For pure typing latency, here's a fairly rigorous one from three years ago: https://pavelfatin.com/typing-with-pleasure/

It doesn't include VS Code, but it does describe the benchmarking process and the provided tool is simple to use.

On my current setup, VS Code 1.32.1 is ~5ms slower than Sublime Text 3.2: 16.2ms vs 10.8ms respectively.