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FBPEX vs. BITO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBPEX vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cantor FBP Equity & Dividend Plus Fund (FBPEX) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBPEX achieves a 12.61% return, which is significantly higher than BITO's -28.18% return.


FBPEX

1D
0.31%
1M
0.00%
6M
9.71%
YTD
12.61%
1Y
17.38%
3Y*
5Y*
10Y*

BITO

1D
1.17%
1M
0.36%
6M
-30.25%
YTD
-28.18%
1Y
-47.98%
3Y*
19.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBPEX vs. BITO - Yearly Performance Comparison


2026 (YTD)202520242023
FBPEX
Cantor FBP Equity & Dividend Plus Fund
12.61%10.80%12.18%6.24%
BITO
ProShares Bitcoin Strategy ETF
-28.18%-11.19%104.45%57.95%

Correlation

The correlation between FBPEX and BITO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2023

0.23

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Return for Risk

FBPEX vs. BITO — Risk / Return Rank

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

FBPEX
FBPEX Risk / Return Rank: 5252
Overall Rank
FBPEX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FBPEX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FBPEX Omega Ratio Rank: 4545
Omega Ratio Rank
FBPEX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FBPEX Martin Ratio Rank: 4545
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 11
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO Martin Ratio Rank: 22
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.

FBPEX vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cantor FBP Equity & Dividend Plus Fund (FBPEX) and ProShares Bitcoin Strategy ETF (BITO). 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.


FBPEXBITODifference
Sharpe ratioReturn per unit of total volatility

+2.67

Sortino ratioReturn per unit of downside risk

+3.99

Omega ratioGain probability vs. loss probability

1.28

0.83

+0.45

Calmar ratioReturn relative to maximum drawdown

2.35

-0.84

+3.19

Martin ratioReturn relative to average drawdown

7.55

-1.38

+8.93

FBPEX vs. BITO - Sharpe Ratio Comparison

The current FBPEX Sharpe Ratio is 1.63, which is higher than the BITO Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of FBPEX and BITO, 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

FBPEX vs. BITO - Drawdown Comparison

The maximum FBPEX drawdown since its inception was -12.78%, smaller than the maximum BITO drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for FBPEX and BITO.


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Drawdown Indicators


FBPEXBITODifference

Max Drawdown

Largest peak-to-trough decline

-12.78%

-77.86%

+65.08%

Max Drawdown (1Y)

Largest decline over 1 year

-7.38%

-54.47%

+47.09%

Max Drawdown (3Y)

Largest decline over 3 years

-54.47%

Current Drawdown

Current decline from peak

-0.90%

-50.47%

+49.57%

Average Drawdown

Average peak-to-trough decline

-1.93%

-37.02%

+35.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

33.31%

-31.02%

Volatility

FBPEX vs. BITO - Volatility Comparison

The current volatility for Cantor FBP Equity & Dividend Plus Fund (FBPEX) is 3.77%, while ProShares Bitcoin Strategy ETF (BITO) has a volatility of 10.76%. This indicates that FBPEX experiences smaller price fluctuations and is considered to be less risky than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBPEXBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

10.76%

-6.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

34.39%

-26.33%

Volatility (1Y)

Calculated over the trailing 1-year period

10.61%

44.21%

-33.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

54.85%

-43.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.75%

54.85%

-43.10%

FBPEX vs. BITO - Expense Ratio Comparison

FBPEX has a 1.12% expense ratio, which is higher than BITO's 0.95% expense ratio.


Dividends

FBPEX vs. BITO - Dividend Comparison

FBPEX's dividend yield for the trailing twelve months is around 9.53%, less than BITO's 60.59% yield.


PositionTTM202520242023
BITO
ProShares Bitcoin Strategy ETF
60.59%78.29%61.59%15.14%
FBPEX
Cantor FBP Equity & Dividend Plus Fund
9.53%9.53%11.78%4.20%

Frequently Asked Questions


FBPEX and BITO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITO has higher volatility (10.76%) compared to FBPEX (3.77%). In terms of maximum drawdown, FBPEX dropped -12.78% vs BITO's -77.86%.

FBPEX currently has the higher Sharpe Ratio (1.63 vs -1.04), 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

Find the right allocation for FBPEX and BITO

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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