SGINX vs. FIKPX
Compare and contrast key facts about DWS GNMA Fund (SGINX) and Fidelity Advisor Government Income Fund Class Z (FIKPX).
SGINX is managed by DWS. It was launched on Jul 13, 2000. FIKPX is managed by Fidelity. It was launched on Oct 2, 2018.
Performance
SGINX vs. FIKPX - Performance Comparison
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SGINX vs. FIKPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGINX DWS GNMA Fund | 0.68% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 2.12% |
FIKPX Fidelity Advisor Government Income Fund Class Z | -0.01% | 6.66% | 0.72% | 3.93% | -13.01% | -2.17% | 6.88% | 6.50% | 3.03% |
Returns By Period
In the year-to-date period, SGINX achieves a 0.68% return, which is significantly higher than FIKPX's -0.01% return.
SGINX
- 1D
- 0.34%
- 1M
- -1.33%
- YTD
- 0.68%
- 6M
- 1.88%
- 1Y
- 5.58%
- 3Y*
- 3.72%
- 5Y*
- 0.06%
- 10Y*
- 1.14%
FIKPX
- 1D
- 0.11%
- 1M
- -1.50%
- YTD
- -0.01%
- 6M
- 0.59%
- 1Y
- 3.15%
- 3Y*
- 2.72%
- 5Y*
- -0.35%
- 10Y*
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SGINX vs. FIKPX - Expense Ratio Comparison
SGINX has a 0.58% expense ratio, which is higher than FIKPX's 0.36% expense ratio.
Return for Risk
SGINX vs. FIKPX — Risk / Return Rank
SGINX
FIKPX
SGINX vs. FIKPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS GNMA Fund (SGINX) and Fidelity Advisor Government Income Fund Class Z (FIKPX). 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.
| SGINX | FIKPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.82 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.19 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.41 | +0.87 |
Martin ratioReturn relative to average drawdown | 6.82 | 3.72 | +3.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGINX | FIKPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.82 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | -0.06 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.26 | +0.51 |
Correlation
The correlation between SGINX and FIKPX is 0.85, 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
SGINX vs. FIKPX - Dividend Comparison
SGINX's dividend yield for the trailing twelve months is around 4.64%, more than FIKPX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGINX DWS GNMA Fund | 4.64% | 3.77% | 3.97% | 3.82% | 1.86% | 1.37% | 2.22% | 2.94% | 2.71% | 3.07% | 2.95% | 3.41% |
FIKPX Fidelity Advisor Government Income Fund Class Z | 3.21% | 3.46% | 3.84% | 2.41% | 1.19% | 0.68% | 2.48% | 2.19% | 0.56% | 0.00% | 0.00% | 0.00% |
Drawdowns
SGINX vs. FIKPX - Drawdown Comparison
The maximum SGINX drawdown since its inception was -17.37%, smaller than the maximum FIKPX drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for SGINX and FIKPX.
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Drawdown Indicators
| SGINX | FIKPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.37% | -19.71% | +2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -2.84% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -17.18% | -17.91% | +0.73% |
Max Drawdown (10Y)Largest decline over 10 years | -17.37% | — | — |
Current DrawdownCurrent decline from peak | -1.41% | -6.41% | +5.00% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -7.45% | +5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 1.07% | -0.08% |
Volatility
SGINX vs. FIKPX - Volatility Comparison
DWS GNMA Fund (SGINX) and Fidelity Advisor Government Income Fund Class Z (FIKPX) have volatilities of 1.39% and 1.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGINX | FIKPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 1.40% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.41% | 2.47% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.51% | 4.29% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 6.07% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.78% | 5.56% | -0.78% |