Balanced multi asset portfolio with strong value and low volatility tilts plus meaningful diversifiers
Report created on Aug 17, 2026Risk profile
4/7
Diversification profile
3/5
Positions
-
VT Vanguard Total Stock Market Index Fund ETF Shares
VTI - US9229087690 40.00% -
VB Vanguard Small-Cap Value Index Fund ETF Shares
VBR - US9229086114 20.00% -
DB iMGP DBi Managed Futures Strategy ETF
DBMF - US53700T8273 15.00% -
SG abrdn Physical Gold Shares ETF
SGOL - US00326A1043 15.00% -
BN Vanguard Total Bond Market Index Fund ETF Shares
BND - US9219378356 10.00%
This portfolio is built around a core of broad US stocks, complemented by small‑cap value, bonds, gold, and a managed futures fund. Equities take the largest slice through a total US market ETF and a dedicated small‑cap value ETF. Bonds sit in a smaller supporting role, while gold and managed futures round out the “other” bucket, adding alternative sources of return. Structurally, this is a classic “balanced” mix with an extra emphasis on diversifiers beyond just stocks and bonds. That kind of setup can moderate the ride when traditional markets are stressed, though it still leaves most long‑term growth coming from the stock side. The clear building‑block structure also makes it easier to see what’s driving risk versus diversification.
Growth
From 2019-05-08 to 2026-08-14, $1,000 in this portfolio grew to about $2,504, a compound annual growth rate (CAGR) of 13.49%. CAGR is like average speed on a road trip — it smooths out bumps to show typical yearly growth. Over the same period, the US market returned 16.38% and a global market index 13.78%, so the portfolio slightly trailed both, especially the US benchmark. However, its worst peak‑to‑trough drop was -24.27%, noticeably milder than the roughly -34% drawdowns for the benchmarks. That smaller drawdown suggests the diversifying positions helped soften big market shocks. As always, this is backward‑looking; strong recent performance and limited drawdowns do not guarantee similar behavior in the future.
Projection
The Monte Carlo projection uses past return and volatility patterns to simulate 1,000 different 15‑year futures for this same mix. Think of it as running many “what if” market paths to see a range of possible outcomes, not a prediction. The median result turns $1,000 into about $2,507, with a middle “likely” band between roughly $1,809 and $3,409. The wide possible range ($1,165 to $5,233) highlights how uncertain long‑term investing can be, even with the same starting portfolio. The average simulated annual return is 6.74%, lower than the historical 13.49%, which is a common pattern when models assume more conservative future conditions. These simulations are useful for context but can’t capture every future shock or structural change.
Asset classes
- Stocks 64%
- Bonds 19%
- Other 17%
Asset‑class wise, the portfolio holds 64% in stocks, 19% in bonds, and 17% in “other” assets like gold and managed futures. That’s more equity‑focused than a 60/40 stock‑bond mix, because the “other” slice behaves differently from both but doesn’t fully replace stock risk. Compared with a simple stock‑bond allocation, the meaningful “other” bucket is notable — it introduces return drivers not directly tied to traditional markets. This is helpful because stocks and bonds can sometimes fall together. When that happens, alternatives such as gold or managed futures may zig while others zag, adding resilience. The trade‑off is that in very strong equity bull markets, this kind of balanced multi‑asset structure often lags a pure stock portfolio.
Sectors
- Technology 17%
- Financials 8%
- Industrials 8%
- Consumer Discretionary 6%
- Health Care 5%
- Telecommunications 4%
- Real Estate 3%
- Consumer Staples 3%
- Energy 2%
- Basic Materials 2%
- Utilities 2%
This breakdown covers the equity portion of your portfolio only.
The sector breakdown shows a spread across areas like technology (17%), financials and industrials (8% each), with smaller but present allocations to health care, consumer segments, real estate, and defensive areas such as utilities. That resembles a fairly broad market‑style sector mix rather than a big single‑sector bet, even though technology still stands out as the largest sleeve, consistent with today’s overall market structure. This kind of broad sector footprint helps avoid tying results to any one industry’s fortunes. For example, if technology hits a rough patch, exposure to financials, industrials, and more defensive areas can provide offsetting behavior. The measured technology weight compared with many growth‑heavy portfolios is also consistent with the portfolio’s value and low‑volatility tilts.
