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FSOL vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSOL vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Solana Fund (FSOL) and WisdomTree Floating Rate Treasury Fund (USFR). 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 USFR's 2.27% return.


FSOL

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

USFR

1D
0.02%
1M
0.34%
6M
1.89%
YTD
2.27%
1Y
3.95%
3Y*
4.69%
5Y*
3.81%
10Y*
2.48%
ALL TIME*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.71M$1.70M$2.78M
$315.80M$253.72M$243.43M

FSOL vs. USFR - Yearly Performance Comparison


2026 (YTD)2025
FSOL
Fidelity Solana Fund
-39.83%-10.66%
USFR
WisdomTree Floating Rate Treasury Fund
2.27%0.54%

Correlation

The correlation between FSOL and USFR is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.19

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Return for Risk

FSOL vs. USFR — 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.


USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
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. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Solana Fund (FSOL) and WisdomTree Floating Rate Treasury Fund (USFR). 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.


FSOLUSFRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

14.07

Calmar ratioReturn relative to maximum drawdown

200.37

Martin ratioReturn relative to average drawdown

800.42

FSOL vs. USFR - Sharpe Ratio Comparison


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Drawdowns

FSOL vs. USFR - Drawdown Comparison

The maximum FSOL drawdown since its inception was -56.33%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for FSOL and USFR.


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Drawdown Indicators


FSOLUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-56.33%

-1.36%

-54.97%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-49.55%

0.00%

-49.55%

Average Drawdown

Average peak-to-trough decline

-33.66%

-0.15%

-33.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

Volatility

FSOL vs. USFR - Volatility Comparison


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Volatility by Period


FSOLUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

70.56%

0.27%

+70.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.56%

0.39%

+70.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.56%

0.76%

+69.80%

FSOL vs. USFR - Expense Ratio Comparison

FSOL has a 0.25% expense ratio, which is higher than USFR's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FSOL vs. USFR - Dividend Comparison

FSOL's dividend yield for the trailing twelve months is around 1.99%, less than USFR's 3.79% yield.


PositionTTM2025202420232022202120202019201820172016
FSOL
Fidelity Solana Fund
1.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR
WisdomTree Floating Rate Treasury Fund
3.79%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


FSOL and USFR have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USFR is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USFR is cheaper with a 0.15% expense ratio, compared with 0.25% for FSOL.

USFR has the higher dividend yield at 3.79%, compared with 1.99% for FSOL.

FSOL is categorized as Cryptocurrency, while USFR is Government Bonds. They also come from different issuers: Fidelity and WisdomTree. Their fees differ too: 0.25% for FSOL and 0.15% for USFR.

Portfolio Optimizer

Find the right allocation for FSOL and USFR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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