PGOVX vs. SGINX
Compare and contrast key facts about PIMCO Long-Term U.S. Government Fund (PGOVX) and DWS GNMA Fund (SGINX).
PGOVX is managed by PIMCO. It was launched on Jan 2, 1994. SGINX is managed by DWS. It was launched on Jul 13, 2000.
Performance
PGOVX vs. SGINX - Performance Comparison
Loading graphics...
PGOVX vs. SGINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGOVX PIMCO Long-Term U.S. Government Fund | -0.75% | 6.44% | -7.62% | 1.46% | -29.39% | -4.59% | 17.83% | 13.44% | -2.10% | 9.08% |
SGINX DWS GNMA Fund | 0.85% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 0.42% | 1.52% |
Returns By Period
In the year-to-date period, PGOVX achieves a -0.75% return, which is significantly lower than SGINX's 0.85% return. Over the past 10 years, PGOVX has underperformed SGINX with an annualized return of -1.13%, while SGINX has yielded a comparatively higher 1.16% annualized return.
PGOVX
- 1D
- -0.14%
- 1M
- -3.56%
- YTD
- -0.75%
- 6M
- -1.31%
- 1Y
- -0.13%
- 3Y*
- -2.39%
- 5Y*
- -5.49%
- 10Y*
- -1.13%
SGINX
- 1D
- 0.17%
- 1M
- -1.16%
- YTD
- 0.85%
- 6M
- 1.79%
- 1Y
- 5.93%
- 3Y*
- 3.78%
- 5Y*
- 0.09%
- 10Y*
- 1.16%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PGOVX vs. SGINX - Expense Ratio Comparison
PGOVX has a 1.05% expense ratio, which is higher than SGINX's 0.58% expense ratio.
Return for Risk
PGOVX vs. SGINX — Risk / Return Rank
PGOVX
SGINX
PGOVX vs. SGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Long-Term U.S. Government Fund (PGOVX) and DWS GNMA Fund (SGINX). 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.
| PGOVX | SGINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 1.29 | -1.31 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.80 | -1.76 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.24 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 2.10 | -1.92 |
Martin ratioReturn relative to average drawdown | 0.40 | 6.25 | -5.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PGOVX | SGINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 1.29 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.01 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.24 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.77 | -0.27 |
Correlation
The correlation between PGOVX and SGINX is 0.72, 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
PGOVX vs. SGINX - Dividend Comparison
PGOVX's dividend yield for the trailing twelve months is around 3.61%, less than SGINX's 4.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGOVX PIMCO Long-Term U.S. Government Fund | 3.61% | 3.86% | 1.19% | 1.05% | 2.09% | 6.93% | 27.91% | 2.60% | 3.25% | 2.88% | 3.31% | 81.57% |
SGINX DWS GNMA Fund | 4.63% | 3.77% | 3.97% | 3.82% | 1.86% | 1.37% | 2.22% | 2.94% | 2.71% | 3.07% | 2.95% | 3.41% |
Drawdowns
PGOVX vs. SGINX - Drawdown Comparison
The maximum PGOVX drawdown since its inception was -46.64%, which is greater than SGINX's maximum drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for PGOVX and SGINX.
Loading graphics...
Drawdown Indicators
| PGOVX | SGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.64% | -17.37% | -29.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -2.96% | -5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -41.48% | -17.18% | -24.30% |
Max Drawdown (10Y)Largest decline over 10 years | -46.64% | -17.37% | -29.27% |
Current DrawdownCurrent decline from peak | -38.23% | -1.24% | -36.99% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -1.97% | -7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 0.99% | +2.83% |
Volatility
PGOVX vs. SGINX - Volatility Comparison
PIMCO Long-Term U.S. Government Fund (PGOVX) has a higher volatility of 3.78% compared to DWS GNMA Fund (SGINX) at 1.41%. This indicates that PGOVX's price experiences larger fluctuations and is considered to be riskier than SGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PGOVX | SGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 1.41% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 6.21% | 2.41% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.80% | 4.51% | +6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 6.39% | +8.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.77% | 4.78% | +8.99% |