WSTCX vs. FELIX
Compare and contrast key facts about Delaware Ivy Science and Technology Fund (WSTCX) and Fidelity Advisor Semiconductors Fund Class I (FELIX).
WSTCX is managed by Ivy Funds. It was launched on Jul 30, 1997. FELIX is managed by Fidelity. It was launched on Dec 27, 2000.
Performance
WSTCX vs. FELIX - Performance Comparison
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WSTCX vs. FELIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FELIX Fidelity Advisor Semiconductors Fund Class I | 0.34% | 45.25% | 44.10% | 75.49% | -34.88% | 57.89% | 44.02% | 64.21% | -12.52% | 34.54% |
Returns By Period
In the year-to-date period, WSTCX achieves a -6.70% return, which is significantly lower than FELIX's 0.34% return. Over the past 10 years, WSTCX has underperformed FELIX with an annualized return of 22.65%, while FELIX has yielded a comparatively higher 29.99% annualized return.
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%
FELIX
- 1D
- -4.25%
- 1M
- -9.99%
- YTD
- 0.34%
- 6M
- 8.31%
- 1Y
- 77.58%
- 3Y*
- 38.40%
- 5Y*
- 28.12%
- 10Y*
- 29.99%
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WSTCX vs. FELIX - Expense Ratio Comparison
WSTCX has a 2.14% expense ratio, which is higher than FELIX's 0.75% expense ratio.
Return for Risk
WSTCX vs. FELIX — Risk / Return Rank
WSTCX
FELIX
WSTCX vs. FELIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Science and Technology Fund (WSTCX) and Fidelity Advisor Semiconductors Fund Class I (FELIX). 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.
| WSTCX | FELIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.94 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.78 | 2.55 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 4.18 | -2.38 |
Martin ratioReturn relative to average drawdown | 6.13 | 15.94 | -9.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WSTCX | FELIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.94 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.75 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.88 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.40 | +0.04 |
Correlation
The correlation between WSTCX and FELIX is 0.84, 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
WSTCX vs. FELIX - Dividend Comparison
WSTCX's dividend yield for the trailing twelve months is around 14.31%, more than FELIX's 6.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FELIX Fidelity Advisor Semiconductors Fund Class I | 6.49% | 6.51% | 6.44% | 3.15% | 3.09% | 4.14% | 4.43% | 1.04% | 19.34% | 9.50% | 0.55% | 10.37% |
Drawdowns
WSTCX vs. FELIX - Drawdown Comparison
The maximum WSTCX drawdown since its inception was -60.92%, smaller than the maximum FELIX drawdown of -71.17%. Use the drawdown chart below to compare losses from any high point for WSTCX and FELIX.
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Drawdown Indicators
| WSTCX | FELIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.92% | -71.17% | +10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -16.84% | -17.09% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -60.92% | -46.02% | -14.90% |
Max Drawdown (10Y)Largest decline over 10 years | -60.92% | -46.02% | -14.90% |
Current DrawdownCurrent decline from peak | -16.84% | -14.65% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -18.50% | -21.27% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 4.49% | +0.47% |
Volatility
WSTCX vs. FELIX - Volatility Comparison
The current volatility for Delaware Ivy Science and Technology Fund (WSTCX) is 8.81%, while Fidelity Advisor Semiconductors Fund Class I (FELIX) has a volatility of 10.51%. This indicates that WSTCX experiences smaller price fluctuations and is considered to be less risky than FELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSTCX | FELIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.81% | 10.51% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 18.85% | 24.76% | -5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.38% | 39.67% | -10.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.36% | 37.96% | +36.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.94% | 34.34% | +20.60% |