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CMF vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMF vs. VTEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares California Muni Bond ETF (CMF) and Vanguard Tax-Exempt Bond ETF (VTEB). 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 VTEB's 1.72% return. Over the past 10 years, CMF has underperformed VTEB with an annualized return of 1.66%, while VTEB has yielded a comparatively higher 1.97% 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%

VTEB

1D
-0.02%
1M
1.40%
YTD
1.72%
6M
1.95%
1Y
6.76%
3Y*
3.39%
5Y*
0.95%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMF vs. VTEB - 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%
VTEB
Vanguard Tax-Exempt Bond ETF
1.72%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%

Correlation

The correlation between CMF and VTEB is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.88

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

0.87

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

0.77

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2015

0.77

The correlation between CMF and VTEB shifts across timeframes, from 0.77 (all time) to 0.89 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CMF vs. VTEB — 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

VTEB
VTEB Risk / Return Rank: 7373
Overall Rank
VTEB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTEB Omega Ratio Rank: 9090
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5252
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5353
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. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares California Muni Bond ETF (CMF) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.


CMFVTEBDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.54

1.55

-0.01

Calmar ratioReturn relative to maximum drawdown

2.28

2.51

-0.23

Martin ratioReturn relative to average drawdown

7.50

8.83

-1.33

CMF vs. VTEB - Sharpe Ratio Comparison

The current CMF Sharpe Ratio is 2.40, which is comparable to the VTEB Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of CMF and VTEB, 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. VTEB - Drawdown Comparison

The maximum CMF drawdown since its inception was -16.45%, roughly equal to the maximum VTEB drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for CMF and VTEB.


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Drawdown Indicators


CMFVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-17.00%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-2.71%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-5.22%

-5.53%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

-12.64%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-14.57%

-17.00%

+2.43%

Current Drawdown

Current decline from peak

-0.61%

-0.26%

-0.35%

Average Drawdown

Average peak-to-trough decline

-4.76%

-2.32%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.77%

+0.11%

Volatility

CMF vs. VTEB - Volatility Comparison

iShares California Muni Bond ETF (CMF) and Vanguard Tax-Exempt Bond ETF (VTEB) have volatilities of 0.71% and 0.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMFVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

0.71%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

2.06%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

2.68%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.19%

3.90%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

5.26%

-0.18%

CMF vs. VTEB - Expense Ratio Comparison

CMF has a 0.25% expense ratio, which is higher than VTEB's 0.03% 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. VTEB - Dividend Comparison

CMF's dividend yield for the trailing twelve months is around 2.94%, less than VTEB's 3.35% 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%
VTEB
Vanguard Tax-Exempt Bond ETF
3.35%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


CMF and VTEB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTEB has higher volatility (0.71%) compared to CMF (0.71%). In terms of maximum drawdown, CMF dropped -16.45% vs VTEB's -17.00%.

On 10-year performance, VTEB leads with 1.97% vs 1.66% for CMF. On fees, VTEB is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTEB has performed better with a 1.97% return vs 1.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.03% expense ratio, compared with 0.25% for CMF.

VTEB has the higher dividend yield at 3.35%, compared with 2.94% for CMF.

CMF tracks S&P California AMT-Free Municipal Bond Index, while VTEB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for CMF and 0.03% for VTEB.

VTEB currently has the higher Sharpe Ratio (2.53 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.

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