Looking at the absolute number of immigrants per year skews things a bit in Canada's favour; the low barrier to movement means that there's relatively more Canadians who live in the USA for short durations.
I'm sure that Canada is a much smaller proportion of the stock of immigrants than than its proportion of the annual inflow.
It's hard to get accurate numbers, but there definitely was a substantial number of emigrants.
http://www.cslf.gouv.qc.ca/bibliotheque-virtuelle/publicatio...
The ties between all 3 North American countries have to be pretty deep at this point.
As a collateral effect, even Vancouver's population skyrocketed growing from around 13,700 in 1891 to over 100,000 in 1911.
https://en.wikipedia.org/wiki/Demographics_of_Vancouver#Popu...