VSGX vs. LINK-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Vanguard ESG International Stock ETF (VSGX) and ChainLink (LINK-USD).

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

VSGX vs. LINK-USD - Performance Comparison

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

VSGX vs. LINK-USD - Yearly Performance Comparison

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

Returns By Period

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

VSGX

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

LINK-USD

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

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

Return for Risk

VSGX vs. LINK-USD — Risk / Return Rank

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

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

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

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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and ChainLink (LINK-USD). 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.

	VSGX	LINK-USD	Difference
Sharpe ratio Return per unit of total volatility	1.46	-0.40	+1.86
Sortino ratio Return per unit of downside risk	2.00	-0.10	+2.10
Omega ratio Gain probability vs. loss probability	1.29	0.99	+0.30
Calmar ratio Return relative to maximum drawdown	2.02	-0.93	+2.95
Martin ratio Return relative to average drawdown	7.79	-1.41	+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.

VSGX vs. LINK-USD - Sharpe Ratio Comparison

The current VSGX Sharpe Ratio is 1.46, which is higher than the LINK-USD Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of VSGX and LINK-USD, 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

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

Correlation

The correlation between VSGX and LINK-USD 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

VSGX vs. LINK-USD - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

VSGX vs. LINK-USD - Volatility Comparison

The current volatility for Vanguard ESG International Stock ETF (VSGX) is 8.18%, while ChainLink (LINK-USD) has a volatility of 16.62%. This indicates that VSGX experiences smaller price fluctuations and is considered to be less risky than LINK-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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