My Fulbright year (Germany, last year) was really hard too. I had just graduated college and all my friends were thousands of miles away. Plus I was living in the "real world", away from the support of my undergraduate institution. Combine that with the longest winter Germany had faced in 43 years (the sun was only up from 8:30am-4pm) and you have a great recipe for a long and lonely winter.
That being said, the last 4 months were the best. I traveled, made more friends, and finally began to feel comfortable with where I was living. I think it just takes a lot of time to settle in to living abroad and if you terminate your grant now you would never get to experience the amazing wonderful things about living abroad. Of course, you know yourself best and if you think it won't get better, it might not. But I think your experience is not unique and it will get better in the second half.