FBPEX vs. PSECX

Last updated Aug 4, 2026

FBPEX (Cantor Fitzgerald Equity Dividend Plus Fund) and PSECX (1789 Growth and Income Fund) are both Large Cap Value Equities funds. Over the past year, FBPEX returned 24.86% vs 9.71% for PSECX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. FBPEX charges 1.12%/yr vs 2.02%/yr for PSECX.

Performance

FBPEX vs. PSECX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cantor Fitzgerald Equity Dividend Plus Fund (FBPEX) and 1789 Growth and Income Fund (PSECX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FBPEX achieves a 16.92% return, which is significantly higher than PSECX's 5.88% return.

FBPEX

• 1D: -0.10%
• 1M: 3.18%
• 6M: 10.27%
• YTD: 16.92%
• 1Y: 24.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.24%

PSECX

• 1D: -0.45%
• 1M: 1.88%
• 6M: 2.05%
• YTD: 5.88%
• 1Y: 9.71%
• 3Y*: 10.90%
• 5Y*: 7.27%
• 10Y*: 7.36%
• ALL TIME*: 7.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FBPEX Cantor Fitzgerald Equity Dividend Plus Fund	$0.00	$0.00	$0.00
PSECX 1789 Growth and Income Fund	$0.00	$0.00	$0.00

FBPEX vs. PSECX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FBPEX Cantor Fitzgerald Equity Dividend Plus Fund	16.92%	10.80%	12.18%	6.24%
PSECX 1789 Growth and Income Fund	5.88%	8.04%	14.49%	7.22%

Correlation

The correlation between FBPEX and PSECX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.73
Correlation (All Time) Calculated using the full available price history since Sep 11, 2023	0.80

The correlation between FBPEX and PSECX has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.

Return for Risk

FBPEX vs. PSECX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FBPEX

FBPEX Risk / Return Rank: 86
FBPEX Sharpe Ratio Rank: 89
FBPEX Sortino Ratio Rank: 89
FBPEX Omega Ratio Rank: 80
FBPEX Calmar Ratio Rank: 87
FBPEX Martin Ratio Rank: 83

PSECX

PSECX Risk / Return Rank: 22
PSECX Sharpe Ratio Rank: 22
PSECX Sortino Ratio Rank: 22
PSECX Omega Ratio Rank: 20
PSECX Calmar Ratio Rank: 23
PSECX Martin Ratio Rank: 25

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FBPEX vs. PSECX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cantor Fitzgerald Equity Dividend Plus Fund (FBPEX) and 1789 Growth and Income Fund (PSECX). 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.

	FBPEX	PSECX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	0.85	+1.40
Sortino ratio: Return per unit of downside risk	3.33	1.30	+2.03
Omega ratio: Gain probability vs. loss probability	1.38	1.15	+0.23
Calmar ratio: Return relative to maximum drawdown	3.25	1.16	+2.09
Martin ratio: Return relative to average drawdown	10.74	3.88	+6.87

FBPEX vs. PSECX - Sharpe Ratio Comparison

The current FBPEX Sharpe Ratio is 2.25, which is higher than the PSECX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FBPEX and PSECX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FBPEX vs. PSECX - Drawdown Comparison

The maximum FBPEX drawdown since its inception was -12.78%, smaller than the maximum PSECX drawdown of -31.13%. Use the drawdown chart below to compare losses from any high point for FBPEX and PSECX.

Drawdown Indicators

	FBPEX	PSECX	Difference
Max Drawdown Largest peak-to-trough decline	-12.78%	-31.13%	+18.35%
Max Drawdown (1Y) Largest decline over 1 year	-7.38%	-7.44%	+0.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.51%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.47%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.13%	—
Current Drawdown Current decline from peak	-0.93%	-1.19%	+0.26%
Average Drawdown Average peak-to-trough decline	-1.90%	-3.86%	+1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	2.22%	+0.01%

Volatility

FBPEX vs. PSECX - Volatility Comparison

Cantor Fitzgerald Equity Dividend Plus Fund (FBPEX) has a higher volatility of 3.70% compared to 1789 Growth and Income Fund (PSECX) at 3.18%. This indicates that FBPEX's price experiences larger fluctuations and is considered to be riskier than PSECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FBPEX	PSECX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	3.18%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	8.14%	7.70%	+0.44%
Volatility (1Y) Calculated over the trailing 1-year period	10.71%	10.14%	+0.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.75%	11.98%	-0.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.75%	13.18%	-1.43%

FBPEX vs. PSECX - Expense Ratio Comparison

FBPEX has a 1.12% expense ratio, which is lower than PSECX's 2.02% expense ratio.

Dividends

FBPEX vs. PSECX - Dividend Comparison

FBPEX's dividend yield for the trailing twelve months is around 9.18%, more than PSECX's 0.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBPEX Cantor Fitzgerald Equity Dividend Plus Fund	9.18%	9.53%	11.78%	4.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PSECX 1789 Growth and Income Fund	0.93%	0.85%	3.88%	2.71%	4.60%	1.53%	0.27%	1.16%	6.78%	0.59%	0.31%	5.12%

Frequently Asked Questions

Can I hold both FBPEX and PSECX in my portfolio?

FBPEX and PSECX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FBPEX or PSECX?

FBPEX has higher volatility (3.70%) compared to PSECX (3.18%). In terms of maximum drawdown, FBPEX dropped -12.78% vs PSECX's -31.13%.

Which has better risk-adjusted returns?

FBPEX currently has the higher Sharpe Ratio (2.25 vs 0.85), 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.