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EZPZ vs. FSOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EZPZ vs. FSOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Crypto Index ETF (EZPZ) and Fidelity Solana Fund (FSOL). The values are adjusted to include any dividend payments, if applicable.

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EZPZ vs. FSOL - Yearly Performance Comparison


2026 (YTD)2025
EZPZ
Franklin Crypto Index ETF
-23.33%-7.03%
FSOL
Fidelity Solana Fund
-31.66%-11.84%

Returns By Period

In the year-to-date period, EZPZ achieves a -23.33% return, which is significantly higher than FSOL's -31.66% return.


EZPZ

1D
0.79%
1M
-1.08%
YTD
-23.33%
6M
-44.60%
1Y
-17.92%
3Y*
5Y*
10Y*

FSOL

1D
1.54%
1M
-3.79%
YTD
-31.66%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EZPZ vs. FSOL - Expense Ratio Comparison

EZPZ has a 0.19% expense ratio, which is lower than FSOL's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

EZPZ vs. FSOL — Risk / Return Rank

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

EZPZ
EZPZ Risk / Return Rank: 77
Overall Rank
EZPZ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EZPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
EZPZ Omega Ratio Rank: 77
Omega Ratio Rank
EZPZ Calmar Ratio Rank: 77
Calmar Ratio Rank
EZPZ Martin Ratio Rank: 77
Martin Ratio Rank

FSOL
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.

EZPZ vs. FSOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Crypto Index ETF (EZPZ) and Fidelity Solana Fund (FSOL). 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.


EZPZFSOLDifference

Sharpe ratio

Return per unit of total volatility

-0.37

Sortino ratio

Return per unit of downside risk

-0.23

Omega ratio

Gain probability vs. loss probability

0.97

Calmar ratio

Return relative to maximum drawdown

-0.29

Martin ratio

Return relative to average drawdown

-0.62

EZPZ vs. FSOL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EZPZFSOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.58

-0.94

+0.36

Correlation

The correlation between EZPZ and FSOL is 0.92, 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

EZPZ vs. FSOL - Dividend Comparison

EZPZ has not paid dividends to shareholders, while FSOL's dividend yield for the trailing twelve months is around 0.65%.


Drawdowns

EZPZ vs. FSOL - Drawdown Comparison

The maximum EZPZ drawdown since its inception was -52.38%, which is greater than FSOL's maximum drawdown of -47.76%. Use the drawdown chart below to compare losses from any high point for EZPZ and FSOL.


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Drawdown Indicators


EZPZFSOLDifference

Max Drawdown

Largest peak-to-trough decline

-52.38%

-47.76%

-4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-52.38%

Current Drawdown

Current decline from peak

-48.30%

-42.70%

-5.60%

Average Drawdown

Average peak-to-trough decline

-18.36%

-23.43%

+5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.61%

Volatility

EZPZ vs. FSOL - Volatility Comparison


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Volatility by Period


EZPZFSOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.91%

Volatility (6M)

Calculated over the trailing 6-month period

39.78%

Volatility (1Y)

Calculated over the trailing 1-year period

48.52%

80.61%

-32.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.38%

80.61%

-31.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.38%

80.61%

-31.23%