Air carrier Captain reported an NMAC event during approach with a military aircraft attempting to land on same runway. The air carrier took evasive action to avoid a collision.

Narrative

Operating Aircraft X ZZZ1-ZZZ. Weather was VMC. We were given vectors for RNAV XXR and subsequently cleared for approach from ZZZZZ fix (10.4 from runway). We maintained assigned altitude until we were on approach as cleared by Approach Control. Once established we met all altitudes per charted procedures. We checked on with Tower and was told to report final approach fix ZZZZZ1 (3.9 from runway). Charted altitude for ZZZZZ1 is 2;300. We were at altitude and fully configured. As we approached ZZZZZ1 tower gave us location of traffic that was to the west of us and above our altitude. Traffic was a T-38 military training aircraft. We did not have visual on them but the TCAS was showing them to the west. Last altitude I noticed on TCAS was 4;000 ft. A few seconds later we received an RA with descend guidance. We were at ZZZZZ1. The military trainer flew directly overhead; at 2;500; same fix on the same course for XXR. My estimation was 200 feet vertical separation. We followed RA and then initiated a GO-AROUND once we could see we were clear of traffic. Estimated speed of T-38 was 300 knots. We were given vectors back around and approach and landing was uneventful.The major issue with ZZZ is military aircraft and civilian aircraft are not talking/listening on same frequencies. Military is using UHF and more than likely are not equipped with TCAS. Additionally; most of the military aircraft are students in high speed jets and many are foreign military personnel as well. This is a huge safety concern. Mitigation could be same frequencies. Additionally; maybe using one runway for civilian aircraft instead of sharing the same runways and approaches with high speed and saturated military aircraft. This was an extremely close call.Military and civilian aircraft need to be on same frequency. Military aircraft should be equipped and operating TCAS systems if they are operating in same location as civilian aircraft. This is too similar to the company X accident. This was so close and completely avoidable. Estimation was 200 feet vertical separation.