We provide a spectral sequence computing the extension groups of tautological bundles on symmetric products of curves. One main consequence is that, if Ene mathcal O_X is simple, then the natural map {{,mathrm{mathsf {Ext}},}}^1(E,E)rightarrow {{,mathrm{mathsf {Ext}},}}^1(E^{[n]},E^{[n]}) is injective for every n. Along with previous results, this implies that Emapsto E^{[n]} defines an embedding of the moduli space of stable bundles of slope mu notin [-1,n-1] on the curve X into the moduli space of stable bundles on the symmetric product X^{(n)}. The image of this embedding is, in most cases, contained in the singular locus. For line bundles on a non-hyperelliptic curve, the embedding identifies the Brill–Noether loci of X with the loci in the moduli space of stable bundles on X^{(n)} where the dimension of the tangent space jumps. We also prove that E^{[n]} is simple if E is simple.