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WASCX vs. WSTCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WASCX vs. WSTCX - Performance Comparison

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

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WASCX vs. WSTCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WASCX
Delaware Ivy Asset Strategy Fund
-4.73%16.07%13.12%14.62%-14.57%12.88%12.53%20.90%-5.98%17.53%
WSTCX
Delaware Ivy Science and Technology Fund
-6.70%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, WASCX achieves a -4.73% return, which is significantly higher than WSTCX's -6.70% return. Over the past 10 years, WASCX has underperformed WSTCX with an annualized return of 7.48%, while WSTCX has yielded a comparatively higher 22.65% annualized return.


WASCX

1D
0.00%
1M
-8.71%
YTD
-4.73%
6M
-3.15%
1Y
9.67%
3Y*
11.37%
5Y*
6.22%
10Y*
7.48%

WSTCX

1D
-1.89%
1M
-11.53%
YTD
-6.70%
6M
-4.36%
1Y
36.85%
3Y*
48.28%
5Y*
22.44%
10Y*
22.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WASCX vs. WSTCX - Expense Ratio Comparison

WASCX has a 2.18% expense ratio, which is higher than WSTCX's 2.14% expense ratio.


Return for Risk

WASCX vs. WSTCX — Risk / Return Rank

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

WASCX
WASCX Risk / Return Rank: 3636
Overall Rank
WASCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WASCX Sortino Ratio Rank: 3636
Sortino Ratio Rank
WASCX Omega Ratio Rank: 3737
Omega Ratio Rank
WASCX Calmar Ratio Rank: 3434
Calmar Ratio Rank
WASCX Martin Ratio Rank: 3838
Martin Ratio Rank

WSTCX
WSTCX Risk / Return Rank: 7171
Overall Rank
WSTCX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WSTCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
WSTCX Omega Ratio Rank: 6868
Omega Ratio Rank
WSTCX Calmar Ratio Rank: 7777
Calmar Ratio Rank
WSTCX Martin Ratio Rank: 6565
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.

WASCX vs. WSTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Asset Strategy Fund (WASCX) 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.


WASCXWSTCXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.24

-0.43

Sortino ratio

Return per unit of downside risk

1.20

1.78

-0.58

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.08

Calmar ratio

Return relative to maximum drawdown

0.94

1.80

-0.86

Martin ratio

Return relative to average drawdown

3.99

6.13

-2.14

WASCX vs. WSTCX - Sharpe Ratio Comparison

The current WASCX Sharpe Ratio is 0.81, which is lower than the WSTCX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of WASCX and WSTCX, 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


WASCXWSTCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.24

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.30

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.41

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.44

+0.07

Correlation

The correlation between WASCX and WSTCX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WASCX vs. WSTCX - Dividend Comparison

WASCX's dividend yield for the trailing twelve months is around 11.23%, less than WSTCX's 14.31% yield.


TTM20252024202320222021202020192018201720162015
WASCX
Delaware Ivy Asset Strategy Fund
11.23%10.75%8.30%2.28%18.75%11.68%2.22%5.49%20.62%2.37%0.00%6.52%
WSTCX
Delaware Ivy Science and Technology Fund
14.31%13.35%81.76%21.98%57.60%61.50%11.27%13.85%16.72%7.61%0.00%2.85%

Drawdowns

WASCX vs. WSTCX - Drawdown Comparison

The maximum WASCX drawdown since its inception was -36.09%, smaller than the maximum WSTCX drawdown of -60.92%. Use the drawdown chart below to compare losses from any high point for WASCX and WSTCX.


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Drawdown Indicators


WASCXWSTCXDifference

Max Drawdown

Largest peak-to-trough decline

-36.09%

-60.92%

+24.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-16.84%

+7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-60.92%

+31.93%

Max Drawdown (10Y)

Largest decline over 10 years

-29.42%

-60.92%

+31.50%

Current Drawdown

Current decline from peak

-9.02%

-16.84%

+7.82%

Average Drawdown

Average peak-to-trough decline

-7.50%

-18.50%

+11.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

4.96%

-2.83%

Volatility

WASCX vs. WSTCX - Volatility Comparison

The current volatility for Delaware Ivy Asset Strategy Fund (WASCX) is 4.72%, while Delaware Ivy Science and Technology Fund (WSTCX) has a volatility of 8.81%. This indicates that WASCX 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.


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Volatility by Period


WASCXWSTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

8.81%

-4.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

18.85%

-11.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

29.38%

-17.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

74.36%

-56.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

54.94%

-39.44%