Broad stock portfolio with strong US tilt and low costs but below optimal risk return balance
Report created on Sep 20, 2026Risk profile
5/7
Diversification profile
3/5
Positions
-
FX Fidelity 500 Index Fund
FXAIX - US3159117502 40.00% -
FT FIDELITY TOTAL INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASS
FTIHX - US31635V6386 30.00% -
FS FIDELITY SMALL CAP INDEX FUND INSTITUTIONAL PREMIUM CLASS
FSSNX - US3161461823 20.00% -
FS FIDELITY MID CAP INDEX FUND INSTITUTIONAL PREMIUM CLASS
FSMDX - US3161462656 5.00% -
OD Oppenheimer Discovery Fd Cl I
ODIIX - US6839216057 5.00%
This portfolio is a straightforward all‑stock mix built entirely from mutual funds. The core is a large US index fund at 40%, paired with a 30% international index position. Smaller weightings to US small‑cap and mid‑cap index funds, plus a 5% active growth fund, round out the structure. This creates a mainly index-based, rules-driven base with a small satellite of active stock picking. A setup like this matters because broad index funds typically drive most of the behavior, while the active slice can slightly change risk and return. The observable structure leans clearly toward growth, given it’s 100% equities and includes meaningful small‑cap exposure.
Growth
From late 2016 to late 2026, $1,000 in this portfolio grew to about $3,509, a compound annual growth rate (CAGR) of 13.43%. CAGR is like average speed on a road trip, smoothing out the bumps year by year. Over the same span, the US market returned 15.23% annually, so the portfolio lagged that benchmark, but it outpaced the global market’s 12.45% CAGR. The worst peak‑to‑trough drop was about –35%, similar in depth to major equity markets during early 2020. This shows that a growth‑oriented all‑equity mix can experience sharp, fast drawdowns even when long‑term returns end up strong in absolute terms.
Projection
The Monte Carlo projection uses the portfolio’s past return and volatility patterns to simulate many possible 15‑year paths. Think of it as running 1,000 alternate futures where returns bounce around randomly but with historically informed averages and swings. The median outcome turns $1,000 into about $2,627, while the middle half of scenarios ranges from roughly $1,772 to $4,027. There’s also a wide tail, from around $921 to $7,322 in the 5th–95th percentile range. The average simulated annual return is 7.85%. These numbers are not promises; they simply illustrate that outcomes can vary a lot, even when the starting portfolio and assumptions stay the same.
Asset classes
- Stocks 100%
The entire portfolio is in stocks, with 0% in bonds, cash, or alternatives. Being 100% equity means the portfolio is fully tied to the ups and downs of stock markets without the typical dampening effect bonds can provide. This structure often gives stronger growth potential over long periods but can be uncomfortable during severe market drops. Compared with many mixed‑asset benchmarks that include fixed income, this portfolio is more volatile by design. The growth‑investor risk label and 5/7 risk score align with that equity‑only stance, confirming that the main diversification here comes from different stock types, not from mixing stocks with other asset classes.
Sectors
- Technology 26%
- Financials 17%
- Industrials 12%
- Health Care 12%
- Consumer Discretionary 9%
- Telecommunications 6%
- Energy 4%
- Consumer Staples 4%
- Basic Materials 4%
- Real Estate 3%
- Utilities 3%
Sector exposure is fairly broad, with technology at 26% and financials at 17% leading the pack, followed by industrials and health care at 12% each. Consumer‑focused areas, communication, energy, materials, real estate, and utilities all have smaller but present roles. This spread looks reasonably balanced compared with common global equity benchmarks, where technology often has a large share. A tech‑leaning but diversified setup like this tends to benefit when innovation‑driven companies do well, but can be more sensitive to changes in interest rates or sentiment about growth companies. Overall, the sector mix offers variety rather than concentrating heavily in just one or two themes.
Regions
- North America 72%
- Europe Developed 11%
- Asia Developed 5%
- Japan 5%
- Asia Emerging 4%
- Australasia 1%
- Africa/Middle East 1%
- Latin America 1%
Geographically, about 72% of the portfolio is in North America, with the rest spread across developed Europe, Japan, other developed Asia, and several emerging regions. Global equity indices often have a large US share, so this US tilt is broadly aligned with common benchmarks, though still somewhat home‑biased. International holdings at 30% introduce exposure to different currencies, economies, and policy environments. This can help when non‑US markets outperform, but also means returns will reflect foreign currency moves relative to the dollar. The presence of both developed and emerging markets adds another layer of diversification beyond the core North American exposure.
