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SOLZ vs. FSELX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOLZ vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana ETF (SOLZ) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOLZ achieves a -44.90% return, which is significantly lower than FSELX's 77.75% return.


SOLZ

1D
-3.31%
1M
-17.87%
YTD
-44.90%
6M
-41.51%
1Y
-56.29%
3Y*
5Y*
10Y*

FSELX

1D
0.98%
1M
14.21%
YTD
77.75%
6M
85.24%
1Y
142.27%
3Y*
63.63%
5Y*
45.08%
10Y*
38.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOLZ vs. FSELX - Yearly Performance Comparison


2026 (YTD)2025
SOLZ
Solana ETF
-44.90%-14.53%
FSELX
Fidelity Select Semiconductors Portfolio
77.75%68.87%

Correlation

The correlation between SOLZ and FSELX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2025

0.42

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Return for Risk

SOLZ vs. FSELX — Risk / Return Rank

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

SOLZ
SOLZ Risk / Return Rank: 33
Overall Rank
SOLZ Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOLZ Sortino Ratio Rank: 33
Sortino Ratio Rank
SOLZ Omega Ratio Rank: 33
Omega Ratio Rank
SOLZ Calmar Ratio Rank: 33
Calmar Ratio Rank
SOLZ Martin Ratio Rank: 33
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9595
Overall Rank
FSELX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FSELX Omega Ratio Rank: 8888
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
Martin Ratio Rank
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.

SOLZ vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana ETF (SOLZ) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


SOLZFSELXDifference
Sharpe ratioReturn per unit of total volatility

-4.86

Sortino ratioReturn per unit of downside risk

-5.20

Omega ratioGain probability vs. loss probability

0.89

1.58

-0.69

Calmar ratioReturn relative to maximum drawdown

-0.75

10.14

-10.88

Martin ratioReturn relative to average drawdown

-1.16

36.38

-37.54

SOLZ vs. FSELX - Sharpe Ratio Comparison

The current SOLZ Sharpe Ratio is -0.76, which is lower than the FSELX Sharpe Ratio of 4.10. The chart below compares the historical Sharpe Ratios of SOLZ and FSELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SOLZ vs. FSELX - Drawdown Comparison

The maximum SOLZ drawdown since its inception was -75.68%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for SOLZ and FSELX.


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Drawdown Indicators


SOLZFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-75.68%

-82.54%

+6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-75.68%

-14.38%

-61.30%

Max Drawdown (3Y)

Largest decline over 3 years

-36.31%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

Current Drawdown

Current decline from peak

-73.38%

-4.65%

-68.73%

Average Drawdown

Average peak-to-trough decline

-35.40%

-28.67%

-6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.46%

4.00%

+44.46%

Volatility

SOLZ vs. FSELX - Volatility Comparison

Solana ETF (SOLZ) has a higher volatility of 21.45% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 17.67%. This indicates that SOLZ's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOLZFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.45%

17.67%

+3.78%

Volatility (6M)

Calculated over the trailing 6-month period

51.82%

28.80%

+23.02%

Volatility (1Y)

Calculated over the trailing 1-year period

74.42%

35.58%

+38.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.57%

39.49%

+37.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.57%

35.37%

+41.20%

SOLZ vs. FSELX - Expense Ratio Comparison

SOLZ has a 0.95% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Dividends

SOLZ vs. FSELX - Dividend Comparison

SOLZ's dividend yield for the trailing twelve months is around 4.26%, less than FSELX's 9.21% yield.


PositionTTM20252024202320222021202020192018201720162015
FSELX
Fidelity Select Semiconductors Portfolio
9.21%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%
SOLZ
Solana ETF
4.26%1.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SOLZ and FSELX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOLZ has higher volatility (21.45%) compared to FSELX (17.67%). In terms of maximum drawdown, SOLZ dropped -75.68% vs FSELX's -82.54%.

FSELX currently has the higher Sharpe Ratio (4.10 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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