Volcanic earthquakes are far less common than Tectonic ones. They are triggered by the explosive eruption of a volcano. Given that not all volcanoes are prone to violent eruption, and that most are 'quiet' for the majority of the time, it is not surprising to find that they are comparatively rare.
When a volcano explodes, it is likely that the associated earthquake effects will be confined to an area 10 to 20 miles around its base, where as a tectonic earthquake may be felt around the globe.
The volcanoes which are most likely to explode violently are those which produce acidic lava. Acidic lava cools and sets very quickly upon contact with the air. This tends to chock the volcanic vent and block the further escape of pressure. For example, in the case of Mt Pelee, the lava solidified before it could flow down the sides of the volcano. Instead it formed a spine of solid rock within the volcano vent.
The only way in which such a blockage can be removed is by the build up of pressure to the point at which the blockage is literally exploded out of the way. In reality, the weakest part of the volcano will be the part which gives way, sometimes leading to a sideways explosion as in the Mt St.Helens eruption.
When extraordinary levels of pressure develop, the resultant explosion can be devastating, producing an earthquake of considerable magnitude. When Krakatoa ( Indonesia, between Java and Sumatra ) exploded in 1883, the explosion was heard over 5000 km away in Australia.
The shockwaves produced a series of tsunami ( large sea waves ), one of which was over 36m high; that's the same as four, two story houses stacked on top of each other. These swept over the coastal areas of Java and Sumatra killing over 36,000 people.
By contrast, volcanoes producing free flowing basic lava rarely cause earthquakes. The lava flows freely out of the vent and down the sides of the volcano, releasing pressure evenly and constantly. Since pressure doesn't build up, violent explosions do not occur.