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LTUSX vs. FVIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTUSX vs. FVIIX - Performance Comparison

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

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LTUSX vs. FVIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTUSX
Thornburg Limited Term U.S. Government Fund
0.37%6.40%2.40%3.40%-8.06%-1.82%3.77%3.61%0.98%0.60%
FVIIX
Fidelity Advisor Government Income Fund Class I
-0.14%6.52%0.07%3.80%-13.09%-2.26%6.85%6.27%0.67%2.06%

Returns By Period

In the year-to-date period, LTUSX achieves a 0.37% return, which is significantly higher than FVIIX's -0.14% return. Over the past 10 years, LTUSX has outperformed FVIIX with an annualized return of 1.03%, while FVIIX has yielded a comparatively lower 0.75% annualized return.


LTUSX

1D
0.33%
1M
-1.60%
YTD
0.37%
6M
1.36%
1Y
4.15%
3Y*
3.46%
5Y*
0.75%
10Y*
1.03%

FVIIX

1D
0.55%
1M
-2.02%
YTD
-0.14%
6M
0.75%
1Y
3.36%
3Y*
2.38%
5Y*
-0.54%
10Y*
0.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTUSX vs. FVIIX - Expense Ratio Comparison

LTUSX has a 0.92% expense ratio, which is higher than FVIIX's 0.49% expense ratio.


Return for Risk

LTUSX vs. FVIIX — Risk / Return Rank

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

LTUSX
LTUSX Risk / Return Rank: 7777
Overall Rank
LTUSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LTUSX Sortino Ratio Rank: 7878
Sortino Ratio Rank
LTUSX Omega Ratio Rank: 6565
Omega Ratio Rank
LTUSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
LTUSX Martin Ratio Rank: 7878
Martin Ratio Rank

FVIIX
FVIIX Risk / Return Rank: 4646
Overall Rank
FVIIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FVIIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FVIIX Omega Ratio Rank: 3232
Omega Ratio Rank
FVIIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FVIIX Martin Ratio Rank: 4040
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.

LTUSX vs. FVIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thornburg Limited Term U.S. Government Fund (LTUSX) and Fidelity Advisor Government Income Fund Class I (FVIIX). 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.


LTUSXFVIIXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.91

+0.48

Sortino ratio

Return per unit of downside risk

2.00

1.33

+0.67

Omega ratio

Gain probability vs. loss probability

1.25

1.16

+0.09

Calmar ratio

Return relative to maximum drawdown

2.47

1.55

+0.92

Martin ratio

Return relative to average drawdown

7.64

4.21

+3.43

LTUSX vs. FVIIX - Sharpe Ratio Comparison

The current LTUSX Sharpe Ratio is 1.38, which is higher than the FVIIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of LTUSX and FVIIX, 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


LTUSXFVIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.91

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.09

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.15

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.52

+0.63

Correlation

The correlation between LTUSX and FVIIX is 0.87, 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

LTUSX vs. FVIIX - Dividend Comparison

LTUSX's dividend yield for the trailing twelve months is around 2.32%, less than FVIIX's 3.09% yield.


TTM20252024202320222021202020192018201720162015
LTUSX
Thornburg Limited Term U.S. Government Fund
2.32%2.69%2.62%1.89%1.63%1.21%1.35%1.77%1.90%1.45%2.52%1.50%
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%

Drawdowns

LTUSX vs. FVIIX - Drawdown Comparison

The maximum LTUSX drawdown since its inception was -12.34%, smaller than the maximum FVIIX drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for LTUSX and FVIIX.


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Drawdown Indicators


LTUSXFVIIXDifference

Max Drawdown

Largest peak-to-trough decline

-12.34%

-20.08%

+7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

-2.86%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-11.69%

-18.13%

+6.44%

Max Drawdown (10Y)

Largest decline over 10 years

-12.34%

-20.08%

+7.74%

Current Drawdown

Current decline from peak

-1.60%

-7.60%

+6.00%

Average Drawdown

Average peak-to-trough decline

-1.40%

-3.72%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

1.05%

-0.40%

Volatility

LTUSX vs. FVIIX - Volatility Comparison

The current volatility for Thornburg Limited Term U.S. Government Fund (LTUSX) is 1.24%, while Fidelity Advisor Government Income Fund Class I (FVIIX) has a volatility of 1.47%. This indicates that LTUSX experiences smaller price fluctuations and is considered to be less risky than FVIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTUSXFVIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.47%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

2.51%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

4.28%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.99%

6.05%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.06%

5.02%

-1.96%