Regions
- North America 59%
This breakdown covers the equity portion of your portfolio only.
Geographically, about 59% of the portfolio’s equity exposure is in North America, which is a clear home‑country lean and broadly in line with US‑focused investors relying on total US market funds. Relative to a global equity benchmark, this means less exposure to other regions, which together make up a large share of world market value. Concentrating on one region can be beneficial when that region outperforms, as the US has for much of the last decade. The flip side is that portfolio results will be tightly linked to the US economy, corporate earnings, and dollar currency moves. Because the diversifying “other” assets are not tied to a specific equity region, they partially offset this geographic concentration from a risk perspective.
Market capitalization
- Mega-cap 16%
- No data 15%
- Small-cap 14%
- Mid-cap 14%
- Large-cap 13%
- Micro-cap 3%
This breakdown covers the equity portion of your portfolio only.
By market capitalization, the portfolio spans mega‑cap (16%), large, mid, and small caps in fairly similar proportions, plus a small micro‑cap slice. This is quite different from many broad indexes that skew heavily toward mega‑caps. The dedicated 20% allocation to small‑cap value helps explain the relatively high small‑cap share. Spreading across sizes matters because different market‑cap segments tend to lead at different times; mega‑caps often dominate during momentum‑driven rallies, while smaller companies may shine in recoveries or value‑friendly periods. The more even spread across sizes increases diversification within equities but usually comes with bumpier short‑term swings than a mega‑cap‑dominated index. The presence of micro‑caps, while small, adds an extra dash of higher‑risk, higher‑volatility exposure.
True holdings
-
Part of fund(s):
- iMGP DBi Managed Futures Strategy ETF
-
NV NVIDIA Corporation 2.53%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
AA Apple Inc. 2.34%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
MS Microsoft Corporation 1.52%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
AM Amazon.com Inc 1.27%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
GO Alphabet Inc Class A 1.15%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
AV Broadcom Inc 0.98%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
GO Alphabet Inc Class C 0.91%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
MU Micron Technology Inc 0.72%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
ME Meta Platforms Inc. 0.68%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
- Top 10 total 15.82%
This breakdown covers the equity portion of your portfolio only.
Looking through to the top holdings, the biggest named exposures are familiar large US growth names like NVIDIA, Apple, Microsoft, Amazon, Alphabet, Broadcom, Micron, and Meta, mostly coming through the total market ETF. Combined, the listed look‑through names only cover about 21.5% of the portfolio because the analysis uses just ETF top‑10 holdings, so actual overlap is likely higher and more spread out. Even so, you can already see that several large technology‑linked companies appear multiple times via different funds. This creates some hidden concentration in the very largest growth stocks despite the overall value tilt. It’s a normal side effect of using broad market funds, but it’s worth knowing that a chunk of performance is tied to how these specific giants behave.
Factors
Factor exposures are estimated using statistical models based on historical data and measure systematic (market-relative) tilts, not absolute portfolio characteristics. Results may vary depending on the analysis period, data availability, and currency of the underlying assets.
Factor exposure shows a high tilt to value (63%) and low volatility (67%), with size, momentum, quality, and yield sitting near neutral, or market‑like. Factors are like underlying “personality traits” of the portfolio that explain how it behaves: value tends to favor cheaper stocks, while low volatility leans toward steadier names that historically swing less. A value tilt often helps during periods when previously unloved or underpriced companies rebound, but it can lag during strong growth or tech‑driven rallies. A low‑volatility tilt usually means softer drawdowns and a smoother ride, though it can underperform in sharp, speculative upswings. Together, these tilts help explain why this portfolio’s drawdown has been milder than the benchmarks, even though it slightly lagged the US market’s higher‑octane returns.
