FSOL vs. SOL-USD

Last updated Jun 4, 2026

FSOL (Fidelity Solana Fund) is Cryptocurrency fund actively managed by Fidelity, while SOL-USD (Solana) is a cryptocurrency. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

FSOL vs. SOL-USD - Performance Comparison

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

Returns By Period

In the year-to-date period, FSOL achieves a -41.01% return, which is significantly higher than SOL-USD's -43.22% return.

FSOL

• 1D: -4.73%
• 1M: -14.55%
• YTD: -41.01%
• 6M: -48.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOL-USD

• 1D: -4.70%
• 1M: -15.97%
• YTD: -43.22%
• 6M: -51.16%
• 1Y: -54.50%
• 3Y*: 47.95%
• 5Y*: 13.56%
• 10Y*: —

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

FSOL vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025
FSOL Fidelity Solana Fund	-41.01%	-11.84%
SOL-USD Solana	-43.22%	-11.51%

Correlation

The correlation between FSOL and SOL-USD is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 19, 2025	0.66

Return for Risk

FSOL vs. SOL-USD — Risk / Return Rank

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

SOL-USD

SOL-USD Risk / Return Rank: 53
SOL-USD Sharpe Ratio Rank: 40
SOL-USD Sortino Ratio Rank: 44
SOL-USD Omega Ratio Rank: 45
SOL-USD Calmar Ratio Rank: 71
SOL-USD Martin Ratio Rank: 66

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. SOL-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Solana Fund (FSOL) and Solana (SOL-USD). 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	SOL-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.76	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.14	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.99	0.84	-1.84

Drawdowns

FSOL vs. SOL-USD - Drawdown Comparison

The maximum FSOL drawdown since its inception was -50.54%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for FSOL and SOL-USD.

Drawdown Indicators

	FSOL	SOL-USD	Difference
Max Drawdown Largest peak-to-trough decline	-50.54%	-96.27%	+45.73%
Max Drawdown (1Y) Largest decline over 1 year	—	-71.46%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-73.03%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-96.27%	—
Current Drawdown Current decline from peak	-50.54%	-73.03%	+22.49%
Average Drawdown Average peak-to-trough decline	-29.21%	-51.34%	+22.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	51.54%	—

Volatility

Volatility by Period

	FSOL	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	15.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	45.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	71.65%	59.79%	+11.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.65%	82.60%	-10.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.65%	99.86%	-28.21%

Frequently Asked Questions

Can I hold both FSOL and SOL-USD in my portfolio?

FSOL and SOL-USD have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.