Factor tilted global equity portfolio with strong value bias and broadly diversified regional exposure

Report created on Mar 27, 2026

Risk profile

  • Secure
    Speculative

The risk profile, derived from past market volatility, reflects the level of risk the portfolio is exposed to. This assessment helps align your investments with your financial goals and comfort with market fluctuations.

Diversification profile

  • Focused
    Diversified

The diversification assessment evaluates the spread of investments across asset classes, regions, and sectors. This ensures a balanced mix, reducing risk and maximizing returns by not concentrating in any single area.

Positions

The portfolio is a pure equity mix of eight diversified ETFs, with no bonds or cash buffers. U.S. broad equity and international core equity are the anchors, together making up close to 40% of the allocation. Around a third is dedicated to explicit value strategies, including both large and small companies, while emerging markets and a dedicated Canada sleeve round out the mix. For a “balanced risk” label, this is actually a growth‑oriented structure because everything is in stocks. That matters because return potential is high, but so is exposure to big swings. The main takeaway is that this setup fits someone comfortable living through stock market volatility in exchange for higher long‑term growth expectations.

Growth Info

From late 2021 to early 2026, $1,000 grew to about $1,567, giving a compound annual growth rate (CAGR) of 11.34%. CAGR is like your average speed over a long trip, smoothing out ups and downs. Over this period, the portfolio outpaced the U.S. market by 1.11 percentage points per year and the global market by 3.02 points, which is a strong result. Max drawdown, the worst peak‑to‑trough drop, was about -23.4%, slightly better than both benchmarks. That shows the portfolio handled rough patches at least as well as the broader market. Still, this is a short and unusually eventful window; past performance over a few years shouldn’t be treated as a reliable crystal ball.

Asset classes Info

  • Stocks
    100%

Everything here is in stocks, with 0% allocated to bonds, cash, or alternatives. That’s unusual for something labeled “balanced,” where you’d normally see some defensive assets to soften drawdowns. A 100% equity stance maximizes exposure to global economic growth and company profits, but also ties the portfolio tightly to stock market cycles. When markets fall, there’s no built‑in cushion from safer assets. For someone with long time horizons and stable income, that can still be appropriate. For anyone wanting smoother ride characteristics or near‑term spending needs, introducing a modest allocation to lower‑volatility assets is a common way to dial down the emotional and financial impact of downturns.

Sectors Info

  • Financials
    22%
  • Technology
    15%
  • Industrials
    14%
  • Energy
    11%
  • Consumer Discretionary
    11%
  • Basic Materials
    8%
  • Health Care
    6%
  • Telecommunications
    5%
  • Consumer Staples
    5%
  • Utilities
    2%
  • Real Estate
    1%

Sector exposure is nicely spread out: financials lead at 22%, with technology, industrials, energy, and consumer discretionary all in double digits. That broad mix avoids an extreme tilt toward a single flashy theme, which is helpful if any one area hits a rough patch. Compared with many mainstream indices, this allocation is less tech‑heavy and somewhat more tilted toward financials and economically sensitive sectors. That can mean stronger participation in value and cyclical recoveries, but potentially less benefit if a narrow group of tech leaders continues to dominate market returns. Overall, the sector composition matches diversified benchmarks reasonably well, which is a strong indicator of sound diversification.

Regions Info

  • North America
    60%
  • Europe Developed
    17%
  • Japan
    8%
  • Asia Developed
    5%
  • Asia Emerging
    4%
  • Australasia
    2%
  • Africa/Middle East
    1%
  • Latin America
    1%

Geographically, about 60% sits in North America, with the rest spread across developed Europe, Japan, other developed Asia, emerging Asia, and smaller allocations to Australasia, Latin America, and Africa/Middle East. That balance is fairly close to global market weights, though with an extra emphasis on Canada via the dedicated ETF. This alignment with global capitalization is beneficial, because it reduces the risk of any one country’s political or economic shock derailing the whole plan. The explicit emerging markets slice adds growth potential, but also higher volatility. Overall, this allocation is well‑balanced and aligns closely with global standards, giving robust diversification across regions and currencies.

