There are actually many addresses which were given by Swami Vivekananda at Chicago. The one that you're referring to was given on September 11, 1893.
You can download this PDF. It contains the addresses.
Chicago, 11 September 1893
Sisters and Brothers of America, It fills my heart with joy
unspeakable to rise in response to the warm and cordial welcome which
you have given us. I thank you in the name of the most ancient order
of monks in the world; I thank you in the name of the mother of
religions; and I thank you in the name of the millions and millions of
Hindu people of all classes and sects. My thanks, also, to some of the
speakers on this platform who, referring to the delegates from the
Orient, have told you that these men from far
-off nations may well claim the honour of bearing to different lands the idea of toleration. I am proud to belong to a religion which has
taught the world both tolerance and universal acceptance. We
believe not only in universal toleration, but we accept all
religions as true. I am proud to belong to a nation which has
sheltered the persecuted and the refugees of all religions and all
nations of the earth. I am proud to tell you that we have gathered in
our bosom the purest remnant of the Israelites, who came to southern
India and took refuge with us in the very year in which their holy
temple was shattered to pieces by Roman tyranny . I am proud to belong
to the religion which has sheltered and is still fostering the
remnant of the grand Zoroastrian nation. I will quote to you,
brethren, a few lines from a hymn which I remember to have repeated
from my earliest boyhood, which is every day repeated by millions of
human beings: As the different streams having their sources in
different places all mingle their water in the sea, so, O Lord, the
different paths which men take through different tendencies, various
though they appear , crooked or straight, all lead to Thee.
The present convention, which is one of the most august assemblies
ever held, is in itself a vindication, a declaration to the world, of
the wonderful doctrine preached in the Gita : Whosoever comes to Me,
through whatsoever form, I reach him; all men are struggling through
paths which in the end lead to Me. 2 Sectarianism, bigotry,
and its horrible descendant, fanaticism, have long possessed this
beautiful earth. They have filled the earth with violence, drenched
it often and often with human blood, destroyed civilization, and
sent whole nations to despair . Had it not been for these horrible
demons, human society would be far more advanced than it is now .
But their time is come; and I fervently hope that the bell that
tolled this morning in honour of this convention may be the
death-knell of all fanaticism, of all persecutions with the sword
or with the pen, and of all uncharitable feelings between
persons wending their way to the same goal.