SLMCX vs. WSTCX
Compare and contrast key facts about Columbia Seligman Technology and Information Fund (SLMCX) and Delaware Ivy Science and Technology Fund (WSTCX).
SLMCX is managed by Columbia. It was launched on Jun 22, 1983. WSTCX is managed by Ivy Funds. It was launched on Jul 30, 1997.
Performance
SLMCX vs. WSTCX - Performance Comparison
Loading graphics...
SLMCX vs. WSTCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLMCX Columbia Seligman Technology and Information Fund | 5.76% | 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 | -2.18% | 32.86% | 117.81% | 39.18% | -33.22% | 12.80% | 35.09% | 49.22% | -5.97% | 31.79% |
Returns By Period
In the year-to-date period, SLMCX achieves a 5.76% return, which is significantly higher than WSTCX's -2.18% return. Both investments have delivered pretty close results over the past 10 years, with SLMCX having a 22.87% annualized return and WSTCX not far ahead at 23.23%.
SLMCX
- 1D
- 5.57%
- 1M
- -4.96%
- YTD
- 5.76%
- 6M
- 9.48%
- 1Y
- 65.25%
- 3Y*
- 31.63%
- 5Y*
- 17.08%
- 10Y*
- 22.87%
WSTCX
- 1D
- 4.85%
- 1M
- -6.48%
- YTD
- -2.18%
- 6M
- -0.82%
- 1Y
- 42.02%
- 3Y*
- 50.63%
- 5Y*
- 23.05%
- 10Y*
- 23.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SLMCX vs. WSTCX - Expense Ratio Comparison
SLMCX has a 1.17% expense ratio, which is lower than WSTCX's 2.14% expense ratio.
Return for Risk
SLMCX vs. WSTCX — Risk / Return Rank
SLMCX
WSTCX
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.
| SLMCX | WSTCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 1.48 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.75 | 2.06 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.30 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 4.46 | 2.29 | +2.18 |
Martin ratioReturn relative to average drawdown | 16.82 | 7.89 | +8.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SLMCX | WSTCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.48 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.31 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.42 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.45 | +0.24 |
Correlation
The correlation between SLMCX and WSTCX is 0.88, 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
SLMCX vs. WSTCX - Dividend Comparison
SLMCX's dividend yield for the trailing twelve months is around 8.94%, less than WSTCX's 13.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLMCX Columbia Seligman Technology and Information Fund | 8.94% | 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 | 13.65% | 13.35% | 81.76% | 21.98% | 57.60% | 61.50% | 11.27% | 13.85% | 16.72% | 7.61% | 0.00% | 2.85% |
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.
Loading graphics...
Drawdown Indicators
| SLMCX | WSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.10% | -60.92% | -7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -16.84% | +1.96% |
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 DrawdownCurrent decline from peak | -7.05% | -12.81% | +5.76% |
Average DrawdownAverage peak-to-trough decline | -13.04% | -18.50% | +5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 4.88% | -0.93% |
Volatility
SLMCX vs. WSTCX - Volatility Comparison
Columbia Seligman Technology and Information Fund (SLMCX) has a higher volatility of 11.14% compared to Delaware Ivy Science and Technology Fund (WSTCX) at 10.28%. This indicates that SLMCX's price experiences larger fluctuations and is considered to be riskier than WSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SLMCX | WSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.14% | 10.28% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 21.67% | 19.44% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.99% | 29.69% | +1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.07% | 74.38% | -48.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.99% | 54.96% | -28.97% |