This paper deals with nonparametric projection estimators of the drift function computed from independent continuous observations, on a compact time interval, of the solution of a stochastic differential equation driven by the fractional Brownian motion. A projection least-squares estimator is defined and a $\mathbb L^2$-type risk bound is proved for it. The consistency and rate of convergence are established for these estimators in the case of the compactly supported trigonometric basis or the $\mathbb R$-supported Hermite basis.