LINK-USD vs. VSGX
Compare and contrast key facts about ChainLink (LINK-USD) and Vanguard ESG International Stock ETF (VSGX).
VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LINK-USD or VSGX.
Performance
LINK-USD vs. VSGX - Performance Comparison
Returns By Period
In the year-to-date period, LINK-USD achieves a 10.61% return, which is significantly higher than VSGX's 7.36% return.
LINK-USD
10.61%
46.99%
-4.15%
14.79%
49.11%
N/A
VSGX
7.36%
-2.26%
1.47%
13.98%
5.06%
N/A
Key characteristics
| LINK-USD | VSGX | |
|---|---|---|
| Sharpe Ratio | -0.27 | 1.06 |
| Sortino Ratio | 0.14 | 1.55 |
| Omega Ratio | 1.01 | 1.19 |
| Calmar Ratio | 0.04 | 0.96 |
| Martin Ratio | -0.64 | 5.45 |
| Ulcer Index | 34.45% | 2.57% |
| Daily Std Dev | 65.69% | 13.21% |
| Max Drawdown | -90.17% | -33.10% |
| Current Drawdown | -68.27% | -6.70% |
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Correlation
The correlation between LINK-USD and VSGX is 0.21, 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.
Risk-Adjusted Performance
LINK-USD vs. VSGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ChainLink (LINK-USD) and Vanguard ESG International Stock ETF (VSGX). 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.
Drawdowns
LINK-USD vs. VSGX - Drawdown Comparison
The maximum LINK-USD drawdown since its inception was -90.17%, which is greater than VSGX's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for LINK-USD and VSGX. For additional features, visit the drawdowns tool.
Volatility
LINK-USD vs. VSGX - Volatility Comparison
ChainLink (LINK-USD) has a higher volatility of 29.37% compared to Vanguard ESG International Stock ETF (VSGX) at 3.85%. This indicates that LINK-USD's price experiences larger fluctuations and is considered to be riskier than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.