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VCADX vs. CMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCADX vs. CMF - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with VCADX having a 1.24% return and CMF slightly higher at 1.28%. Over the past 10 years, VCADX has outperformed CMF with an annualized return of 2.30%, while CMF has yielded a comparatively lower 1.66% annualized return.


VCADX

1D
0.09%
1M
1.32%
YTD
1.24%
6M
1.60%
1Y
6.44%
3Y*
4.45%
5Y*
1.70%
10Y*
2.30%

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

VCADX vs. CMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
1.24%5.90%2.24%5.91%-6.61%0.46%4.62%7.04%1.28%4.94%
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%

Correlation

The correlation between VCADX and CMF is 0.71, 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

0.71

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

0.73

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

0.71

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

0.65

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

0.51

The correlation between VCADX and CMF shifts across timeframes, from 0.51 (all time) to 0.73 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VCADX vs. CMF — Risk / Return Rank

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

VCADX
VCADX Risk / Return Rank: 7070
Overall Rank
VCADX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VCADX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VCADX Omega Ratio Rank: 9595
Omega Ratio Rank
VCADX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VCADX Martin Ratio Rank: 3232
Martin Ratio Rank

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
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.

VCADX vs. CMF - Risk-Adjusted Trends Comparison

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


VCADXCMFDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.76

1.54

+0.22

Calmar ratioReturn relative to maximum drawdown

2.17

2.28

-0.11

Martin ratioReturn relative to average drawdown

6.91

7.50

-0.59

VCADX vs. CMF - Sharpe Ratio Comparison

The current VCADX Sharpe Ratio is 2.88, which is comparable to the CMF Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VCADX and CMF, 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

VCADX vs. CMF - Drawdown Comparison

The maximum VCADX drawdown since its inception was -11.13%, smaller than the maximum CMF drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for VCADX and CMF.


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Drawdown Indicators


VCADXCMFDifference

Max Drawdown

Largest peak-to-trough decline

-11.13%

-16.45%

+5.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-2.91%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.23%

-5.22%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-11.13%

-12.45%

+1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-11.13%

-14.57%

+3.44%

Current Drawdown

Current decline from peak

-0.91%

-0.61%

-0.30%

Average Drawdown

Average peak-to-trough decline

-1.50%

-4.76%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.88%

+0.05%

Volatility

VCADX vs. CMF - Volatility Comparison

The current volatility for Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares (VCADX) is 0.59%, while iShares California Muni Bond ETF (CMF) has a volatility of 0.71%. This indicates that VCADX experiences smaller price fluctuations and is considered to be less risky than CMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCADXCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

0.71%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

2.17%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.24%

2.77%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.25%

4.19%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

5.08%

-1.66%

VCADX vs. CMF - Expense Ratio Comparison

VCADX has a 0.09% expense ratio, which is lower than CMF's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VCADX vs. CMF - Dividend Comparison

VCADX's dividend yield for the trailing twelve months is around 3.14%, more than CMF's 2.94% 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%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
3.14%3.82%3.35%2.57%2.36%1.77%2.28%2.72%2.71%2.66%2.76%2.86%

Frequently Asked Questions


VCADX and CMF have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMF has higher volatility (0.71%) compared to VCADX (0.59%). In terms of maximum drawdown, VCADX dropped -11.13% vs CMF's -16.45%.

VCADX currently has the higher Sharpe Ratio (2.88 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 VCADX and CMF

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