Risk contribution
-
Vanguard Total Stock Market Index Fund ETF Shares
Weight: 40.00% 55.8% -
Vanguard Small-Cap Value Index Fund ETF Shares
Weight: 20.00% 31.9% -
abrdn Physical Gold Shares ETF
Weight: 15.00% 6.6% -
iMGP DBi Managed Futures Strategy ETF
Weight: 15.00% 4.5% -
Vanguard Total Bond Market Index Fund ETF Shares
Weight: 10.00% 1.2%
Risk contribution shows how much each holding drives overall ups and downs, which can differ from simple weights. Here, the total US stock ETF is 40% of assets but contributes about 56% of risk, and the small‑cap value ETF is 20% of assets but nearly 32% of risk. Those two positions together account for almost 88% of portfolio risk. In contrast, gold, managed futures, and bonds together are 40% of the portfolio but contribute only about 12% of risk, reflecting their diversifying and often less‑correlated behavior. This pattern is typical of balanced portfolios: equities are the main growth engine and main risk source, while bonds and alternatives act as stabilizers. It also means changes in these two equity funds will dominate the portfolio’s day‑to‑day moves.
Risk vs. return
This chart shows the Efficient Frontier, calculated using your current assets with different allocation combinations. It highlights the best balance between risk and return based on historical data. "Efficient" portfolios maximize returns for a given risk or minimize risk for a given return. Portfolios below the curve are less efficient. This is informational and not a recommendation to buy or sell any assets.
Click on the colored dots to explore allocations.
The efficient frontier analysis compares this portfolio to other combinations of the same holdings. It shows the current mix has a Sharpe ratio of 0.72, measuring return per unit of risk, versus 1.24 for the “optimal” mix and 0.5 for the minimum‑variance mix. With risk at 13.72%, the portfolio sits about 3.53 percentage points below the best risk‑adjusted trade‑off achievable with these five ETFs. That means a different weighting of the exact same funds could have historically produced a higher expected return for similar or even lower risk. Importantly, this framework doesn’t add new products; it only reshuffles what’s already here. It’s also based on past data, so the mathematically “optimal” mix might not turn out best in an unknown future.
Dividends
- Vanguard Total Bond Market Index Fund ETF Shares 4.00%
- iMGP DBi Managed Futures Strategy ETF 5.00%
- Vanguard Small-Cap Value Index Fund ETF Shares 1.70%
- Vanguard Total Stock Market Index Fund ETF Shares 1.00%
- Weighted yield (per year) 1.89%
The overall dividend yield of about 1.89% comes from a blend of stock, bond, and alternative income streams. The bond ETF and managed futures ETF show relatively higher yields (around 4–5%), while the equity funds have more modest payouts, typical for a broad US stock market and a small‑cap value fund in today’s environment. Yield is the cash income portion of total return — the rest comes from price movements. For a portfolio like this, dividends and interest help provide a steady background contribution, but the main driver of long‑term growth will still be capital gains from equities and, to a lesser extent, the behavior of gold and managed futures. It’s also worth noting that yields can change significantly over time as markets and interest rates move.
Ongoing product costs
- Vanguard Total Bond Market Index Fund ETF Shares 0.03%
- iMGP DBi Managed Futures Strategy ETF 0.85%
- abrdn Physical Gold Shares ETF 0.17%
- Vanguard Small-Cap Value Index Fund ETF Shares 0.07%
- Vanguard Total Stock Market Index Fund ETF Shares 0.03%
- Weighted costs total (per year) 0.18%
On costs, the portfolio is in a strong position. The overall total expense ratio (TER) is about 0.18%, which is low by industry standards, especially for a multi‑asset mix with alternatives. Most of the holdings are very inexpensive Vanguard index ETFs, with fees as low as 0.03–0.07%. The main cost outlier is the managed futures ETF at 0.85%, which is typical for more complex, actively managed strategies. Fees may look small, but they come off every year, so lower ongoing costs leave more of the portfolio’s returns in place to compound. Here, the low‑cost core does the heavy lifting, while the higher‑fee diversifier is a relatively small slice, keeping the blended cost impressively modest over the long run.
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