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VSB.TO vs. CMR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSB.TO vs. CMR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard Canadian Short Term Bond (VSB.TO) and iShares Premium Money Market ETF (CMR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VSB.TO at 0.97% and CMR.TO at 0.97%. Both investments have delivered pretty close results over the past 10 years, with VSB.TO having a 1.94% annualized return and CMR.TO not far behind at 1.89%.


VSB.TO

1D
-0.04%
1M
0.92%
YTD
0.97%
6M
0.78%
1Y
2.90%
3Y*
4.65%
5Y*
2.02%
10Y*
1.94%

CMR.TO

1D
0.00%
1M
0.19%
YTD
0.97%
6M
1.05%
1Y
2.37%
3Y*
3.73%
5Y*
2.94%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSB.TO vs. CMR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSB.TO
Vanguard Canadian Short Term Bond
0.97%3.66%5.54%4.92%-3.93%-1.15%5.29%3.06%1.67%-0.36%
CMR.TO
iShares Premium Money Market ETF
0.97%2.68%4.70%4.70%1.71%0.00%0.47%1.63%1.29%0.63%

Correlation

The correlation between VSB.TO and CMR.TO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

-0.04

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

0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2011

0.00

The correlation between VSB.TO and CMR.TO shifts across timeframes, from -0.07 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VSB.TO vs. CMR.TO — Risk / Return Rank

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

VSB.TO
VSB.TO Risk / Return Rank: 4343
Overall Rank
VSB.TO Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VSB.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
VSB.TO Omega Ratio Rank: 4747
Omega Ratio Rank
VSB.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
VSB.TO Martin Ratio Rank: 4242
Martin Ratio Rank

CMR.TO
CMR.TO Risk / Return Rank: 9999
Overall Rank
CMR.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 9999
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.

VSB.TO vs. CMR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Canadian Short Term Bond (VSB.TO) and iShares Premium Money Market ETF (CMR.TO). 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.


VSB.TOCMR.TODifference
Sharpe ratioReturn per unit of total volatility

-9.07

Sortino ratioReturn per unit of downside risk

-19.01

Omega ratioGain probability vs. loss probability

1.30

9.57

-8.27

Calmar ratioReturn relative to maximum drawdown

2.04

25.44

-23.40

Martin ratioReturn relative to average drawdown

6.78

187.33

-180.55

VSB.TO vs. CMR.TO - Sharpe Ratio Comparison

The current VSB.TO Sharpe Ratio is 1.53, which is lower than the CMR.TO Sharpe Ratio of 10.61. The chart below compares the historical Sharpe Ratios of VSB.TO and CMR.TO, 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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Sharpe Ratios by Period


VSB.TOCMR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

10.61

-9.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

10.67

-9.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

7.02

-6.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

3.84

-3.20

Drawdowns

VSB.TO vs. CMR.TO - Drawdown Comparison

The maximum VSB.TO drawdown since its inception was -8.38%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for VSB.TO and CMR.TO.


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Drawdown Indicators


VSB.TOCMR.TODifference

Max Drawdown

Largest peak-to-trough decline

-8.38%

-0.52%

-7.86%

Max Drawdown (1Y)

Largest decline over 1 year

-1.43%

-0.09%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-1.43%

-0.09%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-6.88%

-0.09%

-6.79%

Max Drawdown (10Y)

Largest decline over 10 years

-8.38%

-0.14%

-8.24%

Current Drawdown

Current decline from peak

-0.13%

-0.02%

-0.11%

Average Drawdown

Average peak-to-trough decline

-0.95%

-0.01%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.01%

+0.42%

Volatility

VSB.TO vs. CMR.TO - Volatility Comparison

Vanguard Canadian Short Term Bond (VSB.TO) has a higher volatility of 0.71% compared to iShares Premium Money Market ETF (CMR.TO) at 0.05%. This indicates that VSB.TO's price experiences larger fluctuations and is considered to be riskier than CMR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSB.TOCMR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

0.05%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

0.18%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

1.90%

0.22%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.57%

0.28%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

0.27%

+3.21%

VSB.TO vs. CMR.TO - Expense Ratio Comparison

VSB.TO has a 0.15% expense ratio, which is higher than CMR.TO's 0.14% 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

VSB.TO vs. CMR.TO - Dividend Comparison

VSB.TO's dividend yield for the trailing twelve months is around 3.00%, more than CMR.TO's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
CMR.TO
iShares Premium Money Market ETF
2.48%2.81%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%
VSB.TO
Vanguard Canadian Short Term Bond
3.00%3.04%3.04%2.66%2.24%2.02%2.24%2.31%2.29%2.34%2.45%2.38%

Frequently Asked Questions


VSB.TO and CMR.TO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMR.TO is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMR.TO is cheaper with a 0.14% expense ratio, compared with 0.15% for VSB.TO.

VSB.TO is categorized as Canadian Government Bonds, while CMR.TO is Money Market. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VSB.TO and 0.14% for CMR.TO.

Portfolio Optimizer

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