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PRGMX vs. FVIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRGMX vs. FVIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price GNMA Fund (PRGMX) and Fidelity Advisor Government Income Fund Class A (FVIAX). The values are adjusted to include any dividend payments, if applicable.

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PRGMX vs. FVIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGMX
T. Rowe Price GNMA Fund
0.87%10.46%0.92%5.62%-11.45%-2.18%4.21%5.18%0.58%1.23%
FVIAX
Fidelity Advisor Government Income Fund Class A
-0.19%6.20%-0.18%3.64%-13.30%-2.54%6.45%6.06%0.39%1.78%

Returns By Period

In the year-to-date period, PRGMX achieves a 0.87% return, which is significantly higher than FVIAX's -0.19% return. Over the past 10 years, PRGMX has outperformed FVIAX with an annualized return of 1.40%, while FVIAX has yielded a comparatively lower 0.48% annualized return.


PRGMX

1D
0.24%
1M
-1.44%
YTD
0.87%
6M
2.89%
1Y
7.97%
3Y*
4.79%
5Y*
0.72%
10Y*
1.40%

FVIAX

1D
0.00%
1M
-1.60%
YTD
-0.19%
6M
0.41%
1Y
2.74%
3Y*
2.11%
5Y*
-0.84%
10Y*
0.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRGMX vs. FVIAX - Expense Ratio Comparison

PRGMX has a 0.58% expense ratio, which is lower than FVIAX's 0.77% expense ratio.


Return for Risk

PRGMX vs. FVIAX — Risk / Return Rank

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

PRGMX
PRGMX Risk / Return Rank: 8585
Overall Rank
PRGMX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PRGMX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PRGMX Omega Ratio Rank: 7979
Omega Ratio Rank
PRGMX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRGMX Martin Ratio Rank: 8080
Martin Ratio Rank

FVIAX
FVIAX Risk / Return Rank: 2828
Overall Rank
FVIAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FVIAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
FVIAX Omega Ratio Rank: 1818
Omega Ratio Rank
FVIAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FVIAX Martin Ratio Rank: 2828
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.

PRGMX vs. FVIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price GNMA Fund (PRGMX) and Fidelity Advisor Government Income Fund Class A (FVIAX). 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.


PRGMXFVIAXDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.72

+1.05

Sortino ratio

Return per unit of downside risk

2.53

1.05

+1.49

Omega ratio

Gain probability vs. loss probability

1.33

1.13

+0.20

Calmar ratio

Return relative to maximum drawdown

3.01

1.24

+1.78

Martin ratio

Return relative to average drawdown

8.77

3.29

+5.48

PRGMX vs. FVIAX - Sharpe Ratio Comparison

The current PRGMX Sharpe Ratio is 1.77, which is higher than the FVIAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PRGMX and FVIAX, 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


PRGMXFVIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.72

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.14

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.10

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.22

+0.72

Correlation

The correlation between PRGMX and FVIAX is 0.80, 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

PRGMX vs. FVIAX - Dividend Comparison

PRGMX's dividend yield for the trailing twelve months is around 6.90%, more than FVIAX's 2.82% yield.


TTM20252024202320222021202020192018201720162015
PRGMX
T. Rowe Price GNMA Fund
6.90%6.52%3.54%3.54%1.38%0.59%1.44%2.39%2.78%2.98%2.88%3.12%
FVIAX
Fidelity Advisor Government Income Fund Class A
2.82%3.03%2.93%2.03%0.86%0.39%2.07%1.77%1.75%1.47%2.34%1.96%

Drawdowns

PRGMX vs. FVIAX - Drawdown Comparison

The maximum PRGMX drawdown since its inception was -18.22%, smaller than the maximum FVIAX drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for PRGMX and FVIAX.


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Drawdown Indicators


PRGMXFVIAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.22%

-20.79%

+2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.88%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

-18.57%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-18.22%

-20.66%

+2.44%

Current Drawdown

Current decline from peak

-1.91%

-8.86%

+6.95%

Average Drawdown

Average peak-to-trough decline

-2.25%

-7.06%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.08%

-0.08%

Volatility

PRGMX vs. FVIAX - Volatility Comparison

T. Rowe Price GNMA Fund (PRGMX) has a higher volatility of 1.74% compared to Fidelity Advisor Government Income Fund Class A (FVIAX) at 1.51%. This indicates that PRGMX's price experiences larger fluctuations and is considered to be riskier than FVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRGMXFVIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

1.51%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

2.57%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

4.31%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

6.09%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

5.04%

-0.31%