Momentum tilted all equity portfolio with strong value bias and broad global diversification
Report created on Jun 28, 2026Risk profile
4/7
Diversification profile
3/5
Positions
-
AV Avantis ALL Equity Markets Value ETF
AVGV - US0250722164 37.50% -
VT Vanguard Total Stock Market Index Fund ETF Shares
VTI - US9229087690 25.00% -
SP Invesco S&P 500® Momentum ETF
SPMO - US46138E3392 22.50% -
ID Invesco S&P International Developed Momentum ETF
IDMO - US46138E2220 15.00%
This portfolio is a four‑ETF, 100% equity mix that blends broad market exposure with focused factor strategies. About two‑fifths sits in a global value fund, roughly a quarter in a total US market ETF, and the rest in US and international momentum funds. So structurally it combines “own almost everything” with “tilt toward specific styles.” This kind of setup matters because the core holdings provide baseline diversification, while the value and momentum ETFs add distinct return drivers. The overall risk score of 4/7 and “balanced” label reflect that, despite being all‑equity, risk is spread across many companies and regions. The result is a concentrated strategy choice, but delivered through highly diversified building blocks.
Growth
Over the past three years, $1,000 grew to about $2,032, a compound annual growth rate (CAGR) of 26.9%. CAGR is like average speed on a road trip, smoothing out the bumps to show steady progress. This comfortably outpaced both the US market (20.39% CAGR) and the global market (19.82% CAGR) over the same period. The portfolio’s max drawdown of -17.2% was slightly milder than the US benchmark and close to the global one, suggesting strong upside with comparable downside. Only 28 days generated 90% of returns, showing performance was driven by a handful of powerful moves. That pattern fits a portfolio leaning toward momentum and value, which can shine during strong market trends.
Projection
The Monte Carlo simulation uses past return and volatility patterns to create 1,000 possible 15‑year futures, a bit like running many alternate timelines using historical weather. The median outcome grows $1,000 to about $2,664, while the middle half of scenarios (25th–75th percentile) ranges from $1,806 to $4,152. The widest band, from the 5th to 95th percentile, stretches from almost no growth ($1,025) to very strong compounding ($8,019). Across all paths, the average annualized return is 8.06%, with 74% of simulations ending positive. These ranges highlight both the potential rewards and the uncertainty: past data guides the model, but it cannot foresee structural shifts, regime changes, or rare shocks.
Asset classes
- Stocks 100%
All assets here are stocks, with no bonds, cash equivalents, or alternative asset classes. That gives the portfolio clear growth orientation but also ties its fortunes closely to global equity markets. Asset classes behave differently in various environments—stocks tend to benefit from economic growth, while bonds often cushion equity downturns. Because this mix is 100% equity, any diversification is happening within the stock universe rather than between stocks and other types of investments. This helps explain the relatively high returns and meaningful drawdowns in the data. The “balanced” risk label reflects diversification across many companies and styles, even though everything ultimately sits in the same broad asset bucket.
Sectors
- Technology 26%
- Financials 19%
- Industrials 14%
- Consumer Discretionary 9%
- Energy 7%
- Telecommunications 7%
- Health Care 6%
- Basic Materials 5%
- Consumer Staples 4%
- Utilities 2%
- Real Estate 1%
Sector exposure is spread across many areas, with technology at 26%, financials at 19%, and industrials at 14%, followed by smaller allocations to consumer, energy, telecom, health care, and others. This is more varied than a heavily tech‑dominated portfolio, and it aligns reasonably well with broad equity benchmarks where multiple sectors carry substantial weight. Tech remains the single largest slice, which can benefit from innovation and growth cycles but can also be sensitive to interest rate changes. The presence of energy, financials, and industrials adds cyclical elements that often respond to economic conditions differently than tech. Overall, this sector mix is well‑balanced and aligns closely with global standards, supporting healthy diversification.
Regions
- North America 74%
- Europe Developed 13%
- Japan 6%
- Asia Developed 3%
- Asia Emerging 2%
- Africa/Middle East 1%
- Australasia 1%
- Latin America 1%
Geographically, about 74% is in North America, with most of the rest in developed markets like Europe and Japan, plus smaller slices in Asia emerging, Latin America, and other regions. This means the portfolio leans meaningfully toward North America compared with a fully global market index, which usually has a lower US share. That tilt has helped in recent years, since US markets have been strong. At the same time, having roughly a quarter outside North America adds resilience if leadership rotates to other regions. Currency exposure will mostly follow the dollar, with some diversification from foreign holdings. This geographic spread offers a solid mix of home bias and international breadth.
Market capitalization
- Large-cap 34%
- Mega-cap 32%
- Mid-cap 20%
- Small-cap 9%
- Micro-cap 4%
By market capitalization, the portfolio is well distributed: about a third in mega‑caps, another third in large‑caps, and the rest in mid, small, and micro‑caps. Market cap describes company size by stock value, and different sizes behave differently—larger firms often move more steadily, while smaller ones can be more volatile but occasionally faster‑growing. Compared to a pure large‑cap index, this mix reaches further down the size spectrum, especially via the total market and value ETFs. That adds diversity in business models and growth phases. The presence of micro‑caps is modest at 4%, which means they add some spice without dominating overall risk. This size distribution is broadly market‑like with a slight extension into smaller companies.
