It used to be borosilicate glass, and now it's soda-lime glass. Apparently the latter has higher thermal expansion and therefore more likely to shatter when subjected to very rapid temperature changes.
There are some conspiracy theories that the material was changed to make it less suitable for meth labs. It seems more likely that it was changed because it's slightly cheaper.
EDIT: I just found out that one of the ways to distinguish the earlier, borosilicate Pyrex is that the earlier versions are labeled in all-caps: PYREX.