Growth leaning globally diversified stock portfolio with strong factor tilts and modest crypto satellite

Report created on Mar 21, 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 almost entirely growth-oriented risk assets: 95% stocks and 5% bitcoin. Within stocks, there is a clear core-satellite style. The 40% allocation to a U.S. large-cap growth ETF forms the growth engine, while 45% is spread across U.S. and international small/value and dividend-focused funds. The 5% emerging markets slice adds some higher-risk, higher-potential upside, and 5% in bitcoin acts as a small speculative kicker. Structurally, this is an equity-heavy setup rather than a traditional “balanced” mix. That matters because returns are driven mostly by stock markets, not bonds, so the ride will be bumpier. Anyone using a mix like this typically pairs it with ample cash or bonds elsewhere.

Growth Info

Over the measured period, $1,000 grew to $1,402, roughly matching or slightly beating both U.S. and global market benchmarks. CAGR (compound annual growth rate, the average yearly growth pace) is 16.87% versus about 16.5–16.7% for the benchmarks, showing a small edge. Max drawdown (largest peak-to-trough drop) at -19.11% is similar to the U.S. market and a bit worse than the global market, which is normal for an equity-heavy mix. Only 11 days made up 90% of returns, underlining how a handful of strong days can drive results. The big picture: historically, the portfolio has kept up with broad markets while taking on comparable volatility, which is a solid alignment.

Projection Info

The Monte Carlo simulation projects many possible 10-year paths using past return and volatility patterns as inputs. Think of it as running 1,000 “what if” futures by shuffling historical behavior and seeing the range of outcomes. The median scenario shows roughly 1,115% total growth, while even the low-end 5th percentile still more than doubles money over 10 years. Almost all simulations ended positive, suggesting a strong expected return profile. However, Monte Carlo relies on history and statistical assumptions; it can’t foresee regime changes, policy shocks, or structural shifts. The key takeaway is that the portfolio is modeled as high-return, high-equity risk, with a wide spread between best and worst cases — so expectations should stay humble despite promising numbers.

Asset classes Info

  • Stocks
    95%
  • Crypto
    5%

Asset class-wise, this is extremely simple: 95% equities, 5% crypto, and effectively 0% in bonds or cash within the portfolio. That design maximizes growth potential but also maximizes exposure to equity drawdowns and crypto volatility. Compared with a typical “balanced” 60/40 stock-bond mix, this setup will likely swing much more in both directions. The benefit is that long-term return expectations are higher if markets cooperate; the drawback is deeper and more frequent downturns that require strong discipline. This allocation is well-suited as a growth engine portion of total wealth, but many investors would anchor it with bonds or cash elsewhere to manage overall life-level risk and spending needs.

Sectors Info

  • Technology
    23%
  • Financials
    13%
  • Consumer Discretionary
    12%
  • Industrials
    11%
  • Energy
    9%
  • Telecommunications
    9%
  • Health Care
    8%
  • Consumer Staples
    5%
  • Crypto
    5%
  • Basic Materials
    5%
  • Utilities
    1%
  • Real Estate
    1%

Sector exposure is quite spread out, but with a noticeable tilt. Technology leads at 23%, followed by financials, consumer cyclicals, and industrials, each around low double digits. Energy, communication services, healthcare, consumer defensive, basic materials, and tiny allocations to utilities and real estate round out the mix, plus 5% labeled as crypto. This structure looks reasonably diversified across the economic cycle while still leaning into sectors that benefit from innovation and growth. A tech and communication services tilt often does well during periods of low rates and strong earnings growth but can be sensitive when interest rates rise or sentiment shifts away from growth. The broad sector coverage is a strength and aligns closely with global equity norms.

