EIVPX vs. GLOSX
Compare and contrast key facts about Parametric Volatility Risk Premium - Defensive Fund (EIVPX) and Pioneer Global Sustainable Equity Fund Class A (GLOSX).
EIVPX is managed by Eaton Vance. It was launched on Feb 8, 2017. GLOSX is managed by Amundi. It was launched on Dec 15, 2005.
Performance
EIVPX vs. GLOSX - Performance Comparison
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EIVPX vs. GLOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIVPX Parametric Volatility Risk Premium - Defensive Fund | -2.03% | 12.90% | 16.45% | 16.83% | -8.64% | 17.96% | 4.74% | 15.46% | -2.80% | 8.71% |
GLOSX Pioneer Global Sustainable Equity Fund Class A | -2.65% | 41.25% | 11.45% | 16.70% | -9.75% | 23.28% | 17.79% | 23.30% | -16.32% | 15.66% |
Returns By Period
In the year-to-date period, EIVPX achieves a -2.03% return, which is significantly higher than GLOSX's -2.65% return.
EIVPX
- 1D
- -0.12%
- 1M
- -3.53%
- YTD
- -2.03%
- 6M
- 1.22%
- 1Y
- 12.43%
- 3Y*
- 12.57%
- 5Y*
- 9.07%
- 10Y*
- —
GLOSX
- 1D
- -0.36%
- 1M
- -9.68%
- YTD
- -2.65%
- 6M
- 3.03%
- 1Y
- 30.29%
- 3Y*
- 19.39%
- 5Y*
- 12.65%
- 10Y*
- 12.09%
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EIVPX vs. GLOSX - Expense Ratio Comparison
EIVPX has a 0.47% expense ratio, which is lower than GLOSX's 1.10% expense ratio.
Return for Risk
EIVPX vs. GLOSX — Risk / Return Rank
EIVPX
GLOSX
EIVPX vs. GLOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parametric Volatility Risk Premium - Defensive Fund (EIVPX) and Pioneer Global Sustainable Equity Fund Class A (GLOSX). 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.
| EIVPX | GLOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.82 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.66 | 2.40 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.24 | -0.95 |
Martin ratioReturn relative to average drawdown | 8.56 | 9.93 | -1.37 |
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
| EIVPX | GLOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.82 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.82 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.44 | +0.26 |
Correlation
The correlation between EIVPX and GLOSX is 0.86, 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
EIVPX vs. GLOSX - Dividend Comparison
EIVPX's dividend yield for the trailing twelve months is around 4.10%, less than GLOSX's 11.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIVPX Parametric Volatility Risk Premium - Defensive Fund | 4.10% | 4.01% | 2.67% | 5.09% | 7.95% | 1.22% | 0.75% | 1.23% | 1.24% | 0.53% | 0.00% | 0.00% |
GLOSX Pioneer Global Sustainable Equity Fund Class A | 11.85% | 11.53% | 7.73% | 1.55% | 6.04% | 21.00% | 0.87% | 0.93% | 10.44% | 1.27% | 1.25% | 0.60% |
Drawdowns
EIVPX vs. GLOSX - Drawdown Comparison
The maximum EIVPX drawdown since its inception was -26.67%, smaller than the maximum GLOSX drawdown of -54.40%. Use the drawdown chart below to compare losses from any high point for EIVPX and GLOSX.
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Drawdown Indicators
| EIVPX | GLOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.67% | -54.40% | +27.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -12.42% | +3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -14.07% | -23.72% | +9.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.59% | — |
Current DrawdownCurrent decline from peak | -3.81% | -10.04% | +6.23% |
Average DrawdownAverage peak-to-trough decline | -2.51% | -9.86% | +7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 2.80% | -1.43% |
Volatility
EIVPX vs. GLOSX - Volatility Comparison
The current volatility for Parametric Volatility Risk Premium - Defensive Fund (EIVPX) is 2.57%, while Pioneer Global Sustainable Equity Fund Class A (GLOSX) has a volatility of 4.78%. This indicates that EIVPX experiences smaller price fluctuations and is considered to be less risky than GLOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EIVPX | GLOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 4.78% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 5.29% | 10.17% | -4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 16.66% | -5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.81% | 15.48% | -5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.89% | 16.78% | -4.89% |