FSOL vs. SOL-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Solana Fund (FSOL) and Solana (SOL-USD).

FSOL is an actively managed fund by Fidelity. It was launched on Nov 17, 2025.

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.

FSOL vs. SOL-USD - Yearly Performance Comparison

	2026 (YTD)	2025
FSOL Fidelity Solana Fund	-31.66%	-11.84%
SOL-USD Solana	-34.42%	-11.51%

Returns By Period

In the year-to-date period, FSOL achieves a -31.66% return, which is significantly higher than SOL-USD's -34.42% return.

FSOL

• 1D: 1.54%
• 1M: -3.79%
• YTD: -31.66%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOL-USD

• 1D: -1.80%
• 1M: -5.79%
• YTD: -34.42%
• 6M: -63.26%
• 1Y: -35.58%
• 3Y*: 58.42%
• 5Y*: 32.73%
• 10Y*: —

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

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: 59
SOL-USD Sharpe Ratio Rank: 59
SOL-USD Sortino Ratio Rank: 63
SOL-USD Omega Ratio Rank: 63
SOL-USD Calmar Ratio Rank: 64
SOL-USD Martin Ratio Rank: 46

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	—	-0.47	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.94	0.91	-1.85

Correlation

The correlation between FSOL and SOL-USD is 0.72, 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.

Drawdowns

FSOL vs. SOL-USD - Drawdown Comparison

The maximum FSOL drawdown since its inception was -47.76%, 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	-47.76%	-96.27%	+48.51%
Max Drawdown (1Y) Largest decline over 1 year	—	-68.54%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-96.27%	—
Current Drawdown Current decline from peak	-42.70%	-68.85%	+26.15%
Average Drawdown Average peak-to-trough decline	-23.43%	-50.87%	+27.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	42.73%	—

Volatility

Volatility by Period

	FSOL	SOL-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	15.96%	—
Volatility (6M) Calculated over the trailing 6-month period	—	54.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	80.61%	63.57%	+17.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.61%	88.86%	-8.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.61%	101.03%	-20.42%