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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 9.62% return, which is significantly higher than BITO's -27.53% return.


FBPEX

1D
-0.42%
1M
0.86%
YTD
9.62%
6M
9.07%
1Y
18.30%
3Y*
5Y*
10Y*

BITO

1D
2.34%
1M
-15.24%
YTD
-27.53%
6M
-28.30%
1Y
-40.14%
3Y*
19.33%
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
9.62%10.80%12.18%6.24%
BITO
ProShares Bitcoin Strategy ETF
-27.53%-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: 4343
Overall Rank
FBPEX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FBPEX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FBPEX Omega Ratio Rank: 3737
Omega Ratio Rank
FBPEX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FBPEX Martin Ratio Rank: 4141
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 22
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 33
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

+2.70

Sortino ratioReturn per unit of downside risk

+3.92

Omega ratioGain probability vs. loss probability

1.30

0.86

+0.45

Calmar ratioReturn relative to maximum drawdown

2.55

-0.76

+3.30

Martin ratioReturn relative to average drawdown

8.24

-1.29

+9.53

FBPEX vs. BITO - Sharpe Ratio Comparison

The current FBPEX Sharpe Ratio is 1.78, which is higher than the BITO Sharpe Ratio of -0.92. 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%

-53.10%

+45.72%

Max Drawdown (3Y)

Largest decline over 3 years

-53.10%

Current Drawdown

Current decline from peak

-2.65%

-50.02%

+47.37%

Average Drawdown

Average peak-to-trough decline

-1.95%

-36.85%

+34.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

31.11%

-28.83%

Volatility

FBPEX vs. BITO - Volatility Comparison

The current volatility for Cantor FBP Equity & Dividend Plus Fund (FBPEX) is 3.39%, while ProShares Bitcoin Strategy ETF (BITO) has a volatility of 12.60%. 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

3.39%

12.60%

-9.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

34.26%

-26.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.56%

44.05%

-33.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.76%

55.02%

-43.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.76%

55.02%

-43.26%

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 9.70%, less than BITO's 68.72% yield.


PositionTTM202520242023
BITO
ProShares Bitcoin Strategy ETF
68.72%78.29%61.59%15.14%
FBPEX
Cantor FBP Equity & Dividend Plus Fund
9.70%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 (12.60%) compared to FBPEX (3.39%). In terms of maximum drawdown, FBPEX dropped -12.78% vs BITO's -77.86%.

FBPEX currently has the higher Sharpe Ratio (1.78 vs -0.92), 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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