FSOL vs. IBLC

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Solana Fund (FSOL) and iShares Blockchain and Tech ETF (IBLC).

FSOL and IBLC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FSOL is an actively managed fund by Fidelity. It was launched on Nov 17, 2025. IBLC is a passively managed fund by iShares that tracks the performance of the ICE FactSet Global Blockchain Technologies Index. It was launched on Apr 25, 2022.

Performance

FSOL vs. IBLC - Performance Comparison

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

FSOL vs. IBLC - Yearly Performance Comparison

	2026 (YTD)	2025
FSOL Fidelity Solana Fund	-32.70%	-11.84%
IBLC iShares Blockchain and Tech ETF	-10.68%	-7.27%

Returns By Period

In the year-to-date period, FSOL achieves a -32.70% return, which is significantly lower than IBLC's -10.68% return.

FSOL

• 1D: 0.52%
• 1M: 1.67%
• YTD: -32.70%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBLC

• 1D: 6.56%
• 1M: -5.99%
• YTD: -10.68%
• 6M: -29.99%
• 1Y: 57.18%
• 3Y*: 34.97%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FSOL vs. IBLC - Expense Ratio Comparison

FSOL has a 0.25% expense ratio, which is lower than IBLC's 0.47% expense ratio.

IBLC

iShares Blockchain and Tech ETF

FSOL

Fidelity Solana Fund

Return for Risk

FSOL vs. IBLC — Risk / Return Rank

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

IBLC

IBLC Risk / Return Rank: 51
IBLC Sharpe Ratio Rank: 58
IBLC Sortino Ratio Rank: 67
IBLC Omega Ratio Rank: 52
IBLC Calmar Ratio Rank: 49
IBLC Martin Ratio Rank: 31

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.

FSOL vs. IBLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Solana Fund (FSOL) and iShares Blockchain and Tech ETF (IBLC). 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.

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

Sharpe Ratios by Period

	FSOL	IBLC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.99	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.95	0.23	-1.18

Correlation

The correlation between FSOL and IBLC is 0.73, 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

FSOL vs. IBLC - Dividend Comparison

FSOL's dividend yield for the trailing twelve months is around 0.66%, less than IBLC's 7.06% yield.

	TTM	2025	2024	2023	2022
FSOL Fidelity Solana Fund	0.66%	0.00%	0.00%	0.00%	0.00%
IBLC iShares Blockchain and Tech ETF	7.06%	6.31%	1.60%	1.79%	0.84%

Drawdowns

FSOL vs. IBLC - Drawdown Comparison

The maximum FSOL drawdown since its inception was -47.76%, smaller than the maximum IBLC drawdown of -62.54%. Use the drawdown chart below to compare losses from any high point for FSOL and IBLC.

Drawdown Indicators

	FSOL	IBLC	Difference
Max Drawdown Largest peak-to-trough decline	-47.76%	-62.54%	+14.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-44.94%	—
Current Drawdown Current decline from peak	-43.57%	-41.28%	-2.29%
Average Drawdown Average peak-to-trough decline	-23.21%	-26.00%	+2.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	20.15%	—

Volatility

Volatility by Period

	FSOL	IBLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.51%	—
Volatility (6M) Calculated over the trailing 6-month period	—	44.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	80.99%	58.34%	+22.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.99%	65.16%	+15.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.99%	65.16%	+15.83%