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SGINX vs. FSTGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGINX vs. FSTGX - Performance Comparison

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

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SGINX vs. FSTGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGINX
DWS GNMA Fund
0.68%7.88%0.59%4.93%-11.82%-1.12%3.29%6.65%0.42%1.52%
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, SGINX achieves a 0.68% return, which is significantly higher than FSTGX's -0.22% return. Over the past 10 years, SGINX has outperformed FSTGX with an annualized return of 1.14%, while FSTGX has yielded a comparatively lower 1.05% annualized 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%

FSTGX

1D
-0.10%
1M
-1.10%
YTD
-0.22%
6M
0.54%
1Y
3.29%
3Y*
3.16%
5Y*
0.42%
10Y*
1.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGINX vs. FSTGX - Expense Ratio Comparison

SGINX has a 0.58% expense ratio, which is higher than FSTGX's 0.45% expense ratio.


Return for Risk

SGINX vs. FSTGX — Risk / Return Rank

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

SGINX
SGINX Risk / Return Rank: 6565
Overall Rank
SGINX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SGINX Sortino Ratio Rank: 6464
Sortino Ratio Rank
SGINX Omega Ratio Rank: 5353
Omega Ratio Rank
SGINX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SGINX Martin Ratio Rank: 6060
Martin Ratio Rank

FSTGX
FSTGX Risk / Return Rank: 5050
Overall Rank
FSTGX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSTGX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FSTGX Omega Ratio Rank: 3737
Omega Ratio Rank
FSTGX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FSTGX Martin Ratio Rank: 4545
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.

SGINX vs. FSTGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS GNMA Fund (SGINX) 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.


SGINXFSTGXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.08

+0.23

Sortino ratio

Return per unit of downside risk

1.82

1.65

+0.18

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

2.28

1.83

+0.45

Martin ratio

Return relative to average drawdown

6.82

5.68

+1.14

SGINX vs. FSTGX - Sharpe Ratio Comparison

The current SGINX Sharpe Ratio is 1.31, which is comparable to the FSTGX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SGINX 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


SGINXFSTGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.08

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.10

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.31

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

1.21

-0.44

Correlation

The correlation between SGINX and FSTGX is 0.76, 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. FSTGX - Dividend Comparison

SGINX's dividend yield for the trailing twelve months is around 4.64%, more than FSTGX's 2.84% yield.


TTM20252024202320222021202020192018201720162015
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%
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

SGINX vs. FSTGX - Drawdown Comparison

The maximum SGINX drawdown since its inception was -17.37%, which is greater than FSTGX's maximum drawdown of -13.66%. Use the drawdown chart below to compare losses from any high point for SGINX and FSTGX.


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Drawdown Indicators


SGINXFSTGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.37%

-13.66%

-3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-1.80%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-17.18%

-12.54%

-4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-17.37%

-13.66%

-3.71%

Current Drawdown

Current decline from peak

-1.41%

-1.40%

-0.01%

Average Drawdown

Average peak-to-trough decline

-1.97%

-1.57%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.58%

+0.41%

Volatility

SGINX vs. FSTGX - Volatility Comparison

DWS GNMA Fund (SGINX) has a higher volatility of 1.39% compared to Fidelity Intermediate Government Income Fund (FSTGX) at 0.96%. This indicates that SGINX'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


SGINXFSTGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.96%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

1.72%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

2.96%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

4.09%

+2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

3.38%

+1.40%