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FSOL vs. BFJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSOL vs. BFJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Solana Fund (FSOL) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSOL achieves a -39.83% return, which is significantly lower than BFJL's -5.11% return.


FSOL

1D
-2.38%
1M
-9.35%
6M
-36.29%
YTD
-39.83%
1Y
3Y*
5Y*
10Y*
ALL TIME*

BFJL

1D
-1.29%
1M
1.35%
6M
-3.14%
YTD
-5.11%
1Y
-14.80%
3Y*
5Y*
10Y*
ALL TIME*
-11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.56K$8.09K$4.95K
$1.71M$1.70M$2.78M

FSOL vs. BFJL - Yearly Performance Comparison


2026 (YTD)2025
FSOL
Fidelity Solana Fund
-39.83%-10.66%
BFJL
FT Vest Bitcoin Strategy Floor15 ETF - July
-5.11%-2.46%

Correlation

The correlation between FSOL and BFJL is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.75

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Return for Risk

FSOL vs. BFJL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSOL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BFJL
BFJL Risk / Return Rank: 22
Overall Rank
BFJL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BFJL Sortino Ratio Rank: 11
Sortino Ratio Rank
BFJL Omega Ratio Rank: 11
Omega Ratio Rank
BFJL Calmar Ratio Rank: 33
Calmar Ratio Rank
BFJL Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSOL vs. BFJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Solana Fund (FSOL) and FT Vest Bitcoin Strategy Floor15 ETF - July (BFJL). 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.


FSOLBFJLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.81

Calmar ratioReturn relative to maximum drawdown

-0.74

Martin ratioReturn relative to average drawdown

-1.00

FSOL vs. BFJL - Sharpe Ratio Comparison


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Drawdowns

FSOL vs. BFJL - Drawdown Comparison

The maximum FSOL drawdown since its inception was -56.33%, which is greater than BFJL's maximum drawdown of -21.27%. Use the drawdown chart below to compare losses from any high point for FSOL and BFJL.


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Drawdown Indicators


FSOLBFJLDifference

Max Drawdown

Largest peak-to-trough decline

-56.33%

-21.27%

-35.06%

Max Drawdown (1Y)

Largest decline over 1 year

-21.27%

Current Drawdown

Current decline from peak

-49.55%

-19.01%

-30.54%

Average Drawdown

Average peak-to-trough decline

-33.66%

-12.90%

-20.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.74%

Volatility

FSOL vs. BFJL - Volatility Comparison


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Volatility by Period


FSOLBFJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

Volatility (6M)

Calculated over the trailing 6-month period

5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

70.56%

13.20%

+57.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.56%

13.17%

+57.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.56%

13.17%

+57.39%

FSOL vs. BFJL - Expense Ratio Comparison

FSOL has a 0.25% expense ratio, which is lower than BFJL's 0.90% expense ratio.


Dividends

FSOL vs. BFJL - Dividend Comparison

FSOL's dividend yield for the trailing twelve months is around 1.99%, more than BFJL's 1.42% yield.


PositionTTM2025
BFJL
FT Vest Bitcoin Strategy Floor15 ETF - July
1.42%1.35%
FSOL
Fidelity Solana Fund
1.99%0.00%

Frequently Asked Questions


FSOL and BFJL have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FSOL is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FSOL is cheaper with a 0.25% expense ratio, compared with 0.90% for BFJL.

FSOL has the higher dividend yield at 1.99%, compared with 1.42% for BFJL.

FSOL is categorized as Cryptocurrency, while BFJL is Defined Outcome. They also come from different issuers: Fidelity and First Trust. Their fees differ too: 0.25% for FSOL and 0.90% for BFJL.

Portfolio Optimizer

Find the right allocation for FSOL and BFJL

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