  We discuss the importance of the direct link between the most accurate radio
and optical reference frames that will become possible with the next-generation
space astrometry missions in about a decade. The positions of more than 500
active galactic nuclei that are common in the precise Very Long Baseline
Interferometry (VLBI) catalogues and the Sloan Digital Sky Survey (SDSS) Data
Release 4 (DR4) are compared. While obtaining an ``independent'' estimate for
the SDSS coordinate accuracies, we find indications that the assumption of
spatially coincident brightness peaks for the same objects in radio and optical
does not hold for each object.
