Connected to Wifi when sleeping?

[Yumunum]

Whenever I'm at home, and I unlock my phone after it's been sleeping for a few minutes, I see the "3G" symbol in the upper left quickly flash to the Wifi symbol. So basically, I guess it disconnects from Wifi and goes back to 3G after it's been inactive for a bit. My Android phone used to do this too, until I found the "advanced" Wifi settings and turned Wifi to always stay on. For some reason I thought the iPhone did this automatically, idkw. Is there a way for me to get my phone to do this? (stay on Wifi all the time?)

 

[eastercat]

No. It's an energy saving issue. The always on feature is for the iPod touch and iPad.