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CMF vs. VCITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMF vs. VCITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares California Muni Bond ETF (CMF) and Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMF achieves a 1.28% return, which is significantly lower than VCITX's 1.94% return. Over the past 10 years, CMF has underperformed VCITX with an annualized return of 1.66%, while VCITX has yielded a comparatively higher 2.47% annualized return.


CMF

1D
-0.02%
1M
1.39%
YTD
1.28%
6M
1.51%
1Y
6.61%
3Y*
3.14%
5Y*
0.75%
10Y*
1.66%

VCITX

1D
0.09%
1M
1.98%
YTD
1.94%
6M
2.43%
1Y
8.17%
3Y*
4.78%
5Y*
1.35%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMF vs. VCITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMF
iShares California Muni Bond ETF
1.28%3.36%1.65%5.71%-8.27%0.78%4.50%6.94%0.99%4.63%
VCITX
Vanguard California Long-Term Tax-Exempt Fund Investor Shares
1.94%4.90%2.66%7.51%-10.06%1.46%5.60%8.81%0.67%6.82%

Correlation

The correlation between CMF and VCITX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2007

0.53

The correlation between CMF and VCITX shifts across timeframes, from 0.53 (all time) to 0.73 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

CMF vs. VCITX — Risk / Return Rank

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

CMF
CMF Risk / Return Rank: 6868
Overall Rank
CMF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CMF Sortino Ratio Rank: 8181
Sortino Ratio Rank
CMF Omega Ratio Rank: 8989
Omega Ratio Rank
CMF Calmar Ratio Rank: 4747
Calmar Ratio Rank
CMF Martin Ratio Rank: 4646
Martin Ratio Rank

VCITX
VCITX Risk / Return Rank: 7171
Overall Rank
VCITX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VCITX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VCITX Omega Ratio Rank: 9292
Omega Ratio Rank
VCITX Calmar Ratio Rank: 4343
Calmar Ratio Rank
VCITX Martin Ratio Rank: 4242
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.

CMF vs. VCITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares California Muni Bond ETF (CMF) and Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX). 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.


CMFVCITXDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.54

1.66

-0.11

Calmar ratioReturn relative to maximum drawdown

2.28

2.39

-0.11

Martin ratioReturn relative to average drawdown

7.50

8.49

-0.98

CMF vs. VCITX - Sharpe Ratio Comparison

The current CMF Sharpe Ratio is 2.40, which is comparable to the VCITX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of CMF and VCITX, 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

CMF vs. VCITX - Drawdown Comparison

The maximum CMF drawdown since its inception was -16.45%, smaller than the maximum VCITX drawdown of -22.71%. Use the drawdown chart below to compare losses from any high point for CMF and VCITX.


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Drawdown Indicators


CMFVCITXDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-22.71%

+6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-3.43%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-5.22%

-6.57%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

-15.79%

+3.34%

Max Drawdown (10Y)

Largest decline over 10 years

-14.57%

-15.79%

+1.22%

Current Drawdown

Current decline from peak

-0.61%

-0.30%

-0.31%

Average Drawdown

Average peak-to-trough decline

-4.76%

-2.58%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.96%

-0.08%

Volatility

CMF vs. VCITX - Volatility Comparison

The current volatility for iShares California Muni Bond ETF (CMF) is 0.71%, while Vanguard California Long-Term Tax-Exempt Fund Investor Shares (VCITX) has a volatility of 0.83%. This indicates that CMF experiences smaller price fluctuations and is considered to be less risky than VCITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMFVCITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

0.83%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

2.39%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

3.11%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.19%

4.56%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

4.56%

+0.52%

CMF vs. VCITX - Expense Ratio Comparison

CMF has a 0.25% expense ratio, which is higher than VCITX's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CMF vs. VCITX - Dividend Comparison

CMF's dividend yield for the trailing twelve months is around 2.94%, less than VCITX's 3.54% yield.


PositionTTM20252024202320222021202020192018201720162015
CMF
iShares California Muni Bond ETF
2.94%2.94%2.78%2.29%1.91%1.58%1.80%2.03%2.17%2.09%2.21%2.55%
VCITX
Vanguard California Long-Term Tax-Exempt Fund Investor Shares
3.54%4.34%3.85%2.99%2.66%2.56%3.21%3.16%3.32%3.22%3.45%3.50%

Frequently Asked Questions


CMF and VCITX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCITX has higher volatility (0.83%) compared to CMF (0.71%). In terms of maximum drawdown, CMF dropped -16.45% vs VCITX's -22.71%.

VCITX currently has the higher Sharpe Ratio (2.64 vs 2.40), 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 CMF and VCITX

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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