WSTCX vs. IEYYX

Last updated Jun 24, 2026

WSTCX (Delaware Ivy Science and Technology Fund) and IEYYX (Delaware Ivy Energy Fund) are both mutual funds - WSTCX is a Technology Equities fund managed by Ivy Funds, while IEYYX is a Energy Equities fund managed by Ivy Funds. Over the past 10 years, WSTCX returned 28.73%/yr vs 1.48%/yr for IEYYX. A 0.57 correlation means they provide meaningful diversification when combined. WSTCX charges 2.14%/yr vs 1.28%/yr for IEYYX.

Performance

WSTCX vs. IEYYX - Performance Comparison

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

Returns By Period

In the year-to-date period, WSTCX achieves a 44.87% return, which is significantly higher than IEYYX's 16.88% return. Over the past 10 years, WSTCX has outperformed IEYYX with an annualized return of 28.73%, while IEYYX has yielded a comparatively lower 1.48% annualized return.

WSTCX

• 1D: -0.34%
• 1M: 11.29%
• YTD: 44.87%
• 6M: 43.48%
• 1Y: 75.55%
• 3Y*: 68.65%
• 5Y*: 32.23%
• 10Y*: 28.73%

IEYYX

• 1D: 0.39%
• 1M: -1.83%
• YTD: 16.88%
• 6M: 16.35%
• 1Y: 40.01%
• 3Y*: 12.00%
• 5Y*: 14.06%
• 10Y*: 1.48%

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

WSTCX vs. IEYYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WSTCX Delaware Ivy Science and Technology Fund	44.87%	32.86%	117.81%	39.18%	-33.22%	12.80%	35.09%	49.22%	-5.97%	31.79%
IEYYX Delaware Ivy Energy Fund	16.88%	22.56%	-3.60%	-4.08%	41.14%	43.34%	-38.68%	4.25%	-34.47%	-12.98%

Correlation

The correlation between WSTCX and IEYYX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Apr 5, 2006	0.57

The correlation between WSTCX and IEYYX shifts across timeframes, from 0.44 (10 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WSTCX vs. IEYYX — Risk / Return Rank

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

WSTCX

WSTCX Risk / Return Rank: 87
WSTCX Sharpe Ratio Rank: 94
WSTCX Sortino Ratio Rank: 80
WSTCX Omega Ratio Rank: 81
WSTCX Calmar Ratio Rank: 92
WSTCX Martin Ratio Rank: 90

IEYYX

IEYYX Risk / Return Rank: 93
IEYYX Sharpe Ratio Rank: 94
IEYYX Sortino Ratio Rank: 90
IEYYX Omega Ratio Rank: 85
IEYYX Calmar Ratio Rank: 98
IEYYX Martin Ratio Rank: 97

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. IEYYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Science and Technology Fund (WSTCX) and Delaware Ivy Energy Fund (IEYYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WSTCX	IEYYX	Difference
Sharpe ratio: Return per unit of total volatility	2.99	3.02	-0.03
Sortino ratio: Return per unit of downside risk	3.48	4.05	-0.57
Omega ratio: Gain probability vs. loss probability	1.49	1.53	-0.04
Calmar ratio: Return relative to maximum drawdown	4.66	7.26	-2.61
Martin ratio: Return relative to average drawdown	16.54	26.28	-9.74

WSTCX vs. IEYYX - Sharpe Ratio Comparison

The current WSTCX Sharpe Ratio is 2.99, which is comparable to the IEYYX Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of WSTCX and IEYYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WSTCX vs. IEYYX - Drawdown Comparison

The maximum WSTCX drawdown since its inception was -60.92%, smaller than the maximum IEYYX drawdown of -85.16%. Use the drawdown chart below to compare losses from any high point for WSTCX and IEYYX.

Drawdown Indicators

	WSTCX	IEYYX	Difference
Max Drawdown Largest peak-to-trough decline	-60.92%	-85.16%	+24.24%
Max Drawdown (1Y) Largest decline over 1 year	-16.84%	-5.56%	-11.28%
Max Drawdown (3Y) Largest decline over 3 years	-44.66%	-22.71%	-21.95%
Max Drawdown (5Y) Largest decline over 5 years	-60.92%	-30.43%	-30.49%
Max Drawdown (10Y) Largest decline over 10 years	-60.92%	-81.45%	+20.53%
Current Drawdown Current decline from peak	-0.34%	-24.47%	+24.13%
Average Drawdown Average peak-to-trough decline	-18.37%	-35.14%	+16.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.72%	1.53%	+3.19%

Volatility

WSTCX vs. IEYYX - Volatility Comparison

Delaware Ivy Science and Technology Fund (WSTCX) has a higher volatility of 12.37% compared to Delaware Ivy Energy Fund (IEYYX) at 4.63%. This indicates that WSTCX's price experiences larger fluctuations and is considered to be riskier than IEYYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WSTCX	IEYYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.37%	4.63%	+7.74%
Volatility (6M) Calculated over the trailing 6-month period	21.69%	10.33%	+11.36%
Volatility (1Y) Calculated over the trailing 1-year period	26.31%	13.40%	+12.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.64%	21.61%	+53.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.16%	30.84%	+24.32%

WSTCX vs. IEYYX - Expense Ratio Comparison

WSTCX has a 2.14% expense ratio, which is higher than IEYYX's 1.28% expense ratio.

Dividends

WSTCX vs. IEYYX - Dividend Comparison

WSTCX's dividend yield for the trailing twelve months is around 9.22%, more than IEYYX's 0.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IEYYX Delaware Ivy Energy Fund	0.74%	0.87%	0.91%	2.37%	1.33%	1.49%	2.17%	0.00%	0.00%	0.36%	0.00%	0.00%
WSTCX Delaware Ivy Science and Technology Fund	9.22%	13.35%	81.76%	21.98%	57.60%	61.50%	11.27%	13.85%	16.72%	7.61%	0.00%	2.85%

Frequently Asked Questions

Can I hold both WSTCX and IEYYX in my portfolio?

WSTCX and IEYYX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WSTCX or IEYYX?

WSTCX has higher volatility (12.37%) compared to IEYYX (4.63%). In terms of maximum drawdown, WSTCX dropped -60.92% vs IEYYX's -85.16%.

Which has better risk-adjusted returns?

IEYYX currently has the higher Sharpe Ratio (3.02 vs 2.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.