High conviction value tilt with a sneaky tech crush and a slightly lazy risk return tradeoff
Report created on Sep 21, 2026Risk profile
4/7
Diversification profile
4/5
Positions
-
VO Vanguard S&P 500 ETF
VOO - US9229083632 35.00% -
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 25.00% -
AV Avantis® Emerging Markets Value ETF
AVES - US0250723725 15.00% -
VX Vanguard Total International Stock Index Fund ETF Shares
VXUS - US9219097683 15.00% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 10.00%
This portfolio looks like someone tried to build a hardcore factor strategy but couldn’t quite let go of the S&P 500 security blanket. Over a third is plain vanilla large-cap US, then comes a big 25% slug of US small-cap value plus chunky allocations to international and emerging value. It’s 100% equities, no buffer, yet labeled “balanced,” which is a bit like calling a double espresso “decaf-ish.” Structurally, it’s actually pretty coherent: core index plus spicy tilts. The catch is that once these value and small-cap bets start swinging, the ride is far from balanced. On paper it’s diversified; under the hood it’s making some pretty specific bets.
Growth
Historically, this thing has done the classic “almost but not quite” routine versus the US market. A 12.18% CAGR is solid, but still 1.64% per year behind the US benchmark, which stings over time. Against the global market it barely edges ahead, so congratulations, it beat the average by a rounding error. Max drawdown at -23.65% is basically the same gut punch as the benchmarks, just with a slightly different accent. And needing 18 days to make 90% of returns shows it’s as dependent on a handful of good days as any broad equity portfolio. Past data is useful, but like yesterday’s weather, it doesn’t promise a repeat forecast.
Projection
The Monte Carlo projection politely says, “Yeah, this could work… or not.” Simulations land the median outcome at $2,726 from $1,000 over 15 years, with a wide “could be fine, could be chaos” range from about $1,000 to $8,139. Monte Carlo is basically rolling the dice thousands of times based on historical volatility and returns, then plotting the mess. The average simulated return of 8.06% is noticeably tamer than the recent 12%+ party, which is another way of saying the model doesn’t fully trust that past outperformance streaks will repeat. It’s optimistic but not delusional, acknowledging this portfolio can both shine and absolutely sulk.
Asset classes
- Stocks 100%
Asset class breakdown: it’s just stocks, wall to wall. No bonds, no cash buffer, no alternatives, no attempt at smoothing the ride. Calling this “balanced” is generous; it’s more like a one-trick pony that’s pretty good at its trick but still only knows one. Being 100% in equities means full exposure to market mood swings—great when markets climb, unforgiving when they don’t. Asset classes are like food groups, and this plate is all protein, no veggies. The trade-off is maximum long-term growth potential paired with “hope you like volatility” as the default setting. There’s conviction here, but absolutely no Plan B.
Sectors
- Technology 22%
- Financials 20%
- Consumer Discretionary 12%
- Industrials 12%
- Energy 8%
- Basic Materials 6%
- Health Care 6%
- Telecommunications 6%
- Consumer Staples 5%
- Utilities 2%
- Real Estate 2%
Sector-wise, this portfolio is pretending to be a gritty value warrior while quietly crushing on tech. Technology still clocks in at 22%, leading the pack, so the value narrative comes with a growth-stock side quest. Financials at 20% bring their usual mix of leverage drama and rate sensitivity, while cyclicals like consumer discretionary and industrials stack on more economic exposure. Defensive sectors like utilities and staples are basically background extras. For something so “value-tilted,” it hasn’t actually dumped the big tech names driving recent returns; it just layered value stuff on top. This is less “pure factor play” and more “can I have value, but also the AI hype, please?”
Regions
- North America 62%
- Asia Developed 10%
- Europe Developed 9%
- Asia Emerging 7%
- Japan 6%
- Africa/Middle East 2%
- Australasia 2%
- Latin America 2%
Geographically, it’s firmly “America first, but fine, we’ll sprinkle in the rest of the world.” With 62% in North America, it’s basically a US-led portfolio with supporting roles from developed and emerging markets. The rest of the world is sliced thinly across regions, enough to claim diversification but not enough to escape US gravity. This is standard behavior for US-centric portfolios: home bias dressed up as global diversification. The upside is familiarity and alignment with dominant global companies. The downside is that if the US stumbles, this mix isn’t exactly set up to shine from elsewhere. It’s global-ish, not genuinely global.
Market capitalization
- Mega-cap 25%
- Large-cap 23%
- Mid-cap 20%
- Small-cap 18%
- Micro-cap 14%
The market-cap mix looks like someone tried to balance everything and then shoved in a small-cap value obsession. Mega and large caps together are 48%, so there’s still plenty of big, boring (ish) giants. But 18% small-cap and 14% micro-cap is a serious tilt into the noisy end of the market. That’s like mixing blue-chip conglomerates with scrappy bar-fight stocks and calling it “well-rounded.” Small and micro caps can punch hard in good cycles but tend to bleed more in drawdowns. The result is a portfolio that looks calm at the top but has a lot of chaos energy bleeding in from the bottom tiers.