Market capitalization Info

  • Mega-cap
    35%
  • Large-cap
    27%
  • Mid-cap
    20%
  • Small-cap
    12%
  • Micro-cap
    5%

Market cap exposure runs across the full spectrum: roughly 35% in mega‑caps, 27% in large‑caps, 20% in mid‑caps, 12% in small‑caps, and 5% in micro‑caps. That’s more tilted toward smaller companies than a typical global index, which usually leans heavier into mega and large names. Smaller firms often carry higher risk but can offer higher long‑term returns, especially in value‑oriented strategies, because they’re more sensitive to economic shifts and less “priced to perfection.” This spread also improves diversification, since mega‑cap leadership changes over time. The main trade‑off is accepting bumpier performance during stress periods in exchange for a potentially richer long‑run growth profile.

True holdings Info

  • Apple Inc
    1.51%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Dimensional U.S. Equity ETF
  • NVIDIA Corporation
    1.40%
    Part of fund(s):
    • Dimensional U.S. Equity ETF
  • Royal Bank of Canada
    1.16%
    Part of fund(s):
    • iShares MSCI Canada ETF
  • Amazon.com Inc
    0.97%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Dimensional U.S. Equity ETF
  • Microsoft Corporation
    0.96%
    Part of fund(s):
    • Dimensional U.S. Equity ETF
  • Toronto Dominion Bank
    0.82%
    Part of fund(s):
    • iShares MSCI Canada ETF
  • Meta Platforms Inc.
    0.73%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Dimensional U.S. Equity ETF
  • Shopify Inc
    0.73%
    Part of fund(s):
    • iShares MSCI Canada ETF
  • Taiwan Semiconductor Manufacturing
    0.64%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
  • Agnico Eagle Mines Limited
    0.62%
    Part of fund(s):
    • iShares MSCI Canada ETF
  • Top 10 total 9.54%

Looking through the ETF top holdings, exposure is spread across many household names rather than dominated by a single stock. The biggest underlying positions like Apple, NVIDIA, Royal Bank of Canada, Amazon, and Microsoft all sit around or below 1.5% of total exposure. That’s a healthy sign that no single company is steering the ship. There is some overlap, since these giants appear in multiple ETFs, which subtly increases concentration in them. However, even with that overlap, the weights stay moderate. Keep in mind only ETF top‑10 holdings are captured here, so hidden diversification across thousands of smaller positions is actually much broader than these figures suggest.

Factors Info

Value
Preference for undervalued stocks
Very high
Data availability: 36%
Size
Exposure to smaller companies
High
Data availability: 43%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 100%
Quality
Preference for financially healthy companies
Very high
Data availability: 18%
Yield
Preference for dividend-paying stocks
No data
Data availability: 0%
Low Volatility
Preference for stable, lower-risk stocks
High
Data availability: 100%

Factor exposure shows strong tilts to value, quality, and smaller size, with moderate momentum and low‑volatility signals. Factors are like underlying “personality traits” of investments that research has tied to returns over decades. High value exposure means an emphasis on cheaper stocks relative to fundamentals, while quality points to profitable, stable companies. Size exposure reflects a meaningful weight in smaller firms. In favorable environments, this blend has historically outpaced the broad market, which lines up with your outperformance so far. The flip side is that value and small caps can lag badly during growth‑led or mega‑cap‑driven rallies. This is a deliberate, disciplined tilt, not closet indexing.

Risk contribution Info

  • Dimensional U.S. Equity ETF
    Weight: 21.00%
    21.0%
  • Dimensional International Core Equity Market ETF
    Weight: 18.00%
    16.9%
  • iShares MSCI Canada ETF
    Weight: 15.00%
    15.0%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    12.4%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    Weight: 10.00%
    10.1%
  • Top 5 risk contribution 75.3%

Risk contribution measures how much each holding adds to the portfolio’s overall ups and downs, which can differ from its simple weight. Here, the top three positions by weight contribute about 53% of total risk, closely matching their allocations, so there isn’t a single runaway risk source. The main outlier is the U.S. small‑cap value ETF, where a 10% weight contributes about 12.4% of risk, showing that small value is a bit of a volatility amplifier. That’s normal given its profile. If someone wanted to smooth the ride without changing the overall philosophy, slightly trimming the more volatile sleeves and boosting the broader core funds would be a straightforward way to rebalance risk.

