VSGX vs. LINK-USD
VSGX (Vanguard ESG International Stock ETF) is Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Choice Index., while LINK-USD (ChainLink) is a cryptocurrency. Over the past 5 years, VSGX returned 6.92%/yr vs -23.04%/yr for LINK-USD. At a 0.22 correlation, their price movements are largely independent.
Performance
VSGX vs. LINK-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VSGX achieves a 11.13% return, which is significantly higher than LINK-USD's -39.00% return.
VSGX
- 1D
- -4.10%
- 1M
- -1.85%
- YTD
- 11.13%
- 6M
- 13.13%
- 1Y
- 26.88%
- 3Y*
- 17.82%
- 5Y*
- 6.92%
- 10Y*
- —
LINK-USD
- 1D
- -7.19%
- 1M
- -25.67%
- YTD
- -39.00%
- 6M
- -45.32%
- 1Y
- -42.35%
- 3Y*
- 5.89%
- 5Y*
- -23.04%
- 10Y*
- —
VSGX vs. LINK-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VSGX Vanguard ESG International Stock ETF | 11.13% | 30.77% | 5.72% | 15.62% | -18.61% | 7.24% | 13.01% | 23.04% | -12.87% |
LINK-USD ChainLink | -39.00% | -39.00% | 33.73% | 168.18% | -71.46% | 73.35% | 539.54% | 506.40% | -19.54% |
Correlation
The correlation between VSGX and LINK-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2018 | 0.22 |
The correlation between VSGX and LINK-USD shifts across timeframes, from 0.22 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VSGX vs. LINK-USD — Risk / Return Rank
VSGX
LINK-USD
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 ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.96 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | -0.59 | +2.69 |
| Martin ratioReturn relative to average drawdown | 8.14 | -0.89 | +9.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VSGX | LINK-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | -0.54 | +2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | -0.25 | +0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.43 | +0.04 |
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.
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Drawdown Indicators
| VSGX | LINK-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -90.19% | +57.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -72.24% | +59.40% |
Max Drawdown (3Y)Largest decline over 3 years | -13.83% | -74.59% | +60.76% |
Max Drawdown (5Y)Largest decline over 5 years | -32.14% | -85.26% | +53.12% |
Current DrawdownCurrent decline from peak | -4.95% | -85.80% | +80.85% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -60.38% | +52.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 50.80% | -47.49% |
Volatility
VSGX vs. LINK-USD - Volatility Comparison
The current volatility for Vanguard ESG International Stock ETF (VSGX) is 6.83%, while ChainLink (LINK-USD) has a volatility of 15.45%. 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.
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Volatility by Period
| VSGX | LINK-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 15.45% | -8.62% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 44.81% | -30.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 65.50% | -48.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 75.62% | -59.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 100.88% | -82.78% |
Frequently Asked Questions
VSGX and LINK-USD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LINK-USD has higher volatility (15.45%) compared to VSGX (6.83%). In terms of maximum drawdown, VSGX dropped -33.09% vs LINK-USD's -90.19%.
VSGX currently has the higher Sharpe Ratio (1.60 vs -0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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