D
0.11%
1M
-1.50%
YTD
-0.03%
6M
0.65%
1Y
3.13%
3Y*
2.41%
5Y*
-0.57%
10Y*
0.76%

FUMBX

1D
0.10%
1M
-0.77%
YTD
-0.10%
6M
0.85%
1Y
3.55%
3Y*
3.80%
5Y*
1.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVIIX vs. FUMBX - Expense Ratio Comparison

FVIIX has a 0.49% expense ratio, which is higher than FUMBX's 0.03% expense ratio.


Return for Risk

FVIIX vs. FUMBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FVIIX
FVIIX Risk / Return Rank: 3535
Overall Rank
FVIIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FVIIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FVIIX Omega Ratio Rank: 2323
Omega Ratio Rank
FVIIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FVIIX Martin Ratio Rank: 3232
Martin Ratio Rank

FUMBX
FUMBX Risk / Return Rank: 8585
Overall Rank
FUMBX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FUMBX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FUMBX Omega Ratio Rank: 8181
Omega Ratio Rank
FUMBX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FUMBX Martin Ratio Rank: 8484
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.

FVIIX vs. FUMBX - 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 Short-Term Treasury Bond Index Fund (FUMBX). 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.


FVIIXFUMBXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.55

-0.73

Sortino ratio

Return per unit of downside risk

1.20

2.43

-1.23

Omega ratio

Gain probability vs. loss probability

1.14

1.33

-0.18

Calmar ratio

Return relative to maximum drawdown

1.39

2.52

-1.13

Martin ratio

Return relative to average drawdown

3.75

8.74

-4.99

FVIIX vs. FUMBX - Sharpe Ratio Comparison

The current FVIIX Sharpe Ratio is 0.82, which is lower than the FUMBX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FVIIX and FUMBX, 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


FVIIXFUMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.55

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.45

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.73

-0.21

Correlation

The correlation between FVIIX and FUMBX is 0.82, 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.


Dividends

FVIIX vs. FUMBX - Dividend Comparison

FVIIX's dividend yield for the trailing twelve months is around 3.09%, less than FUMBX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
FVIIX
Fidelity Advisor Government Income Fund Class I
3.09%3.33%3.18%2.29%1.09%0.58%2.35%2.07%2.02%1.75%2.64%2.21%
FUMBX
Fidelity Short-Term Treasury Bond Index Fund
3.41%3.51%2.91%1.64%0.86%1.15%1.41%1.88%1.64%0.34%0.00%0.00%

Drawdowns

FVIIX vs. FUMBX - Drawdown Comparison

The maximum FVIIX drawdown since its inception was -20.08%, which is greater than FUMBX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for FVIIX and FUMBX.


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Drawdown Indicators


FVIIXFUMBXDifference

Max Drawdown

Largest peak-to-trough decline

-20.08%

-8.83%

-11.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-1.54%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-8.60%

-9.53%

Max Drawdown (10Y)

Largest decline over 10 years

-20.08%

Current Drawdown

Current decline from peak

-7.50%

-1.06%

-6.44%

Average Drawdown

Average peak-to-trough decline

-3.72%

-1.88%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.44%

+0.62%

Volatility

FVIIX vs. FUMBX - Volatility Comparison

Fidelity Advisor Government Income Fund Class I (FVIIX) has a higher volatility of 1.44% compared to Fidelity Short-Term Treasury Bond Index Fund (FUMBX) at 0.74%. This indicates that FVIIX's price experiences larger fluctuations and is considered to be riskier than FUMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVIIXFUMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

0.74%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

1.37%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

2.32%

+1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

2.89%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

2.49%

+2.53%