TBFAX vs. SGINX
Compare and contrast key facts about Thrivent Government Bond (TBFAX) and DWS GNMA Fund (SGINX).
TBFAX is managed by Thrivent Funds. It was launched on Feb 25, 2010. SGINX is managed by DWS. It was launched on Jul 13, 2000.
Performance
TBFAX vs. SGINX - Performance Comparison
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TBFAX vs. SGINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TBFAX Thrivent Government Bond | -0.37% | 7.00% | 0.96% | 3.52% | -10.67% | -1.92% | 6.93% | 5.70% | -0.02% | 1.79% |
SGINX DWS GNMA Fund | 0.68% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 0.42% | 1.52% |
Returns By Period
In the year-to-date period, TBFAX achieves a -0.37% return, which is significantly lower than SGINX's 0.68% return. Over the past 10 years, TBFAX has underperformed SGINX with an annualized return of 0.97%, while SGINX has yielded a comparatively higher 1.14% annualized return.
TBFAX
- 1D
- 0.23%
- 1M
- -1.56%
- YTD
- -0.37%
- 6M
- 0.39%
- 1Y
- 3.50%
- 3Y*
- 2.71%
- 5Y*
- 0.07%
- 10Y*
- 0.97%
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%
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TBFAX vs. SGINX - Expense Ratio Comparison
TBFAX has a 0.77% expense ratio, which is higher than SGINX's 0.58% expense ratio.
Return for Risk
TBFAX vs. SGINX — Risk / Return Rank
TBFAX
SGINX
TBFAX vs. SGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Government Bond (TBFAX) and DWS GNMA Fund (SGINX). 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.
| TBFAX | SGINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.31 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.82 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.28 | -0.83 |
Martin ratioReturn relative to average drawdown | 4.09 | 6.82 | -2.73 |
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
| TBFAX | SGINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.31 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.01 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.24 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.77 | -0.49 |
Correlation
The correlation between TBFAX and SGINX is 0.78, 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
TBFAX vs. SGINX - Dividend Comparison
TBFAX's dividend yield for the trailing twelve months is around 3.22%, less than SGINX's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TBFAX Thrivent Government Bond | 3.22% | 3.54% | 3.73% | 2.29% | 2.08% | 0.92% | 3.29% | 2.08% | 2.02% | 1.48% | 1.25% | 0.91% |
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% |
Drawdowns
TBFAX vs. SGINX - Drawdown Comparison
The maximum TBFAX drawdown since its inception was -17.68%, roughly equal to the maximum SGINX drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for TBFAX and SGINX.
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Drawdown Indicators
| TBFAX | SGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.68% | -17.37% | -0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -2.96% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -16.03% | -17.18% | +1.15% |
Max Drawdown (10Y)Largest decline over 10 years | -17.68% | -17.37% | -0.31% |
Current DrawdownCurrent decline from peak | -3.65% | -1.41% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -1.97% | -2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.99% | +0.03% |
Volatility
TBFAX vs. SGINX - Volatility Comparison
Thrivent Government Bond (TBFAX) and DWS GNMA Fund (SGINX) have volatilities of 1.45% and 1.39%, 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
| TBFAX | SGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 1.39% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.47% | 2.41% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.27% | 4.51% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.61% | 6.39% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.72% | 4.78% | -0.06% |