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GLOSX vs. TIBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLOSX vs. TIBIX - Performance Comparison

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

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GLOSX vs. TIBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%21.90%
TIBIX
Thornburg Investment Income Builder Fund Class I
8.00%37.01%13.48%18.28%-7.69%20.36%-0.40%18.01%-4.31%15.23%

Returns By Period

In the year-to-date period, GLOSX achieves a -2.65% return, which is significantly lower than TIBIX's 8.00% return. Both investments have delivered pretty close results over the past 10 years, with GLOSX having a 12.09% annualized return and TIBIX not far behind at 11.99%.


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%

TIBIX

1D
0.34%
1M
-4.84%
YTD
8.00%
6M
15.48%
1Y
36.10%
3Y*
23.52%
5Y*
15.26%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLOSX vs. TIBIX - Expense Ratio Comparison

GLOSX has a 1.10% expense ratio, which is higher than TIBIX's 0.93% expense ratio.


Return for Risk

GLOSX vs. TIBIX — Risk / Return Rank

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

GLOSX
GLOSX Risk / Return Rank: 8888
Overall Rank
GLOSX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GLOSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
GLOSX Omega Ratio Rank: 8787
Omega Ratio Rank
GLOSX Calmar Ratio Rank: 8787
Calmar Ratio Rank
GLOSX Martin Ratio Rank: 8989
Martin Ratio Rank

TIBIX
TIBIX Risk / Return Rank: 9898
Overall Rank
TIBIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TIBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
TIBIX Omega Ratio Rank: 9898
Omega Ratio Rank
TIBIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIBIX Martin Ratio Rank: 9898
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. TIBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Global Sustainable Equity Fund Class A (GLOSX) and Thornburg Investment Income Builder Fund Class I (TIBIX). 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.


GLOSXTIBIXDifference

Sharpe ratio

Return per unit of total volatility

1.82

3.35

-1.53

Sortino ratio

Return per unit of downside risk

2.40

4.27

-1.88

Omega ratio

Gain probability vs. loss probability

1.37

1.74

-0.37

Calmar ratio

Return relative to maximum drawdown

2.24

4.14

-1.90

Martin ratio

Return relative to average drawdown

9.93

20.50

-10.57

GLOSX vs. TIBIX - Sharpe Ratio Comparison

The current GLOSX Sharpe Ratio is 1.82, which is lower than the TIBIX Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of GLOSX and TIBIX, 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


GLOSXTIBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

3.35

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.38

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.89

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.74

-0.30

Correlation

The correlation between GLOSX and TIBIX is 0.85, 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. TIBIX - Dividend Comparison

GLOSX's dividend yield for the trailing twelve months is around 11.85%, more than TIBIX's 5.49% yield.


TTM20252024202320222021202020192018201720162015
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%
TIBIX
Thornburg Investment Income Builder Fund Class I
5.49%5.83%5.67%4.89%5.89%5.33%4.31%4.46%4.77%4.52%4.14%4.66%

Drawdowns

GLOSX vs. TIBIX - Drawdown Comparison

The maximum GLOSX drawdown since its inception was -54.40%, which is greater than TIBIX's maximum drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for GLOSX and TIBIX.


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Drawdown Indicators


GLOSXTIBIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.40%

-48.88%

-5.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-8.58%

-3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

-20.79%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.59%

-34.85%

+1.26%

Current Drawdown

Current decline from peak

-10.04%

-5.07%

-4.97%

Average Drawdown

Average peak-to-trough decline

-9.86%

-6.00%

-3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.73%

+1.07%

Volatility

GLOSX vs. TIBIX - Volatility Comparison

Pioneer Global Sustainable Equity Fund Class A (GLOSX) has a higher volatility of 4.78% compared to Thornburg Investment Income Builder Fund Class I (TIBIX) at 3.22%. This indicates that GLOSX's price experiences larger fluctuations and is considered to be riskier than TIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLOSXTIBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

3.22%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

6.38%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

10.73%

+5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

11.09%

+4.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

13.47%

+3.31%