Regions Info

  • North America
    72%
  • Europe Developed
    10%
  • Japan
    5%
  • Asia Developed
    3%
  • Asia Emerging
    2%
  • Australasia
    1%
  • Africa/Middle East
    1%
  • Latin America
    1%

Geographically, the portfolio is dominated by North America at 72%, with the rest spread across Europe, Japan, developed Asia, emerging Asia, Australasia, Africa/Middle East, and Latin America in small slices. This is actually quite similar to many global equity benchmarks, where U.S. and Canadian markets dominate by market cap. The benefit is strong alignment with global standards and exposure to some of the world’s most profitable companies and deepest capital markets. The flip side is that regional performance is still heavily driven by the U.S. cycle. For someone looking for added diversification, slightly larger allocations to non-U.S. regions could further balance home-country risk, but as-is this geographic split is very much in line with common practice.

Market capitalization Info

  • Mega-cap
    32%
  • Large-cap
    25%
  • Mid-cap
    18%
  • Small-cap
    12%
  • Micro-cap
    7%

Market cap exposure is well spread: 32% mega-cap, 25% large-cap, 18% mid-cap, 12% small-cap, and 7% micro-cap. This is more diversified by size than a typical broad market index, largely thanks to explicit small-cap value positions. Bigger companies tend to be more stable and dominate index weightings, while small and micro caps are more volatile but can offer higher long-run growth and value premiums. This size mix gives a nice blend of stability from mega/large caps and potential excess return from smaller names. It also means short-term swings may be a bit higher than a pure large-cap portfolio, especially during periods when small caps fall out of favor or suffer liquidity-driven selloffs.

True holdings Info

  • NVIDIA Corporation
    4.55%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Apple Inc
    3.82%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Microsoft Corporation
    3.04%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Amazon.com Inc
    2.10%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Alphabet Inc Class A
    1.82%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Meta Platforms Inc.
    1.80%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Tesla Inc
    1.68%
    Part of fund(s):
    • LS 1x Tesla Tracker ETP Securities GBP
    • Schwab U.S. Large-Cap Growth ETF
  • Broadcom Inc
    1.62%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Alphabet Inc Class C
    1.45%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Eli Lilly and Company
    1.21%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Top 10 total 23.08%

Looking through the ETFs, the largest underlying positions are the familiar mega-cap growth names: NVIDIA, Apple, Microsoft, Amazon, Alphabet (both share classes), Meta, Tesla, Broadcom, and Eli Lilly. These appear via multiple funds, especially the large-cap growth and broad equity ETFs, which creates “hidden” concentration even though there’s no direct single-stock holding. For example, NVIDIA alone shows up at about 4.5% of the portfolio, and the other mega caps also cluster in the low-to-mid single digits. This overlap is common in ETF-based portfolios and not inherently bad, but it does mean a meaningful chunk of risk is tied to a relatively small group of very large growth companies.

Factors Info

Value
Preference for undervalued stocks
Neutral
Data availability: 80%
Size
Exposure to smaller companies
Neutral
Data availability: 60%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 100%
Quality
Preference for financially healthy companies
No data
Data availability: 0%
Yield
Preference for dividend-paying stocks
Very high
Data availability: 15%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 95%

Factor exposure — the tilts toward characteristics like value, size, momentum, quality, low volatility, and yield — is quite pronounced. There are strong signals in yield and low volatility, with solid momentum and a decent tilt toward smaller companies. Factor investing is like choosing specific “flavors” of stocks that research has tied to long-term return patterns. A strong yield and low-vol bias can help during choppy markets, as steadier, dividend-paying companies often hold up better. Momentum can shine in trending markets but can hurt when trends reverse quickly. The size and value components may add return over full cycles but can lag for years at a time. Overall, this is a thoughtfully factor-tilted equity portfolio rather than a plain vanilla market-cap index.

