WSTCX vs. FIKHX

Last updated Apr 2, 2026

Compare and contrast key facts about Delaware Ivy Science and Technology Fund (WSTCX) and Fidelity Advisor Technology Fund Class Z (FIKHX).

WSTCX is managed by Ivy Funds. It was launched on Jul 30, 1997. FIKHX is managed by Fidelity. It was launched on Oct 2, 2018.

Performance

WSTCX vs. FIKHX - Performance Comparison

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

WSTCX vs. FIKHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WSTCX Delaware Ivy Science and Technology Fund	-2.18%	32.86%	117.81%	39.18%	-33.22%	12.80%	35.09%	49.22%	-14.67%
FIKHX Fidelity Advisor Technology Fund Class Z	0.00%	24.77%	35.52%	59.89%	-35.93%	27.74%	64.56%	51.18%	-17.39%

Returns By Period

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%

FIKHX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WSTCX vs. FIKHX - Expense Ratio Comparison

WSTCX has a 2.14% expense ratio, which is higher than FIKHX's 0.59% expense ratio.

WSTCX

Delaware Ivy Science and Technology Fund

FIKHX

Fidelity Advisor Technology Fund Class Z

Return for Risk

WSTCX vs. FIKHX — Risk / Return Rank

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

WSTCX

WSTCX Risk / Return Rank: 79
WSTCX Sharpe Ratio Rank: 78
WSTCX Sortino Ratio Rank: 79
WSTCX Omega Ratio Rank: 75
WSTCX Calmar Ratio Rank: 86
WSTCX Martin Ratio Rank: 77

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.

WSTCX vs. FIKHX - 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 Technology Fund Class Z (FIKHX). 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	FIKHX	Difference
Sharpe ratio Return per unit of total volatility	1.48	—	—
Sortino ratio Return per unit of downside risk	2.06	—	—
Omega ratio Gain probability vs. loss probability	1.30	—	—
Calmar ratio Return relative to maximum drawdown	2.29	—	—
Martin ratio Return relative to average drawdown	7.89	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WSTCX	FIKHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	—	—

Correlation

The correlation between WSTCX and FIKHX is 0.91, 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. FIKHX - Dividend Comparison

WSTCX's dividend yield for the trailing twelve months is around 13.65%, more than FIKHX's 9.85% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
FIKHX Fidelity Advisor Technology Fund Class Z	9.85%	9.85%	7.33%	3.86%	3.32%	11.52%	7.42%	2.64%	22.38%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	WSTCX	FIKHX	Difference
Max Drawdown Largest peak-to-trough decline	-60.92%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-16.84%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-60.92%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-60.92%	—	—
Current Drawdown Current decline from peak	-12.81%	—	—
Average Drawdown Average peak-to-trough decline	-18.50%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	—	—

Volatility

Volatility by Period

	WSTCX	FIKHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.44%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.69%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.38%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.96%	—	—