SGINX vs. HLGAX
Compare and contrast key facts about DWS GNMA Fund (SGINX) and JPMorgan Government Bond Fund (HLGAX).
SGINX is managed by DWS. It was launched on Jul 13, 2000. HLGAX is managed by JPMorgan. It was launched on Feb 7, 1993.
Performance
SGINX vs. HLGAX - Performance Comparison
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SGINX vs. HLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGINX DWS GNMA Fund | 0.68% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 0.42% | 1.52% |
HLGAX JPMorgan Government Bond Fund | -0.19% | 6.70% | 1.26% | 4.38% | -11.85% | -2.12% | 6.95% | 6.58% | 0.84% | 2.36% |
Returns By Period
In the year-to-date period, SGINX achieves a 0.68% return, which is significantly higher than HLGAX's -0.19% return. Over the past 10 years, SGINX has underperformed HLGAX with an annualized return of 1.14%, while HLGAX has yielded a comparatively higher 1.20% 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%
HLGAX
- 1D
- 0.10%
- 1M
- -1.63%
- YTD
- -0.19%
- 6M
- 0.55%
- 1Y
- 3.48%
- 3Y*
- 3.07%
- 5Y*
- -0.02%
- 10Y*
- 1.20%
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SGINX vs. HLGAX - Expense Ratio Comparison
SGINX has a 0.58% expense ratio, which is higher than HLGAX's 0.47% expense ratio.
Return for Risk
SGINX vs. HLGAX — Risk / Return Rank
SGINX
HLGAX
SGINX vs. HLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS GNMA Fund (SGINX) and JPMorgan Government Bond Fund (HLGAX). 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 | HLGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.90 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.32 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.16 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.43 | +0.85 |
Martin ratioReturn relative to average drawdown | 6.82 | 4.22 | +2.60 |
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 | HLGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.90 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | -0.00 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.26 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.87 | -0.10 |
Correlation
The correlation between SGINX and HLGAX is 0.79, 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. HLGAX - Dividend Comparison
SGINX's dividend yield for the trailing twelve months is around 4.64%, more than HLGAX's 3.01% 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% |
HLGAX JPMorgan Government Bond Fund | 3.01% | 2.91% | 2.86% | 2.56% | 2.12% | 1.49% | 1.80% | 2.36% | 2.45% | 2.44% | 2.78% | 3.99% |
Drawdowns
SGINX vs. HLGAX - Drawdown Comparison
The maximum SGINX drawdown since its inception was -17.37%, roughly equal to the maximum HLGAX drawdown of -17.41%. Use the drawdown chart below to compare losses from any high point for SGINX and HLGAX.
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Drawdown Indicators
| SGINX | HLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.37% | -17.41% | +0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -2.73% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -17.18% | -16.46% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -17.37% | -17.41% | +0.04% |
Current DrawdownCurrent decline from peak | -1.41% | -3.65% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -2.53% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.93% | +0.06% |
Volatility
SGINX vs. HLGAX - Volatility Comparison
The current volatility for DWS GNMA Fund (SGINX) is 1.39%, while JPMorgan Government Bond Fund (HLGAX) has a volatility of 1.52%. This indicates that SGINX experiences smaller price fluctuations and is considered to be less risky than HLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGINX | HLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 1.52% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 2.41% | 2.60% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.51% | 4.15% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 5.54% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.78% | 4.56% | +0.22% |