There is HardenedBSD http://hardenedbsd.org/, which is working on filling gaps between OpenBSD and FreeBSD security.

OpenBSD is definitely more secure out of the box than Linux.

I've heard the opposite. Although it's comparing to OpenBSD in this case, here's a good graphic that shows the exploit mitigations that FreeBSD provides by default: http://networkfilter.blogspot.com/2014/12/security-openbsd-v...