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WSTCX vs. STK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WSTCX vs. STK - 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 Premium Technology Growth Closed Fund (STK). The values are adjusted to include any dividend payments, if applicable.

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WSTCX vs. STK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
STK
Columbia Seligman Premium Technology Growth Closed Fund
4.31%24.85%17.74%46.60%-30.36%48.63%25.39%52.73%-14.91%33.52%

Returns By Period

In the year-to-date period, WSTCX achieves a -6.70% return, which is significantly lower than STK's 4.31% return. Over the past 10 years, WSTCX has outperformed STK with an annualized return of 22.65%, while STK has yielded a comparatively lower 19.03% 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%

STK

1D
5.54%
1M
-6.23%
YTD
4.31%
6M
12.70%
1Y
46.63%
3Y*
22.64%
5Y*
14.46%
10Y*
19.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WSTCX vs. STK - Expense Ratio Comparison

WSTCX has a 2.14% expense ratio, which is higher than STK's 1.26% expense ratio.


Return for Risk

WSTCX vs. STK — Risk / Return Rank

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

WSTCX
WSTCX Risk / Return Rank: 7171
Overall Rank
WSTCX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WSTCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
WSTCX Omega Ratio Rank: 6868
Omega Ratio Rank
WSTCX Calmar Ratio Rank: 7777
Calmar Ratio Rank
WSTCX Martin Ratio Rank: 6565
Martin Ratio Rank

STK
STK Risk / Return Rank: 9191
Overall Rank
STK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
STK Sortino Ratio Rank: 9090
Sortino Ratio Rank
STK Omega Ratio Rank: 8686
Omega Ratio Rank
STK Calmar Ratio Rank: 9595
Calmar Ratio Rank
STK Martin Ratio Rank: 9494
Martin Ratio Rank
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. STK - 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 Premium Technology Growth Closed Fund (STK). 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.


WSTCXSTKDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.83

-0.59

Sortino ratio

Return per unit of downside risk

1.78

2.53

-0.75

Omega ratio

Gain probability vs. loss probability

1.25

1.36

-0.10

Calmar ratio

Return relative to maximum drawdown

1.80

3.31

-1.51

Martin ratio

Return relative to average drawdown

6.13

12.25

-6.12

WSTCX vs. STK - Sharpe Ratio Comparison

The current WSTCX Sharpe Ratio is 1.24, which is lower than the STK Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of WSTCX and STK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WSTCXSTKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.83

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.59

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.74

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.64

-0.19

Correlation

The correlation between WSTCX and STK is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WSTCX vs. STK - Dividend Comparison

WSTCX's dividend yield for the trailing twelve months is around 14.31%, more than STK's 7.16% yield.


TTM20252024202320222021202020192018201720162015
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%
STK
Columbia Seligman Premium Technology Growth Closed Fund
7.16%7.38%16.02%6.70%12.62%8.48%6.79%7.86%14.88%11.82%9.87%10.32%

Drawdowns

WSTCX vs. STK - Drawdown Comparison

The maximum WSTCX drawdown since its inception was -60.92%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for WSTCX and STK.


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Drawdown Indicators


WSTCXSTKDifference

Max Drawdown

Largest peak-to-trough decline

-60.92%

-41.74%

-19.18%

Max Drawdown (1Y)

Largest decline over 1 year

-16.84%

-13.59%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-60.92%

-36.27%

-24.65%

Max Drawdown (10Y)

Largest decline over 10 years

-60.92%

-41.74%

-19.18%

Current Drawdown

Current decline from peak

-16.84%

-7.51%

-9.33%

Average Drawdown

Average peak-to-trough decline

-18.50%

-7.47%

-11.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

3.67%

+1.29%

Volatility

WSTCX vs. STK - Volatility Comparison

The current volatility for Delaware Ivy Science and Technology Fund (WSTCX) is 8.81%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 9.65%. This indicates that WSTCX experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSTCXSTKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.81%

9.65%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

18.85%

17.90%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

29.38%

25.65%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.36%

24.83%

+49.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.94%

25.91%

+29.03%