WSTCX vs. IVSIX
WSTCX (Delaware Ivy Science and Technology Fund) and IVSIX (Delaware Ivy Global Bond Fund) are both mutual funds - WSTCX is a Technology Equities fund managed by Ivy Funds, while IVSIX is a Global Bonds fund managed by Ivy Funds. Over the past 10 years, WSTCX returned 28.73%/yr vs 2.94%/yr for IVSIX. At a 0.17 correlation, their price movements are largely independent. WSTCX charges 2.14%/yr vs 0.72%/yr for IVSIX.
Performance
WSTCX vs. IVSIX - Performance Comparison
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Returns By Period
In the year-to-date period, WSTCX achieves a 44.87% return, which is significantly higher than IVSIX's 0.81% return. Over the past 10 years, WSTCX has outperformed IVSIX with an annualized return of 28.73%, while IVSIX has yielded a comparatively lower 2.94% 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%
IVSIX
- 1D
- -0.43%
- 1M
- 0.55%
- YTD
- 0.81%
- 6M
- 1.03%
- 1Y
- 3.45%
- 3Y*
- 4.68%
- 5Y*
- 1.12%
- 10Y*
- 2.94%
WSTCX vs. IVSIX - 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% |
IVSIX Delaware Ivy Global Bond Fund | 0.81% | 4.96% | 2.96% | 7.09% | -8.82% | -0.86% | 8.21% | 7.93% | -0.11% | 5.07% |
Correlation
The correlation between WSTCX and IVSIX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2008 | 0.17 |
The correlation between WSTCX and IVSIX shifts across timeframes, from 0.15 (10 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WSTCX vs. IVSIX — Risk / Return Rank
WSTCX
IVSIX
WSTCX vs. IVSIX - 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 Global Bond Fund (IVSIX). 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 | IVSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.22 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.66 | 1.55 | +3.11 |
| Martin ratioReturn relative to average drawdown | 16.54 | 4.44 | +12.10 |
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Drawdowns
WSTCX vs. IVSIX - Drawdown Comparison
The maximum WSTCX drawdown since its inception was -60.92%, which is greater than IVSIX's maximum drawdown of -14.84%. Use the drawdown chart below to compare losses from any high point for WSTCX and IVSIX.
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Drawdown Indicators
| WSTCX | IVSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.92% | -14.84% | -46.08% |
Max Drawdown (1Y)Largest decline over 1 year | -16.84% | -2.39% | -14.45% |
Max Drawdown (3Y)Largest decline over 3 years | -44.66% | -3.39% | -41.27% |
Max Drawdown (5Y)Largest decline over 5 years | -60.92% | -14.84% | -46.08% |
Max Drawdown (10Y)Largest decline over 10 years | -60.92% | -14.84% | -46.08% |
Current DrawdownCurrent decline from peak | -0.34% | -0.86% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -18.37% | -2.31% | -16.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | 0.83% | +3.89% |
Volatility
WSTCX vs. IVSIX - Volatility Comparison
Delaware Ivy Science and Technology Fund (WSTCX) has a higher volatility of 12.37% compared to Delaware Ivy Global Bond Fund (IVSIX) at 0.96%. This indicates that WSTCX's price experiences larger fluctuations and is considered to be riskier than IVSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSTCX | IVSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.37% | 0.96% | +11.41% |
Volatility (6M)Calculated over the trailing 6-month period | 21.69% | 2.34% | +19.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.31% | 2.93% | +23.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.64% | 4.06% | +70.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.16% | 3.68% | +51.48% |
WSTCX vs. IVSIX - Expense Ratio Comparison
WSTCX has a 2.14% expense ratio, which is higher than IVSIX's 0.72% expense ratio.
Dividends
WSTCX vs. IVSIX - Dividend Comparison
WSTCX's dividend yield for the trailing twelve months is around 9.22%, more than IVSIX's 3.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVSIX Delaware Ivy Global Bond Fund | 3.63% | 4.20% | 3.79% | 2.99% | 3.52% | 2.88% | 2.72% | 2.23% | 3.36% | 2.34% | 2.43% | 3.29% |
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
WSTCX and IVSIX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSTCX has higher volatility (12.37%) compared to IVSIX (0.96%). In terms of maximum drawdown, WSTCX dropped -60.92% vs IVSIX's -14.84%.
WSTCX currently has the higher Sharpe Ratio (2.99 vs 1.27), 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.
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