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VCRM vs. MEAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VCRM vs. MEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Core Tax-Exempt Bond ETF (VCRM) and iShares Short Maturity Municipal Bond ETF (MEAR). The values are adjusted to include any dividend payments, if applicable.

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VCRM vs. MEAR - Yearly Performance Comparison


2026 (YTD)20252024
VCRM
Vanguard Core Tax-Exempt Bond ETF
0.34%4.91%-0.58%
MEAR
iShares Short Maturity Municipal Bond ETF
0.58%3.76%0.07%

Returns By Period

In the year-to-date period, VCRM achieves a 0.34% return, which is significantly lower than MEAR's 0.58% return.


VCRM

1D
0.30%
1M
-1.55%
YTD
0.34%
6M
1.86%
1Y
4.77%
3Y*
5Y*
10Y*

MEAR

1D
0.11%
1M
-0.23%
YTD
0.58%
6M
1.27%
1Y
3.25%
3Y*
3.54%
5Y*
2.32%
10Y*
1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VCRM vs. MEAR - Expense Ratio Comparison

VCRM has a 0.12% expense ratio, which is lower than MEAR'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%.


Return for Risk

VCRM vs. MEAR — Risk / Return Rank

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

VCRM
VCRM Risk / Return Rank: 5959
Overall Rank
VCRM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VCRM Sortino Ratio Rank: 5656
Sortino Ratio Rank
VCRM Omega Ratio Rank: 6868
Omega Ratio Rank
VCRM Calmar Ratio Rank: 5959
Calmar Ratio Rank
VCRM Martin Ratio Rank: 4545
Martin Ratio Rank

MEAR
MEAR Risk / Return Rank: 9696
Overall Rank
MEAR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9898
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9393
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9797
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.

VCRM vs. MEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Tax-Exempt Bond ETF (VCRM) and iShares Short Maturity Municipal Bond ETF (MEAR). 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.


VCRMMEARDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.81

-1.61

Sortino ratio

Return per unit of downside risk

1.53

3.78

-2.26

Omega ratio

Gain probability vs. loss probability

1.26

1.73

-0.47

Calmar ratio

Return relative to maximum drawdown

1.63

3.77

-2.14

Martin ratio

Return relative to average drawdown

4.63

21.16

-16.53

VCRM vs. MEAR - Sharpe Ratio Comparison

The current VCRM Sharpe Ratio is 1.20, which is lower than the MEAR Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of VCRM and MEAR, 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


VCRMMEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.81

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.09

-0.23

Correlation

The correlation between VCRM and MEAR is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VCRM vs. MEAR - Dividend Comparison

VCRM's dividend yield for the trailing twelve months is around 3.59%, more than MEAR's 2.87% yield.


TTM20252024202320222021202020192018201720162015
VCRM
Vanguard Core Tax-Exempt Bond ETF
3.59%3.42%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MEAR
iShares Short Maturity Municipal Bond ETF
2.87%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%

Drawdowns

VCRM vs. MEAR - Drawdown Comparison

The maximum VCRM drawdown since its inception was -4.12%, which is greater than MEAR's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for VCRM and MEAR.


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Drawdown Indicators


VCRMMEARDifference

Max Drawdown

Largest peak-to-trough decline

-4.12%

-2.68%

-1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-0.86%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-2.68%

Current Drawdown

Current decline from peak

-1.83%

-0.24%

-1.59%

Average Drawdown

Average peak-to-trough decline

-1.15%

-0.19%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

0.15%

+0.98%

Volatility

VCRM vs. MEAR - Volatility Comparison

Vanguard Core Tax-Exempt Bond ETF (VCRM) has a higher volatility of 1.49% compared to iShares Short Maturity Municipal Bond ETF (MEAR) at 0.37%. This indicates that VCRM's price experiences larger fluctuations and is considered to be riskier than MEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCRMMEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

0.37%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

0.60%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

1.16%

+2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

0.98%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.00%

1.52%

+2.48%