LINK-USD vs. VSGX

Last updated Apr 3, 2026

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.

Performance

LINK-USD vs. VSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ChainLink (LINK-USD) and Vanguard ESG International Stock ETF (VSGX). The values are adjusted to include any dividend payments, if applicable.

LINK-USD vs. VSGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
LINK-USD ChainLink	-29.25%	-39.00%	33.73%	168.18%	-71.46%	73.35%	539.54%	506.40%	-19.54%
VSGX Vanguard ESG International Stock ETF	1.06%	30.77%	5.72%	15.62%	-18.61%	7.24%	13.01%	23.04%	-12.87%

Returns By Period

In the year-to-date period, LINK-USD achieves a -29.25% return, which is significantly lower than VSGX's 1.06% return.

LINK-USD

• 1D: -3.59%
• 1M: -2.16%
• YTD: -29.25%
• 6M: -62.18%
• 1Y: -33.19%
• 3Y*: 5.97%
• 5Y*: -21.71%
• 10Y*: —

VSGX

• 1D: -1.03%
• 1M: -3.28%
• YTD: 1.06%
• 6M: 4.54%
• 1Y: 25.60%
• 3Y*: 14.70%
• 5Y*: 6.05%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LINK-USD vs. VSGX — Risk / Return Rank

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

LINK-USD

LINK-USD Risk / Return Rank: 68
LINK-USD Sharpe Ratio Rank: 71
LINK-USD Sortino Ratio Rank: 67
LINK-USD Omega Ratio Rank: 67
LINK-USD Calmar Ratio Rank: 69
LINK-USD Martin Ratio Rank: 67

VSGX

VSGX Risk / Return Rank: 71
VSGX Sharpe Ratio Rank: 76
VSGX Sortino Ratio Rank: 74
VSGX Omega Ratio Rank: 73
VSGX Calmar Ratio Rank: 67
VSGX Martin Ratio Rank: 67

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.

LINK-USD vs. VSGX - Risk-Adjusted Trends 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.

	LINK-USD	VSGX	Difference
Sharpe ratio Return per unit of total volatility	-0.40	1.46	-1.86
Sortino ratio Return per unit of downside risk	-0.10	2.00	-2.10
Omega ratio Gain probability vs. loss probability	0.99	1.29	-0.30
Calmar ratio Return relative to maximum drawdown	-0.93	2.02	-2.95
Martin ratio Return relative to average drawdown	-1.41	7.79	-9.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LINK-USD vs. VSGX - Sharpe Ratio Comparison

The current LINK-USD Sharpe Ratio is -0.40, which is lower than the VSGX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of LINK-USD and VSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LINK-USD	VSGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.40	1.46	-1.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.22	0.38	-0.60
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.41	+0.05

Correlation

The correlation between LINK-USD and VSGX is 0.22, 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.

Drawdowns

LINK-USD vs. VSGX - Drawdown Comparison

The maximum LINK-USD drawdown since its inception was -90.19%, which is greater than VSGX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for LINK-USD and VSGX.

Drawdown Indicators

	LINK-USD	VSGX	Difference
Max Drawdown Largest peak-to-trough decline	-90.19%	-33.09%	-57.10%
Max Drawdown (1Y) Largest decline over 1 year	-70.48%	-12.84%	-57.64%
Max Drawdown (5Y) Largest decline over 5 years	-90.19%	-32.14%	-58.05%
Current Drawdown Current decline from peak	-83.53%	-9.45%	-74.08%
Average Drawdown Average peak-to-trough decline	-59.93%	-7.90%	-52.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.42%	3.33%	+43.09%

Volatility

LINK-USD vs. VSGX - Volatility Comparison

ChainLink (LINK-USD) has a higher volatility of 16.62% compared to Vanguard ESG International Stock ETF (VSGX) at 8.18%. 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.

Volatility by Period

	LINK-USD	VSGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.62%	8.18%	+8.44%
Volatility (6M) Calculated over the trailing 6-month period	58.12%	12.27%	+45.85%
Volatility (1Y) Calculated over the trailing 1-year period	69.74%	17.57%	+52.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	81.66%	15.98%	+65.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.71%	17.95%	+83.76%