WSTCX vs. ALARX

In the year-to-date period, WSTCX achieves a 3.45% return, which is significantly higher than ALARX's 0.68% return. Over the past 10 years, WSTCX has underperformed ALARX with an annualized return of -6.56%, while ALARX has yielded a comparatively higher 5.31% annualized return.

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WSTCX has a 2.14% expense ratio, which is higher than ALARX's 1.12% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Science and Technology Fund (WSTCX) and Alger Capital Appreciation Institutional Fund (ALARX). 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.

The current WSTCX Sharpe Ratio is -0.24, which is lower than the ALARX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of WSTCX and ALARX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither WSTCX nor ALARX has paid dividends to shareholders.

The maximum WSTCX drawdown since its inception was -77.63%, which is greater than ALARX's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for WSTCX and ALARX. For additional features, visit the drawdowns tool.

The current volatility for Delaware Ivy Science and Technology Fund (WSTCX) is 7.71%, while Alger Capital Appreciation Institutional Fund (ALARX) has a volatility of 9.07%. This indicates that WSTCX experiences smaller price fluctuations and is considered to be less risky than ALARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.