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WSTCX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WSTCX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Ivy Science and Technology Fund (WSTCX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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WSTCX vs. VOO - 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%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, WSTCX achieves a -6.70% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, WSTCX has outperformed VOO with an annualized return of 22.65%, while VOO has yielded a comparatively lower 14.05% 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%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WSTCX vs. VOO - Expense Ratio Comparison

WSTCX has a 2.14% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

WSTCX vs. VOO — 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

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Science and Technology Fund (WSTCX) and Vanguard S&P 500 ETF (VOO). 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.


WSTCXVOODifference

Sharpe ratio

Return per unit of total volatility

1.24

0.98

+0.26

Sortino ratio

Return per unit of downside risk

1.78

1.50

+0.28

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.80

1.53

+0.27

Martin ratio

Return relative to average drawdown

6.13

7.29

-1.17

WSTCX vs. VOO - Sharpe Ratio Comparison

The current WSTCX Sharpe Ratio is 1.24, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of WSTCX and VOO, 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


WSTCXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.98

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.70

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.78

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.83

-0.39

Correlation

The correlation between WSTCX and VOO is 0.86, 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. VOO - Dividend Comparison

WSTCX's dividend yield for the trailing twelve months is around 14.31%, more than VOO's 1.19% 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%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

WSTCX vs. VOO - Drawdown Comparison

The maximum WSTCX drawdown since its inception was -60.92%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WSTCX and VOO.


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Drawdown Indicators


WSTCXVOODifference

Max Drawdown

Largest peak-to-trough decline

-60.92%

-33.99%

-26.93%

Max Drawdown (1Y)

Largest decline over 1 year

-16.84%

-11.98%

-4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-60.92%

-24.52%

-36.40%

Max Drawdown (10Y)

Largest decline over 10 years

-60.92%

-33.99%

-26.93%

Current Drawdown

Current decline from peak

-16.84%

-6.29%

-10.55%

Average Drawdown

Average peak-to-trough decline

-18.50%

-3.72%

-14.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

2.52%

+2.44%

Volatility

WSTCX vs. VOO - Volatility Comparison

Delaware Ivy Science and Technology Fund (WSTCX) has a higher volatility of 8.81% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that WSTCX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSTCXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.81%

5.29%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

18.85%

9.44%

+9.41%

Volatility (1Y)

Calculated over the trailing 1-year period

29.38%

18.10%

+11.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.36%

16.82%

+57.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.94%

17.99%

+36.95%