Market capitalization
- Mega-cap 33%
- Large-cap 23%
- Mid-cap 17%
- Small-cap 16%
- Micro-cap 11%
The size breakdown shows 33% in mega‑caps and 23% in large‑caps, with the remaining portion spread across mid‑caps (17%), small‑caps (16%), and micro‑caps (11%). That’s a noticeably broader size spectrum than a pure large‑cap index. Smaller companies often experience bigger price swings but can also go through stronger growth phases, while mega‑caps tend to move more with global headlines and broad economic trends. This mix means the portfolio doesn’t behave exactly like a single blue‑chip index; it has added sensitivity to smaller, more volatile companies. That helps explain both its growth‑oriented risk classification and its potential for more pronounced ups and downs.
Factors
Factor exposure is mostly balanced around market‑like levels, with value, size, momentum, and quality all in the neutral band. Factor exposure just means how much the portfolio leans into traits like cheapness (value) or trend‑following (momentum) that research links to returns. The notable tilts here are a low yield score (29%) and a high low‑volatility score (60%). Low yield indicates a bias toward companies that pay out less in dividends, which often reinvest more into growth. The mild tilt to low volatility suggests a preference for stocks that historically move less dramatically than the market, which can soften some swings compared with a pure high‑beta growth portfolio.
Risk contribution
-
Fidelity 500 Index Fund
Weight: 40.00% 39.2% -
FIDELITY SMALL CAP INDEX FUND INSTITUTIONAL PREMIUM CLASS
Weight: 20.00% 24.6% -
FIDELITY TOTAL INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASS
Weight: 30.00% 24.5% -
Oppenheimer Discovery Fd Cl I
Weight: 5.00% 6.4% -
FIDELITY MID CAP INDEX FUND INSTITUTIONAL PREMIUM CLASS
Weight: 5.00% 5.3%
Risk contribution shows how much each fund drives overall portfolio ups and downs, which can differ from its weight. Here, the 500 Index Fund is 40% of assets and contributes about 39% of risk, so it behaves in line with its size. The international index, at 30% weight, contributes only about 25% of risk, partly reflecting diversification across regions. Small‑cap and the active Oppenheimer fund each contribute more risk than their weights, with risk/weight ratios above 1.2. That means they punch above their size in terms of volatility. The top three holdings contribute over 88% of total risk, underscoring that most portfolio behavior comes from this core trio.
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 risk vs. return chart shows the current portfolio with a Sharpe ratio of 0.55, which measures return per unit of volatility after adjusting for a 4% risk‑free rate. The optimal mix of the same holdings, found on the efficient frontier, has a Sharpe of 0.93, meaning a much better risk‑adjusted payoff, albeit at higher volatility. The minimum variance version dials risk down and still has a slightly higher Sharpe (0.62) than the current mix. Because the current portfolio sits about 2.34 percentage points below the frontier at its risk level, the data suggests that different weightings of these same funds could provide a more efficient balance between risk and return.
Dividends
- FIDELITY MID CAP INDEX FUND INSTITUTIONAL PREMIUM CLASS 0.80%
- FIDELITY SMALL CAP INDEX FUND INSTITUTIONAL PREMIUM CLASS 1.10%
- FIDELITY TOTAL INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASS 2.40%
- Fidelity 500 Index Fund 1.00%
- Weighted yield (per year) 1.38%
The portfolio’s total dividend yield is about 1.38%, which is modest compared with some income‑focused equity strategies. Yield is the annual cash payout as a percentage of investment value, so here most of the expected total return historically has come from price growth rather than dividends. The international index fund contributes the highest yield at 2.40%, while the small‑cap and mid‑cap funds have sub‑1.1% yields, consistent with typically lower payouts from smaller or growth‑oriented companies. For a growth‑tilted equity mix, a lower overall yield is common, reflecting an emphasis on reinvested profits and capital appreciation over current income.
Ongoing product costs
- FIDELITY MID CAP INDEX FUND INSTITUTIONAL PREMIUM CLASS 0.02%
- FIDELITY SMALL CAP INDEX FUND INSTITUTIONAL PREMIUM CLASS 0.02%
- FIDELITY TOTAL INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASS 0.06%
- Fidelity 500 Index Fund 0.02%
- Oppenheimer Discovery Fd Cl I 0.65%
- Weighted costs total (per year) 0.06%
Costs are a clear strength. Four of the five funds have very low ongoing charges, with expense ratios around 0.02–0.06%, and only the Oppenheimer Discovery fund stands out at 0.65%. The blended total expense ratio of roughly 0.06% is impressively low for a multi‑fund equity portfolio. Ongoing fund fees quietly reduce returns every year, so keeping them small helps more of the gross performance show up in your actual results. Over long horizons, even differences of a few tenths of a percent can add up substantially, so this low‑cost foundation provides a meaningful structural advantage compared with higher‑fee active strategies tracking similar markets.
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