Risk contribution Info

  • Schwab U.S. Large-Cap Growth ETF
    Weight: 40.00%
    46.1%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 15.00%
    17.0%
  • Avantis® International Equity ETF
    Weight: 15.00%
    11.2%
  • Schwab U.S. Dividend Equity ETF
    Weight: 15.00%
    9.0%
  • Fidelity Wise Origin Bitcoin Trust
    Weight: 5.00%
    8.8%
  • Top 5 risk contribution 92.1%

Risk contribution shows how much each holding drives overall ups and downs, which can differ from its weight. Here, the 40% U.S. large-cap growth ETF contributes about 46% of total risk, slightly more than its size. The U.S. small-cap value ETF at 15% weight adds nearly 17% of risk, while the international equity and dividend ETFs contribute noticeably less risk than their weights. Bitcoin is just 5% but contributes almost 9% of risk, highlighting its high volatility. The top three positions drive about three-quarters of total portfolio risk. This concentration isn’t extreme but is meaningful. Adjusting allocations among these core holdings is the main lever for dialing risk up or down without changing the overall strategy.

Redundant positions Info

  • Avantis® International Equity ETF
    Avantis® International Small Cap Value ETF
    High correlation

Correlation measures how investments move together, from +1 (lockstep) to -1 (opposite directions). In this portfolio, the international Avantis funds are highly correlated with each other, meaning they tend to rise and fall in tandem rather than providing distinct behavior. Many global equity ETFs also show naturally high correlation, especially during market stress when “everything falls together.” That’s why diversification across asset types (stocks vs. bonds vs. cash) often matters more than owning many similar equity funds. The note that highly correlated assets limit diversification benefits is important: adding more of the same type of stock exposure creates complexity without necessarily reducing risk. True diversification comes from mixing things that respond differently to economic shocks.

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 sits on the efficient frontier, which means that for its particular mix of holdings, the weighting is already reasonably efficient — you’re not obviously leaving easy risk-adjusted return on the table. The Sharpe ratio (return per unit of risk) is 0.97, with some configurations of the same holdings showing higher potential Sharpe and return, but typically at similar or different risk levels. The optimal portfolio point has a higher Sharpe, while the minimum variance option lowers risk with a bit less return. Practically, reweighting among the existing funds could fine-tune the balance between expected return and volatility, but there’s no sign of a structurally inefficient allocation here, which is a positive signal.

Dividends Info

  • Avantis® International Equity ETF 2.80%
  • Avantis® International Small Cap Value ETF 3.10%
  • Avantis® Emerging Markets Equity ETF 2.50%
  • Avantis® U.S. Small Cap Value ETF 1.80%
  • Schwab U.S. Dividend Equity ETF 3.40%
  • Schwab U.S. Large-Cap Growth ETF 0.40%
  • Weighted yield (per year) 1.64%

The overall dividend yield is around 1.64%, which is modest but not trivial given the growth focus. The dedicated dividend ETF yields over 3%, and the international value-oriented funds also pay decent income, while the large-cap growth ETF pays very little. Dividends can be a meaningful component of total return over time, especially when reinvested, but they’re only one piece of the puzzle. For a growth-leaning investor, a moderate yield like this strikes a balance: some income to smooth the ride and support compounding, without sacrificing too much exposure to faster-growing, lower-yield companies. Anyone seeking higher cash flow would usually look to increase dividend-tilted or income-focused holdings, possibly at the expense of growth.

Ongoing product costs Info

  • Avantis® International Equity ETF 0.23%
  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Equity ETF 0.33%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Fidelity Wise Origin Bitcoin Trust 0.25%
  • Schwab U.S. Dividend Equity ETF 0.06%
  • Schwab U.S. Large-Cap Growth ETF 0.04%
  • Weighted costs total (per year) 0.14%

The blended total expense ratio of about 0.14% is impressively low for a portfolio with several specialized factor and international funds. Most holdings sit in the 0.20–0.35% range, with the large-cap growth and dividend ETFs even cheaper, and the bitcoin trust at 0.25%. Lower costs matter because they’re one of the few things investors can control, and fees come straight out of returns every year. Over decades, trimming even a few basis points compounds into a noticeable difference. In this case, cost is a real strength: it supports better long-term outcomes and leaves more of the portfolio’s factor tilts and active decisions to show up in net performance rather than being eaten by fees.

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