Strong factor tilted global equity mix with standout historical growth and efficient low cost structure
Report created on Jun 14, 2026Risk profile
5/7
Diversification profile
5/5
Positions
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SP State Street® SPDR® Portfolio S&P 500® ETF
SPYM - US78464A8541 50.00% -
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 15.00% -
SP Invesco S&P 500® Momentum ETF
SPMO - US46138E3392 15.00% -
VX Vanguard Total International Stock Index Fund ETF Shares
VXUS - US9219097683 10.00% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 5.00% -
ID Invesco S&P International Developed Momentum ETF
IDMO - US46138E2220 5.00%
This portfolio is a fully equity-based mix built from six ETFs, with half in a broad US large-cap index and the rest split across US and international tilts. Around 30% is in style-focused strategies that lean into small-cap value and momentum, and 20% sits in broad international equity, giving it a global flavor on top of a strong US core. This structure matters because broad index funds tend to anchor behavior to the overall market, while factor and style funds can push returns and volatility in specific directions. Overall, the design combines a simple core with more specialized satellites, which creates a balance between straightforward market exposure and more targeted drivers of return.
Growth
One or more local-currency benchmark funds are unavailable for this report.
From late 2019 to mid‑2026, $1,000 invested in this portfolio grew to about $2,869, a compound annual growth rate (CAGR) of 17.07%. CAGR is like your average speed on a road trip, smoothing out all the bumps along the way. Over the same period, the global market benchmark grew slower at 13.78% per year, so this mix outpaced it by roughly 3.3 percentage points annually. The worst drop, or max drawdown, was about ‑35% during early 2020, slightly deeper than the benchmark’s fall. Performance has relied heavily on a relatively small number of strong days, with 90% of returns coming from just 25 trading days, showing how missing big days can significantly change long‑term outcomes.
Projection
The Monte Carlo projection looks at many possible futures by “replaying” return patterns based on historical behavior. Think of it like running 1,000 alternate timelines for the same portfolio. Over 15 years, the median path grows $1,000 to about $2,814, with most outcomes between roughly $1,888 and $4,222. More extreme but still plausible paths range from about $1,038 to $7,659. The average simulated annual return is 8.12%, noticeably lower than the recent realized CAGR, reminding that past strong periods don’t automatically repeat. About 77% of simulations end positive, showing a favorable skew, but the wide range highlights that long-term equity investing can deliver very different experiences depending on when returns actually show up.
Asset classes
- No data 50%
- Stocks 50%
The asset class view shows 50% clearly labeled as stocks and 50% marked as “No data,” which simply means the system doesn’t have a tagged asset class for those holdings. Importantly, there is no suggestion that these are anything other than what they are in reality; the portfolio itself consists entirely of equity ETFs. Since bonds and other defensive assets are not present here, the overall profile is firmly growth-oriented and reliant on stock market behavior. This equity-only stance can amplify both upside and downside compared to mixes that include bonds or cash, and it explains why both historical volatility and the projected range of outcomes are relatively wide over long periods.
Sectors
- Technology 12%
- Financials 10%
- Industrials 8%
- Consumer Discretionary 5%
- Energy 4%
- Basic Materials 3%
- Health Care 3%
- Telecommunications 2%
- Consumer Staples 2%
- Utilities 1%
- Real Estate 1%
On the sector side, the portfolio is spread across technology, financials, industrials, consumer areas, energy, and several smaller slices. No single sector dominates the reported breakdown, and exposure extends into traditionally defensive groups like utilities, staples, and health care, alongside more cyclical ones. This diversified sector mix helps avoid having all risk tied to one type of business model. At the same time, factor funds such as momentum and small-cap value can cause sector weights to drift over time as different industries go in and out of favor. The current balance indicates a broadly diversified equity structure, which is a positive sign for spreading business and economic risk across many parts of the market.
Regions
- North America 32%
- Europe Developed 8%
- Japan 4%
- Asia Developed 2%
- Asia Emerging 1%
- Australasia 1%
- Africa/Middle East 1%
Geographically, around a third of the portfolio is tagged to North America, with meaningful slices in developed Europe and Japan, plus smaller positions across other developed and emerging regions. This is consistent with a global equity portfolio that still leans toward the largest and most liquid markets. Compared with a typical world index, North America’s share looks somewhat lower in the data because some holdings aren’t fully categorized here, and several ETFs blend multiple regions. Still, the presence of both US and non-US exposures means returns are influenced by multiple economies and currencies. That geographic spread can help soften country‑specific shocks, while still allowing the portfolio to participate in broader global equity trends.
Market capitalization
- Mega-cap 13%
- Large-cap 13%
- Small-cap 10%
- Micro-cap 8%
- Mid-cap 6%
The market-cap breakdown shows exposure across mega-, large-, mid-, small-, and even micro-cap companies, with double‑digit weights in both the largest and smallest size bands. This mix means the portfolio doesn’t just track the biggest household names but also taps into smaller, more volatile firms that can behave differently from giants. Smaller companies often move more sharply than large ones, so their presence can boost both risk and return potential. At the same time, the strong core allocation to mega- and large-caps provides a stabilizing anchor. Overall, the size distribution is more spread out than a typical cap‑weighted global index, indicating a meaningful tilt toward the smaller end of the market.