Redundant positions Info

  • Dimensional International Core Equity Market ETF
    Avantis® International Small Cap Value ETF
    Dimensional International Value ETF
    High correlation

The international core, international small‑cap value, and international value ETFs are highly correlated, meaning they tend to move in the same direction at similar times. Correlation is basically how synchronized different holdings are; when it’s high, diversification benefits are more limited during global selloffs. That doesn’t make these funds redundant, because they target different segments and factors, but it does mean that in a big international downturn they are likely to drop together. The upside is that they still diversify against U.S.‑specific risks. The key point is that true diversification mostly comes from owning different regions, sizes, and styles, not just owning many tickers that behave nearly the same.

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.

On the risk‑return chart, the current portfolio has an expected return of 11.55% with volatility of 16.23%, giving a Sharpe ratio of 0.59. The optimal mix of the same holdings, however, reaches a higher Sharpe of 0.84 with similar risk, and the minimum‑variance version slightly improves risk with only a small drop in return. Since the current point sits below what’s achievable with reweighting alone, there’s room to improve efficiency without adding new products. In plain terms, the same ingredients could be rearranged to target a higher expected return for roughly the same risk, or similar return with a bit less bumpiness, just by adjusting position sizes.

Dividends Info

  • Avantis® International Small Cap Value ETF 3.10%
  • Avantis® Emerging Markets Equity ETF 2.50%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 1.20%
  • Avantis® U.S. Small Cap Value ETF 1.40%
  • Dimensional International Core Equity Market ETF 2.50%
  • Dimensional International Value ETF 2.80%
  • Dimensional U.S. Equity ETF 1.00%
  • iShares MSCI Canada ETF 1.50%
  • Weighted yield (per year) 1.87%

The total portfolio yield sits around 1.87%, with higher payouts from international value and small‑cap value funds, and lower yields from U.S. large‑cap and small‑cap value. Dividends represent the cash that companies pay out of profits, and over long periods they’ve been a meaningful part of equity returns. In this case, the yield is modest but respectable for a factor‑tilted growth portfolio. Most of the long‑term return expectation here still comes from price appreciation, not income. For someone prioritizing growth, that’s perfectly consistent. Anyone seeking more cash flow could tilt toward higher‑yielding strategies, but that typically introduces trade‑offs in sector mix, tax efficiency, and long‑run growth potential.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Equity ETF 0.33%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 0.15%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Dimensional International Core Equity Market ETF 0.18%
  • Dimensional International Value ETF 0.27%
  • Dimensional U.S. Equity ETF 0.09%
  • iShares MSCI Canada ETF 0.50%
  • Weighted costs total (per year) 0.25%

The weighted total expense ratio (TER) of about 0.25% is quite competitive, especially given the specialized factor strategies used. TER is the annual fee charged by the funds, taken out quietly inside the ETF rather than billed separately. Over decades, even small fee differences compound, so keeping costs low leaves more of the return in your pocket. The only notably higher‑cost holding is the Canada ETF at 0.50%, which is still reasonable for a targeted regional fund. Overall, the costs are impressively low, supporting better long‑term performance, and they compare favorably to many actively managed mutual funds that often charge 0.75%–1% or more.

What next?

Ready to invest in this portfolio?

Select a broker that fits your needs and watch for low fees to maximize your returns.

Select broker

Create your own report?

Analyze your portfolio

Join our community!

Join Discord

The information provided on this platform is for informational purposes only and should not be considered as financial or investment advice. Insightfolio does not provide investment advice, personalized recommendations, or guidance regarding the purchase, holding, or sale of financial assets. The tools and content are intended for educational purposes only and are not tailored to individual circumstances, financial needs, or objectives.

Insightfolio assumes no liability for the accuracy, completeness, or reliability of the information presented. Users are solely responsible for verifying the information and making independent decisions based on their own research and careful consideration. Use of the platform should not replace consultation with qualified financial professionals.

Investments involve risks. Users should be aware that the value of investments may fluctuate and that past performance is not an indicator of future results. Investment decisions should be based on personal financial goals, risk tolerance, and independent evaluation of relevant information.

Insightfolio does not endorse or guarantee the suitability of any particular financial product, security, or strategy. Any projections, forecasts, or hypothetical scenarios presented on the platform are for illustrative purposes only and are not guarantees of future outcomes.

By accessing the services, information, or content offered by Insightfolio, users acknowledge and agree to these terms of the disclaimer. If you do not agree to these terms, please do not use our platform.

Instrument logos provided by Elbstream.

Help us improve Insightfolio

Your feedback makes a difference! Share your thoughts in our quick survey. Take the survey