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MCAD.TO vs. VSMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCAD.TO vs. VSMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Premium Cash Management ETF (MCAD.TO) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VSMIX). The values are adjusted to include any dividend payments, if applicable.

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MCAD.TO vs. VSMIX - Yearly Performance Comparison


2026 (YTD)202520242023
MCAD.TO
Evolve Premium Cash Management ETF
0.57%2.85%4.88%2.30%
VSMIX
Vanguard Short-Term Investment-Grade Fund Investor Shares
11.41%12.59%35.54%16.05%
Different Trading Currencies

MCAD.TO is traded in CAD, while VSMIX is traded in USD. To make them comparable, the VSMIX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MCAD.TO achieves a 0.57% return, which is significantly lower than VSMIX's 11.41% return.


MCAD.TO

1D
0.01%
1M
0.19%
YTD
0.57%
6M
1.20%
1Y
2.59%
3Y*
5Y*
10Y*

VSMIX

1D
2.98%
1M
-7.08%
YTD
11.41%
6M
16.16%
1Y
34.12%
3Y*
27.16%
5Y*
20.34%
10Y*
16.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCAD.TO vs. VSMIX - Expense Ratio Comparison

Both MCAD.TO and VSMIX have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

MCAD.TO vs. VSMIX — Risk / Return Rank

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

MCAD.TO
MCAD.TO Risk / Return Rank: 100100
Overall Rank
MCAD.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MCAD.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
MCAD.TO Omega Ratio Rank: 100100
Omega Ratio Rank
MCAD.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
MCAD.TO Martin Ratio Rank: 100100
Martin Ratio Rank

VSMIX
VSMIX Risk / Return Rank: 7676
Overall Rank
VSMIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VSMIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
VSMIX Omega Ratio Rank: 7373
Omega Ratio Rank
VSMIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
VSMIX Martin Ratio Rank: 7575
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.

MCAD.TO vs. VSMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Premium Cash Management ETF (MCAD.TO) and Vanguard Short-Term Investment-Grade Fund Investor Shares (VSMIX). 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.


MCAD.TOVSMIXDifference

Sharpe ratio

Return per unit of total volatility

6.90

1.31

+5.59

Sortino ratio

Return per unit of downside risk

10.78

1.78

+9.01

Omega ratio

Gain probability vs. loss probability

5.69

1.27

+4.43

Calmar ratio

Return relative to maximum drawdown

16.27

1.85

+14.42

Martin ratio

Return relative to average drawdown

93.39

6.39

+87.00

MCAD.TO vs. VSMIX - Sharpe Ratio Comparison

The current MCAD.TO Sharpe Ratio is 6.90, which is higher than the VSMIX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of MCAD.TO and VSMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MCAD.TOVSMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.90

1.31

+5.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

5.85

0.78

+5.07

Correlation

The correlation between MCAD.TO and VSMIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MCAD.TO vs. VSMIX - Dividend Comparison

MCAD.TO's dividend yield for the trailing twelve months is around 2.57%, less than VSMIX's 7.77% yield.


TTM20252024202320222021202020192018201720162015
MCAD.TO
Evolve Premium Cash Management ETF
2.57%2.83%4.78%2.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VSMIX
Vanguard Short-Term Investment-Grade Fund Investor Shares
7.77%8.53%7.40%4.71%9.53%15.84%0.40%2.37%26.83%15.94%1.65%10.91%

Drawdowns

MCAD.TO vs. VSMIX - Drawdown Comparison

The maximum MCAD.TO drawdown since its inception was -0.43%, smaller than the maximum VSMIX drawdown of -51.99%. Use the drawdown chart below to compare losses from any high point for MCAD.TO and VSMIX.


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Drawdown Indicators


MCAD.TOVSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-0.43%

-57.53%

+57.10%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-16.58%

+16.42%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-57.53%

Current Drawdown

Current decline from peak

0.00%

-8.70%

+8.70%

Average Drawdown

Average peak-to-trough decline

-0.02%

-9.58%

+9.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

4.31%

-4.28%

Volatility

MCAD.TO vs. VSMIX - Volatility Comparison

The current volatility for Evolve Premium Cash Management ETF (MCAD.TO) is 0.04%, while Vanguard Short-Term Investment-Grade Fund Investor Shares (VSMIX) has a volatility of 9.12%. This indicates that MCAD.TO experiences smaller price fluctuations and is considered to be less risky than VSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCAD.TOVSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.04%

9.12%

-9.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.28%

16.71%

-16.43%

Volatility (1Y)

Calculated over the trailing 1-year period

0.38%

25.64%

-25.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.77%

20.69%

-19.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.77%

24.34%

-23.57%