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GLOSX vs. PYEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLOSX vs. PYEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Global Sustainable Equity Fund Class A (GLOSX) and Pioneer Equity Income Y (PYEQX). The values are adjusted to include any dividend payments, if applicable.

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GLOSX vs. PYEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLOSX
Pioneer Global Sustainable Equity Fund Class A
-0.39%41.25%11.45%16.70%-9.75%23.28%17.79%23.30%-16.32%21.90%
PYEQX
Pioneer Equity Income Y
3.71%11.46%11.46%7.54%-7.92%25.56%0.09%25.76%-8.70%15.27%

Returns By Period

In the year-to-date period, GLOSX achieves a -0.39% return, which is significantly lower than PYEQX's 3.71% return. Over the past 10 years, GLOSX has outperformed PYEQX with an annualized return of 12.34%, while PYEQX has yielded a comparatively lower 9.23% annualized return.


GLOSX

1D
2.32%
1M
-7.02%
YTD
-0.39%
6M
4.95%
1Y
32.83%
3Y*
20.30%
5Y*
12.89%
10Y*
12.34%

PYEQX

1D
1.36%
1M
-3.10%
YTD
3.71%
6M
8.02%
1Y
13.54%
3Y*
11.21%
5Y*
7.66%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLOSX vs. PYEQX - Expense Ratio Comparison

GLOSX has a 1.10% expense ratio, which is higher than PYEQX's 0.81% expense ratio.


Return for Risk

GLOSX vs. PYEQX — Risk / Return Rank

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

GLOSX
GLOSX Risk / Return Rank: 9191
Overall Rank
GLOSX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GLOSX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GLOSX Omega Ratio Rank: 8989
Omega Ratio Rank
GLOSX Calmar Ratio Rank: 9090
Calmar Ratio Rank
GLOSX Martin Ratio Rank: 9393
Martin Ratio Rank

PYEQX
PYEQX Risk / Return Rank: 2929
Overall Rank
PYEQX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PYEQX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PYEQX Omega Ratio Rank: 2828
Omega Ratio Rank
PYEQX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PYEQX Martin Ratio Rank: 3333
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.

GLOSX vs. PYEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Global Sustainable Equity Fund Class A (GLOSX) and Pioneer Equity Income Y (PYEQX). 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.


GLOSXPYEQXDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.78

+1.22

Sortino ratio

Return per unit of downside risk

2.60

1.15

+1.45

Omega ratio

Gain probability vs. loss probability

1.40

1.17

+0.23

Calmar ratio

Return relative to maximum drawdown

2.67

1.09

+1.58

Martin ratio

Return relative to average drawdown

11.68

4.24

+7.44

GLOSX vs. PYEQX - Sharpe Ratio Comparison

The current GLOSX Sharpe Ratio is 2.00, which is higher than the PYEQX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of GLOSX and PYEQX, 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


GLOSXPYEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.78

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.50

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.54

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.41

+0.03

Correlation

The correlation between GLOSX and PYEQX is 0.87, 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

GLOSX vs. PYEQX - Dividend Comparison

GLOSX's dividend yield for the trailing twelve months is around 11.58%, more than PYEQX's 8.55% yield.


TTM20252024202320222021202020192018201720162015
GLOSX
Pioneer Global Sustainable Equity Fund Class A
11.58%11.53%7.73%1.55%6.04%21.00%0.87%0.93%10.44%1.27%1.25%0.60%
PYEQX
Pioneer Equity Income Y
8.55%8.95%39.97%17.70%12.73%9.44%1.77%4.15%7.99%5.46%13.20%10.34%

Drawdowns

GLOSX vs. PYEQX - Drawdown Comparison

The maximum GLOSX drawdown since its inception was -54.40%, roughly equal to the maximum PYEQX drawdown of -53.72%. Use the drawdown chart below to compare losses from any high point for GLOSX and PYEQX.


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Drawdown Indicators


GLOSXPYEQXDifference

Max Drawdown

Largest peak-to-trough decline

-54.40%

-53.72%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-13.20%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

-20.14%

-3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.59%

-37.88%

+4.29%

Current Drawdown

Current decline from peak

-7.96%

-5.29%

-2.67%

Average Drawdown

Average peak-to-trough decline

-9.86%

-7.69%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.39%

-0.55%

Volatility

GLOSX vs. PYEQX - Volatility Comparison

Pioneer Global Sustainable Equity Fund Class A (GLOSX) has a higher volatility of 5.52% compared to Pioneer Equity Income Y (PYEQX) at 3.53%. This indicates that GLOSX's price experiences larger fluctuations and is considered to be riskier than PYEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLOSXPYEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

3.53%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

8.65%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

16.86%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

15.31%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

17.17%

-0.37%