True holdings
-
NV NVIDIA Corporation 3.52%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
MU Micron Technology Inc 3.31%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Avantis ALL Equity Markets Value ETF
- Invesco S&P 500® Momentum ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
AV Broadcom Inc 2.20%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
AA Apple Inc 2.00%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Avantis ALL Equity Markets Value ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
GO Alphabet Inc Class A 1.78%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
GO Alphabet Inc Class C 1.41%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
AM Amazon.com Inc 1.30%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Avantis ALL Equity Markets Value ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
LR Lam Research Corp 1.18%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Avantis ALL Equity Markets Value ETF
- Invesco S&P 500® Momentum ETF
-
MS Microsoft Corporation 1.15%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
XO Exxon Mobil Corp 0.99%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Avantis ALL Equity Markets Value ETF
- Invesco S&P 500® Momentum ETF
- Top 10 total 18.83%
Looking through the ETFs’ top holdings, several big names appear multiple times, including NVIDIA, Broadcom, Apple, Alphabet, Amazon, Microsoft, and others. For example, NVIDIA alone totals about 3.52% of the portfolio from different funds. This overlap creates “hidden” concentration: even though there are only four ETFs, exposure to some individual companies is effectively amplified. Since only each ETF’s top 10 is captured, true overlap is likely somewhat higher. This pattern fits a portfolio combining broad market and momentum strategies, as many top performers show up in both. It means that a handful of large, high‑impact companies can have an outsized influence on short‑term performance, especially during sharp rallies or pullbacks in those names.
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 data shows a notable tilt toward value, with a 60% score where 50% represents the overall market. Factor exposure is like looking at the “ingredients” behind returns—value, size, momentum, quality, low volatility, and yield. A mild lean toward value means the portfolio tends to favor stocks priced lower relative to fundamentals, which historically has sometimes rewarded patient investors but can lag during growth‑driven rallies. Other factors—size, momentum, quality, low volatility, and yield—sit in the neutral band, meaning they are broadly in line with the wider market rather than being heavily emphasized. Overall, this is a well‑balanced factor profile with a clear, but not extreme, value bias layered on top.
Risk contribution
-
Avantis ALL Equity Markets Value ETF
Weight: 37.50% 34.1% -
Invesco S&P 500® Momentum ETF
Weight: 22.50% 27.2% -
Vanguard Total Stock Market Index Fund ETF Shares
Weight: 25.00% 24.0% -
Invesco S&P International Developed Momentum ETF
Weight: 15.00% 14.8%
Risk contribution shows how much each ETF drives overall ups and downs, which can differ from its weight—like one loud instrument standing out in an orchestra. The Avantis value ETF is 37.5% of the portfolio and contributes about 34.1% of the risk, slightly less than proportional. The US momentum fund is 22.5% but adds 27.2% of risk, indicating its returns swing more. The remaining two funds contribute risk roughly in line with their sizes. Together, the top three holdings account for about 85% of total portfolio risk. That concentration is typical for a four‑fund lineup and shows that overall behavior is mainly shaped by the value fund and the two US‑focused ETFs.
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 chart compares risk and return trade‑offs using only the current holdings in different weightings. The portfolio’s Sharpe ratio—its return per unit of risk, adjusted for a 4% risk‑free rate—is 1.32, with 24.6% return and 15.55% volatility. The optimal mix of these same four funds reaches a Sharpe of 1.76 with higher risk and return, while the minimum‑variance mix has a Sharpe of 1.31 at slightly lower risk. Since the current portfolio sits on or very near the efficient frontier, it’s already using these ingredients in a highly efficient way for its chosen risk level. That’s a strong sign the internal balance between risk and reward is coherent.
Dividends
- Avantis ALL Equity Markets Value ETF 1.60%
- Invesco S&P International Developed Momentum ETF 3.70%
- Invesco S&P 500® Momentum ETF 0.70%
- Vanguard Total Stock Market Index Fund ETF Shares 1.00%
- Weighted yield (per year) 1.56%
The portfolio’s total dividend yield is about 1.56%, combining a higher yield from the international momentum ETF with lower yields from the US momentum, value, and broad market funds. Dividend yield is the annual cash payout as a percentage of price, and it can be an important source of return alongside price changes. Here, income plays a secondary role; most of the expected return is coming from capital growth rather than large regular cash distributions. This is consistent with a focus on value and momentum strategies, which often favor companies with varying payout policies. Compared with higher‑yielding income portfolios, this setup trades some steady cash flow for greater emphasis on total return and capital appreciation.
Ongoing product costs
- Avantis ALL Equity Markets Value ETF 0.26%
- Invesco S&P International Developed Momentum ETF 0.25%
- Invesco S&P 500® Momentum ETF 0.13%
- Vanguard Total Stock Market Index Fund ETF Shares 0.03%
- Weighted costs total (per year) 0.17%
The weighted average ongoing fund cost (TER) is about 0.17% per year. TER, or Total Expense Ratio, is the annual fee charged by a fund as a percentage of assets—like a small management toll. This level of cost is impressively low given the use of specialized factor ETFs alongside a very cheap total market fund. Over long periods, lower fees mean more of the portfolio’s gross return stays in your pocket, and the difference compounds meaningfully. Compared with many active or thematic strategies, this fee profile is very competitive. The costs are impressively low, supporting better long‑term performance and forming a solid structural advantage for the portfolio.
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