SLMCX vs. WSTCX

Last updated Jun 24, 2026

SLMCX (Columbia Seligman Technology and Information Fund) and WSTCX (Delaware Ivy Science and Technology Fund) are both Technology Equities funds. Over the past 10 years, SLMCX returned 28.21%/yr vs 28.73%/yr for WSTCX. Their correlation of 0.88 suggests significant overlap in exposure. SLMCX charges 1.17%/yr vs 2.14%/yr for WSTCX.

Performance

SLMCX vs. WSTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Technology and Information Fund (SLMCX) and Delaware Ivy Science and Technology Fund (WSTCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SLMCX achieves a 59.22% return, which is significantly higher than WSTCX's 44.87% return. Both investments have delivered pretty close results over the past 10 years, with SLMCX having a 28.21% annualized return and WSTCX not far ahead at 28.73%.

SLMCX

• 1D: 3.72%
• 1M: 8.37%
• YTD: 59.22%
• 6M: 56.64%
• 1Y: 120.02%
• 3Y*: 45.79%
• 5Y*: 26.62%
• 10Y*: 28.21%

WSTCX

• 1D: -0.34%
• 1M: 11.29%
• YTD: 44.87%
• 6M: 43.48%
• 1Y: 75.55%
• 3Y*: 68.65%
• 5Y*: 32.23%
• 10Y*: 28.73%

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

SLMCX vs. WSTCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SLMCX Columbia Seligman Technology and Information Fund	59.22%	37.32%	26.67%	44.27%	-31.14%	38.97%	44.45%	54.15%	-8.12%	34.08%
WSTCX Delaware Ivy Science and Technology Fund	44.87%	32.86%	117.81%	39.18%	-33.22%	12.80%	35.09%	49.22%	-5.97%	31.79%

Correlation

The correlation between SLMCX and WSTCX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jul 31, 1997	0.88

The correlation between SLMCX and WSTCX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

Return for Risk

SLMCX vs. WSTCX — Risk / Return Rank

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

SLMCX

SLMCX Risk / Return Rank: 96
SLMCX Sharpe Ratio Rank: 99
SLMCX Sortino Ratio Rank: 94
SLMCX Omega Ratio Rank: 90
SLMCX Calmar Ratio Rank: 99
SLMCX Martin Ratio Rank: 98

WSTCX

WSTCX Risk / Return Rank: 87
WSTCX Sharpe Ratio Rank: 94
WSTCX Sortino Ratio Rank: 80
WSTCX Omega Ratio Rank: 81
WSTCX Calmar Ratio Rank: 92
WSTCX Martin Ratio Rank: 90

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.

SLMCX vs. WSTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund (SLMCX) and Delaware Ivy Science and Technology Fund (WSTCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SLMCX	WSTCX	Difference
Sharpe ratio: Return per unit of total volatility	4.37	2.99	+1.39
Sortino ratio: Return per unit of downside risk	4.60	3.48	+1.12
Omega ratio: Gain probability vs. loss probability	1.62	1.49	+0.14
Calmar ratio: Return relative to maximum drawdown	9.82	4.66	+5.17
Martin ratio: Return relative to average drawdown	35.85	16.54	+19.31

SLMCX vs. WSTCX - Sharpe Ratio Comparison

The current SLMCX Sharpe Ratio is 4.37, which is higher than the WSTCX Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of SLMCX and WSTCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SLMCX vs. WSTCX - Drawdown Comparison

The maximum SLMCX drawdown since its inception was -68.10%, which is greater than WSTCX's maximum drawdown of -60.92%. Use the drawdown chart below to compare losses from any high point for SLMCX and WSTCX.

Drawdown Indicators

	SLMCX	WSTCX	Difference
Max Drawdown Largest peak-to-trough decline	-68.10%	-60.92%	-7.18%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-16.84%	+4.51%
Max Drawdown (3Y) Largest decline over 3 years	-29.13%	-44.66%	+15.53%
Max Drawdown (5Y) Largest decline over 5 years	-37.32%	-60.92%	+23.60%
Max Drawdown (10Y) Largest decline over 10 years	-37.32%	-60.92%	+23.60%
Current Drawdown Current decline from peak	0.00%	-0.34%	+0.34%
Average Drawdown Average peak-to-trough decline	-12.99%	-18.37%	+5.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	4.72%	-1.35%

Volatility

SLMCX vs. WSTCX - Volatility Comparison

The current volatility for Columbia Seligman Technology and Information Fund (SLMCX) is 11.53%, while Delaware Ivy Science and Technology Fund (WSTCX) has a volatility of 12.37%. This indicates that SLMCX experiences smaller price fluctuations and is considered to be less risky than WSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLMCX	WSTCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.53%	12.37%	-0.84%
Volatility (6M) Calculated over the trailing 6-month period	21.80%	21.69%	+0.11%
Volatility (1Y) Calculated over the trailing 1-year period	27.70%	26.31%	+1.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.55%	74.64%	-48.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.31%	55.16%	-28.85%

SLMCX vs. WSTCX - Expense Ratio Comparison

SLMCX has a 1.17% expense ratio, which is lower than WSTCX's 2.14% expense ratio.

Dividends

SLMCX vs. WSTCX - Dividend Comparison

SLMCX's dividend yield for the trailing twelve months is around 5.94%, less than WSTCX's 9.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SLMCX Columbia Seligman Technology and Information Fund	5.94%	9.45%	14.27%	5.16%	9.42%	11.75%	10.40%	11.44%	12.33%	11.15%	8.19%	10.79%
WSTCX Delaware Ivy Science and Technology Fund	9.22%	13.35%	81.76%	21.98%	57.60%	61.50%	11.27%	13.85%	16.72%	7.61%	0.00%	2.85%

Frequently Asked Questions

Can I hold both SLMCX and WSTCX in my portfolio?

With a correlation of 0.91, SLMCX and WSTCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SLMCX or WSTCX?

WSTCX has higher volatility (12.37%) compared to SLMCX (11.53%). In terms of maximum drawdown, SLMCX dropped -68.10% vs WSTCX's -60.92%.

Which has better risk-adjusted returns?

SLMCX currently has the higher Sharpe Ratio (4.37 vs 2.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.