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PIGFX vs. GLOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIGFX vs. GLOSX - Performance Comparison

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

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PIGFX vs. GLOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIGFX
Pioneer Fundamental Growth Fund
-11.93%14.20%17.46%32.80%-20.79%23.80%27.20%33.88%-0.64%22.58%
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%

Returns By Period

In the year-to-date period, PIGFX achieves a -11.93% return, which is significantly lower than GLOSX's -2.65% return. Both investments have delivered pretty close results over the past 10 years, with PIGFX having a 12.58% annualized return and GLOSX not far behind at 12.09%.


PIGFX

1D
0.00%
1M
-8.05%
YTD
-11.93%
6M
-10.38%
1Y
6.17%
3Y*
13.09%
5Y*
8.48%
10Y*
12.58%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIGFX vs. GLOSX - Expense Ratio Comparison

PIGFX has a 1.00% expense ratio, which is lower than GLOSX's 1.10% expense ratio.


Return for Risk

PIGFX vs. GLOSX — Risk / Return Rank

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

PIGFX
PIGFX Risk / Return Rank: 1212
Overall Rank
PIGFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PIGFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PIGFX Omega Ratio Rank: 1414
Omega Ratio Rank
PIGFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PIGFX Martin Ratio Rank: 1111
Martin Ratio Rank

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
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.

PIGFX vs. GLOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Fundamental Growth Fund (PIGFX) 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.


PIGFXGLOSXDifference

Sharpe ratio

Return per unit of total volatility

0.31

1.82

-1.51

Sortino ratio

Return per unit of downside risk

0.58

2.40

-1.82

Omega ratio

Gain probability vs. loss probability

1.08

1.37

-0.29

Calmar ratio

Return relative to maximum drawdown

0.26

2.24

-1.97

Martin ratio

Return relative to average drawdown

0.86

9.93

-9.07

PIGFX vs. GLOSX - Sharpe Ratio Comparison

The current PIGFX Sharpe Ratio is 0.31, which is lower than the GLOSX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of PIGFX and GLOSX, 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


PIGFXGLOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.82

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.82

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.72

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.44

+0.06

Correlation

The correlation between PIGFX and GLOSX 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

PIGFX vs. GLOSX - Dividend Comparison

PIGFX's dividend yield for the trailing twelve months is around 21.78%, more than GLOSX's 11.85% yield.


TTM20252024202320222021202020192018201720162015
PIGFX
Pioneer Fundamental Growth Fund
21.78%19.18%5.75%3.41%4.39%20.14%9.08%5.43%6.07%4.66%2.19%4.40%
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

PIGFX vs. GLOSX - Drawdown Comparison

The maximum PIGFX drawdown since its inception was -44.04%, smaller than the maximum GLOSX drawdown of -54.40%. Use the drawdown chart below to compare losses from any high point for PIGFX and GLOSX.


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Drawdown Indicators


PIGFXGLOSXDifference

Max Drawdown

Largest peak-to-trough decline

-44.04%

-54.40%

+10.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.55%

-12.42%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-27.12%

-23.72%

-3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-31.47%

-33.59%

+2.12%

Current Drawdown

Current decline from peak

-14.32%

-10.04%

-4.28%

Average Drawdown

Average peak-to-trough decline

-6.40%

-9.86%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

2.80%

+1.67%

Volatility

PIGFX vs. GLOSX - Volatility Comparison

Pioneer Fundamental Growth Fund (PIGFX) and Pioneer Global Sustainable Equity Fund Class A (GLOSX) have volatilities of 4.97% and 4.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIGFXGLOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

4.78%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

10.17%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

20.89%

16.66%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

15.48%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

16.78%

+2.04%