WSTCX vs. SLMCX

Last updated Jun 24, 2026

WSTCX (Delaware Ivy Science and Technology Fund) and SLMCX (Columbia Seligman Technology and Information Fund) are both Technology Equities funds. Over the past 10 years, WSTCX returned 28.73%/yr vs 28.21%/yr for SLMCX. Their correlation of 0.88 suggests significant overlap in exposure. WSTCX charges 2.14%/yr vs 1.17%/yr for SLMCX.

Performance

WSTCX vs. SLMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy Science and Technology Fund (WSTCX) and Columbia Seligman Technology and Information Fund (SLMCX). 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 lower than SLMCX's 59.22% return. Both investments have delivered pretty close results over the past 10 years, with WSTCX having a 28.73% annualized return and SLMCX not far behind at 28.21%.

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%

SLMCX

• 1D: 3.72%
• 1M: 8.37%
• YTD: 59.22%
• 6M: 56.64%
• 1Y: 120.02%
• 3Y*: 45.79%
• 5Y*: 26.62%
• 10Y*: 28.21%

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

WSTCX vs. SLMCX - 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%
SLMCX Columbia Seligman Technology and Information Fund	59.22%	37.32%	26.67%	44.27%	-31.14%	38.97%	44.45%	54.15%	-8.12%	34.08%

Correlation

The correlation between WSTCX and SLMCX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jul 31, 1997	0.88

The correlation between WSTCX and SLMCX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

Return for Risk

WSTCX vs. SLMCX — 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

SLMCX

SLMCX Risk / Return Rank: 96
SLMCX Sharpe Ratio Rank: 99
SLMCX Sortino Ratio Rank: 94
SLMCX Omega Ratio Rank: 90
SLMCX Calmar Ratio Rank: 99
SLMCX Martin Ratio Rank: 98

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. SLMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Science and Technology Fund (WSTCX) and Columbia Seligman Technology and Information Fund (SLMCX). 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	SLMCX	Difference
Sharpe ratio: Return per unit of total volatility	2.99	4.37	-1.39
Sortino ratio: Return per unit of downside risk	3.48	4.60	-1.12
Omega ratio: Gain probability vs. loss probability	1.49	1.62	-0.14
Calmar ratio: Return relative to maximum drawdown	4.66	9.82	-5.17
Martin ratio: Return relative to average drawdown	16.54	35.85	-19.31

WSTCX vs. SLMCX - Sharpe Ratio Comparison

The current WSTCX Sharpe Ratio is 2.99, which is lower than the SLMCX Sharpe Ratio of 4.37. The chart below compares the historical Sharpe Ratios of WSTCX and SLMCX, 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. SLMCX - Drawdown Comparison

The maximum WSTCX drawdown since its inception was -60.92%, smaller than the maximum SLMCX drawdown of -68.10%. Use the drawdown chart below to compare losses from any high point for WSTCX and SLMCX.

Drawdown Indicators

	WSTCX	SLMCX	Difference
Max Drawdown Largest peak-to-trough decline	-60.92%	-68.10%	+7.18%
Max Drawdown (1Y) Largest decline over 1 year	-16.84%	-12.33%	-4.51%
Max Drawdown (3Y) Largest decline over 3 years	-44.66%	-29.13%	-15.53%
Max Drawdown (5Y) Largest decline over 5 years	-60.92%	-37.32%	-23.60%
Max Drawdown (10Y) Largest decline over 10 years	-60.92%	-37.32%	-23.60%
Current Drawdown Current decline from peak	-0.34%	0.00%	-0.34%
Average Drawdown Average peak-to-trough decline	-18.37%	-12.99%	-5.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.72%	3.37%	+1.35%

Volatility

WSTCX vs. SLMCX - Volatility Comparison

Delaware Ivy Science and Technology Fund (WSTCX) has a higher volatility of 12.37% compared to Columbia Seligman Technology and Information Fund (SLMCX) at 11.53%. This indicates that WSTCX's price experiences larger fluctuations and is considered to be riskier than SLMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WSTCX	SLMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.37%	11.53%	+0.84%
Volatility (6M) Calculated over the trailing 6-month period	21.69%	21.80%	-0.11%
Volatility (1Y) Calculated over the trailing 1-year period	26.31%	27.70%	-1.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.64%	26.55%	+48.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.16%	26.31%	+28.85%

WSTCX vs. SLMCX - Expense Ratio Comparison

WSTCX has a 2.14% expense ratio, which is higher than SLMCX's 1.17% expense ratio.

Dividends

WSTCX vs. SLMCX - Dividend Comparison

WSTCX's dividend yield for the trailing twelve months is around 9.22%, more than SLMCX's 5.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SLMCX Columbia Seligman Technology and Information Fund	5.94%	9.45%	14.27%	5.16%	9.42%	11.75%	10.40%	11.44%	12.33%	11.15%	8.19%	10.79%
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 SLMCX in my portfolio?

With a correlation of 0.91, WSTCX and SLMCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, WSTCX or SLMCX?

WSTCX has higher volatility (12.37%) compared to SLMCX (11.53%). In terms of maximum drawdown, WSTCX dropped -60.92% vs SLMCX's -68.10%.

Which has better risk-adjusted returns?

SLMCX currently has the higher Sharpe Ratio (4.37 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.