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GLOSX vs. VMNVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLOSX vs. VMNVX - Performance Comparison

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

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GLOSX vs. VMNVX - 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%
VMNVX
Vanguard Global Minimum Volatility Fund Admiral Shares
1.71%12.83%13.42%7.94%-4.46%15.40%-3.94%22.66%-1.70%16.03%

Returns By Period

In the year-to-date period, GLOSX achieves a -2.65% return, which is significantly lower than VMNVX's 1.71% return. Over the past 10 years, GLOSX has outperformed VMNVX with an annualized return of 12.09%, while VMNVX has yielded a comparatively lower 8.25% annualized return.


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%

VMNVX

1D
0.22%
1M
-5.84%
YTD
1.71%
6M
2.90%
1Y
8.16%
3Y*
11.47%
5Y*
8.47%
10Y*
8.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLOSX vs. VMNVX - Expense Ratio Comparison

GLOSX has a 1.10% expense ratio, which is higher than VMNVX's 0.14% expense ratio.


Return for Risk

GLOSX vs. VMNVX — 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

VMNVX
VMNVX Risk / Return Rank: 4747
Overall Rank
VMNVX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VMNVX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VMNVX Omega Ratio Rank: 4848
Omega Ratio Rank
VMNVX Calmar Ratio Rank: 4343
Calmar Ratio Rank
VMNVX Martin Ratio Rank: 5555
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. VMNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Global Sustainable Equity Fund Class A (GLOSX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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.


GLOSXVMNVXDifference

Sharpe ratio

Return per unit of total volatility

1.82

0.91

+0.91

Sortino ratio

Return per unit of downside risk

2.40

1.30

+1.09

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.18

Calmar ratio

Return relative to maximum drawdown

2.24

1.08

+1.16

Martin ratio

Return relative to average drawdown

9.93

5.25

+4.67

GLOSX vs. VMNVX - Sharpe Ratio Comparison

The current GLOSX Sharpe Ratio is 1.82, which is higher than the VMNVX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of GLOSX and VMNVX, 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


GLOSXVMNVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

0.91

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.90

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.69

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.76

-0.32

Correlation

The correlation between GLOSX and VMNVX is 0.80, 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. VMNVX - Dividend Comparison

GLOSX's dividend yield for the trailing twelve months is around 11.85%, more than VMNVX's 9.90% 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%
VMNVX
Vanguard Global Minimum Volatility Fund Admiral Shares
9.90%10.07%3.84%3.13%5.03%6.33%2.15%4.62%7.37%2.31%2.82%3.30%

Drawdowns

GLOSX vs. VMNVX - Drawdown Comparison

The maximum GLOSX drawdown since its inception was -54.40%, which is greater than VMNVX's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for GLOSX and VMNVX.


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Drawdown Indicators


GLOSXVMNVXDifference

Max Drawdown

Largest peak-to-trough decline

-54.40%

-33.11%

-21.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-7.93%

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

-12.93%

-10.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.59%

-33.11%

-0.48%

Current Drawdown

Current decline from peak

-10.04%

-6.04%

-4.00%

Average Drawdown

Average peak-to-trough decline

-9.86%

-2.82%

-7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.63%

+1.17%

Volatility

GLOSX vs. VMNVX - Volatility Comparison

Pioneer Global Sustainable Equity Fund Class A (GLOSX) has a higher volatility of 4.78% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.59%. This indicates that GLOSX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLOSXVMNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

2.59%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

4.89%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

10.05%

+6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

9.52%

+5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

11.96%

+4.82%