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PHIYX vs. FSTGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHIYX vs. FSTGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO High Yield Fund (PHIYX) and Fidelity Intermediate Government Income Fund (FSTGX). The values are adjusted to include any dividend payments, if applicable.

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PHIYX vs. FSTGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHIYX
PIMCO High Yield Fund
-1.93%8.60%6.81%12.83%-11.96%4.07%5.37%14.96%-2.47%7.03%
FSTGX
Fidelity Intermediate Government Income Fund
-0.22%6.00%2.24%3.88%-8.76%-2.28%5.46%4.84%1.20%0.98%

Returns By Period

In the year-to-date period, PHIYX achieves a -1.93% return, which is significantly lower than FSTGX's -0.22% return. Over the past 10 years, PHIYX has outperformed FSTGX with an annualized return of 5.02%, while FSTGX has yielded a comparatively lower 1.05% annualized return.


PHIYX

1D
0.13%
1M
-2.46%
YTD
-1.93%
6M
-0.11%
1Y
5.40%
3Y*
7.26%
5Y*
3.28%
10Y*
5.02%

FSTGX

1D
0.31%
1M
-1.40%
YTD
-0.22%
6M
0.74%
1Y
3.29%
3Y*
3.16%
5Y*
0.44%
10Y*
1.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHIYX vs. FSTGX - Expense Ratio Comparison

PHIYX has a 0.56% expense ratio, which is higher than FSTGX's 0.45% expense ratio.


Return for Risk

PHIYX vs. FSTGX — Risk / Return Rank

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

PHIYX
PHIYX Risk / Return Rank: 8282
Overall Rank
PHIYX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PHIYX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PHIYX Omega Ratio Rank: 8585
Omega Ratio Rank
PHIYX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PHIYX Martin Ratio Rank: 7777
Martin Ratio Rank

FSTGX
FSTGX Risk / Return Rank: 7474
Overall Rank
FSTGX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FSTGX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FSTGX Omega Ratio Rank: 6262
Omega Ratio Rank
FSTGX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FSTGX Martin Ratio Rank: 7575
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.

PHIYX vs. FSTGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO High Yield Fund (PHIYX) and Fidelity Intermediate Government Income Fund (FSTGX). 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.


PHIYXFSTGXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.23

+0.34

Sortino ratio

Return per unit of downside risk

2.25

1.89

+0.36

Omega ratio

Gain probability vs. loss probability

1.35

1.23

+0.12

Calmar ratio

Return relative to maximum drawdown

1.80

2.27

-0.47

Martin ratio

Return relative to average drawdown

7.47

7.20

+0.27

PHIYX vs. FSTGX - Sharpe Ratio Comparison

The current PHIYX Sharpe Ratio is 1.57, which is comparable to the FSTGX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of PHIYX and FSTGX, 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


PHIYXFSTGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.23

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.11

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.31

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

1.21

+0.08

Correlation

The correlation between PHIYX and FSTGX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PHIYX vs. FSTGX - Dividend Comparison

PHIYX's dividend yield for the trailing twelve months is around 5.88%, more than FSTGX's 2.84% yield.


TTM20252024202320222021202020192018201720162015
PHIYX
PIMCO High Yield Fund
5.88%6.19%6.18%5.62%6.01%4.53%4.55%5.04%5.63%5.11%5.37%8.79%
FSTGX
Fidelity Intermediate Government Income Fund
2.84%3.04%2.94%2.12%0.99%0.77%2.65%1.85%1.84%1.47%1.52%1.69%

Drawdowns

PHIYX vs. FSTGX - Drawdown Comparison

The maximum PHIYX drawdown since its inception was -32.73%, which is greater than FSTGX's maximum drawdown of -13.66%. Use the drawdown chart below to compare losses from any high point for PHIYX and FSTGX.


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Drawdown Indicators


PHIYXFSTGXDifference

Max Drawdown

Largest peak-to-trough decline

-32.73%

-13.66%

-19.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-1.80%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-15.74%

-12.54%

-3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-20.30%

-13.66%

-6.64%

Current Drawdown

Current decline from peak

-2.46%

-1.40%

-1.06%

Average Drawdown

Average peak-to-trough decline

-2.18%

-1.57%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.57%

+0.15%

Volatility

PHIYX vs. FSTGX - Volatility Comparison

PIMCO High Yield Fund (PHIYX) has a higher volatility of 1.27% compared to Fidelity Intermediate Government Income Fund (FSTGX) at 0.98%. This indicates that PHIYX's price experiences larger fluctuations and is considered to be riskier than FSTGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHIYXFSTGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

0.98%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

1.74%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

2.98%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

4.08%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.62%

3.38%

+2.24%