True holdings
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NV NVIDIA Corporation 5.17%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- State Street® SPDR® Portfolio S&P 500® ETF
-
AA Apple Inc 3.52%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
AV Broadcom Inc 2.61%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- State Street® SPDR® Portfolio S&P 500® ETF
-
MS Microsoft Corporation 2.57%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
MU Micron Technology Inc 2.49%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- State Street® SPDR® Portfolio S&P 500® ETF
-
GO Alphabet Inc Class A 2.38%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- State Street® SPDR® Portfolio S&P 500® ETF
-
AM Amazon.com Inc 2.03%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
GO Alphabet Inc Class C 1.89%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- State Street® SPDR® Portfolio S&P 500® ETF
-
ME Meta Platforms Inc. 1.06%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
TS Tesla Inc 0.94%
Part of fund(s):- LS 1x Tesla Tracker ETP Securities GBP
- State Street® SPDR® Portfolio S&P 500® ETF
- Top 10 total 24.68%
The look‑through holdings show notable exposure to big technology and internet names like NVIDIA, Apple, Microsoft, Alphabet, Amazon, and Meta through multiple ETFs. For example, NVIDIA alone sums to over 5% of the portfolio via overlapping funds, and several of the other large positions appear in more than one ETF’s top holdings. This overlapping effect creates hidden concentration: even if each ETF weight seems modest, the same company can stack up across funds. The coverage only reflects ETF top‑10 positions, so actual overlap may be higher. Understanding this helps explain why portfolio behavior may sometimes resemble that of large growth and tech‑heavy segments, even though the high‑level design also includes value and small‑cap tilts.
Factors
Factor exposure shows a clear tilt toward value, with a value score of 61% versus a 50% market average. Factor exposure is basically how much the portfolio leans into characteristics such as cheapness (value), size, or momentum that research has linked to long‑term returns. A higher value tilt often means owning more companies with lower prices relative to fundamentals. Other factors like size, momentum, quality, low volatility, and yield are all in the neutral range, so they behave broadly like the overall market. This pattern suggests that while the portfolio is broadly diversified, its standout characteristic is a mild lean toward value stocks, which can help or hurt performance at different points in the market cycle.
Risk contribution
-
State Street® SPDR® Portfolio S&P 500® ETF
Weight: 50.00% 49.3% -
Avantis® U.S. Small Cap Value ETF
Weight: 15.00% 18.3% -
Invesco S&P 500® Momentum ETF
Weight: 15.00% 15.3% -
Vanguard Total International Stock Index Fund ETF Shares
Weight: 10.00% 8.6% -
Invesco S&P International Developed Momentum ETF
Weight: 5.00% 4.3% - Top 5 risk contribution 95.8%
Risk contribution shows how much each position drives the portfolio’s overall ups and downs, which can be very different from its weight. The broad S&P 500 ETF is 50% of the portfolio and contributes about 49% of total risk, so its risk impact is almost exactly proportional. The US small-cap value ETF is 15% of assets but adds more than 18% of risk, showing it’s somewhat punchier than its size suggests. The top three holdings together contribute roughly 83% of total portfolio risk, indicating that, in practice, most volatility is coming from a few core positions. This kind of concentration is typical for focused equity portfolios but is useful to keep in mind when thinking about overall behavior.
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 vs. return chart, the current portfolio has a Sharpe ratio of 0.69, which trails both the minimum variance portfolio (0.76) and the optimal max‑Sharpe mix (1.0). The Sharpe ratio measures return earned per unit of risk, after adjusting for a risk‑free rate — higher means more “bang for your buck” in risk terms. The current mix sits about 3 percentage points below the efficient frontier at its risk level, meaning it’s not extracting the maximum possible risk‑adjusted return from these same holdings. The optimization results suggest that simply reweighting the existing ETFs, without adding new ones, could potentially move closer to the frontier and improve the balance between growth and volatility.
Dividends
- Avantis® International Small Cap Value ETF 4.10%
- Avantis® U.S. Small Cap Value ETF 1.60%
- Invesco S&P International Developed Momentum ETF 3.60%
- Invesco S&P 500® Momentum ETF 0.70%
- Vanguard Total International Stock Index Fund ETF Shares 2.70%
- State Street® SPDR® Portfolio S&P 500® ETF 1.00%
- Weighted yield (per year) 1.50%
The portfolio’s total dividend yield sits around 1.5%, which is modest for an all‑equity mix. Yield is the income paid out in cash relative to the value invested, and it can be a meaningful piece of total return over long horizons. Here, the higher‑yielding international small‑cap value and developed momentum ETFs lift the average, while the S&P 500 momentum fund in particular has a very low yield. This pattern fits with a growth‑oriented equity portfolio that focuses more on price appreciation and factor tilts than on income. Dividends still contribute, but most of the historical and projected returns are expected to come from changes in share prices rather than from cash distributions.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis® U.S. Small Cap Value ETF 0.25%
- Invesco S&P International Developed Momentum ETF 0.25%
- Invesco S&P 500® Momentum ETF 0.13%
- Vanguard Total International Stock Index Fund ETF Shares 0.05%
- Weighted costs total (per year) 0.09%
The weighted average ongoing fee, or TER, for this portfolio is about 0.09% per year, which is impressively low given the use of specialized factor and international funds. TER is like a small annual service charge that comes out behind the scenes; lower costs mean more of the underlying investments’ returns stay in the portfolio over time. Several holdings are priced higher individually, but they’re balanced by very low‑cost core index exposure. Compared with typical active strategies or even many factor‑tilted products, this blended cost level is very competitive. That efficient cost structure is a clear strength and offers a solid foundation for compounding returns over long investment horizons.
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