True holdings
-
NV NVIDIA Corporation 2.83%
Part of fund(s):- Vanguard S&P 500 ETF
-
AA Apple Inc. 2.46%
Part of fund(s):- Vanguard S&P 500 ETF
-
MS Microsoft Corporation 1.99%
Part of fund(s):- Vanguard S&P 500 ETF
-
AM Amazon.com Inc 1.35%
Part of fund(s):- Vanguard S&P 500 ETF
-
GO Alphabet Inc Class A 1.05%
Part of fund(s):- Vanguard S&P 500 ETF
-
AV Broadcom Inc 0.93%
Part of fund(s):- Vanguard S&P 500 ETF
-
GO Alphabet Inc Class C 0.84%
Part of fund(s):- Vanguard S&P 500 ETF
-
ME Meta Platforms Inc. 0.66%
Part of fund(s):- Vanguard S&P 500 ETF
-
MU Micron Technology Inc 0.57%
Part of fund(s):- Vanguard S&P 500 ETF
-
TS Tesla Inc 0.55%
Part of fund(s):- LS 1x Tesla Tracker ETP Securities GBP
- Vanguard S&P 500 ETF
- Top 10 total 13.23%
The look-through holdings basically reveal the obvious: the S&P 500 core is dragging in the usual mega-cap suspects. NVIDIA, Apple, Microsoft, Amazon, Alphabet, Meta, Tesla—this is the standard “I accidentally own the AI hype train” collection. None of them are huge individually, but together they show that under all the talk of value and small caps, the portfolio is still tied to the same market darlings as everyone else. Because only top-10 ETF holdings are captured, overlap is definitely understated. Functionally, this portfolio is making active value tilts while still paying dues to the mega-cap tech overlords that dominate broad indexes.
Factors
The factor profile screams “I read one book on factor investing and went all in on value and size.” Value at 70% and size at 66% are clear tilts—this thing is deliberately leaning into cheaper, smaller companies instead of just hugging the market. Factor exposure is like the ingredient label that explains why a portfolio behaves the way it does. Here, the recipe is: extra value, extra smaller stocks, everything else roughly neutral. That sets it up to lag when growth and mega-caps lead (hi, recent years) and potentially shine when sentiment rotates. It’s a bold bet, not a neutral stance, whether that was conscious or accidental.
Risk contribution
-
Vanguard S&P 500 ETF
Weight: 35.00% 33.6% -
Avantis® U.S. Small Cap Value ETF
Weight: 25.00% 30.2% -
Vanguard Total International Stock Index Fund ETF Shares
Weight: 15.00% 13.8% -
Avantis® Emerging Markets Value ETF
Weight: 15.00% 13.1% -
Avantis® International Small Cap Value ETF
Weight: 10.00% 9.4%
Risk contribution shows who’s actually driving the drama, and surprise: the S&P 500 and US small-cap value are the main characters. The S&P 500 at 35% weight contributes 33.62% of risk—pretty proportional. The US small-cap value fund is 25% of the portfolio but 30.21% of the risk, punching above its weight. Top three holdings together account for 77.6% of total portfolio risk, meaning most of the volatility comes from a few big levers, not the whole lineup. Risk contribution is basically a spotlight on which positions really move the needle, and here the message is clear: this is a concentrated risk story dressed in diversified clothing.
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, this portfolio is sitting awkwardly below its own efficient frontier, like it showed up to the exam with the right notes but still guessed half the answers. The Sharpe ratio of 0.55 versus 0.88 for the optimal mix says it’s leaving a lot of risk-adjusted return on the table using the *same* ingredients. The efficient frontier is just the best possible risk/return combos you can get by reweighting what’s already here. Being 2.26 percentage points below that line at the current risk level is a polite mathematical insult: this portfolio is working harder than it has to for the results it’s getting.
Dividends
- Avantis® International Small Cap Value ETF 3.10%
- Avantis® Emerging Markets Value ETF 3.40%
- Avantis® U.S. Small Cap Value ETF 1.60%
- Vanguard S&P 500 ETF 1.00%
- Vanguard Total International Stock Index Fund ETF Shares 2.10%
- Weighted yield (per year) 1.88%
The yield at 1.88% is a modest “have a little something while you wait,” not some glorious income machine. The value and international funds do most of the heavy lifting here, with yields north of 3%, while the S&P 500 and US small-cap value keep things closer to token pocket change. Dividends are basically a side quest for this portfolio, not the main storyline. It’s growth and factor driven first, income distant second. Anyone expecting an income-heavy vibe from something this value-flavored would be mildly disappointed; the cash flow is more like a tip jar than a reliable paycheck.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis® Emerging Markets Value ETF 0.36%
- Avantis® U.S. Small Cap Value ETF 0.25%
- Vanguard S&P 500 ETF 0.03%
- Vanguard Total International Stock Index Fund ETF Shares 0.05%
- Weighted costs total (per year) 0.17%
Costs are actually one of the least roastable parts here, which is annoying. A total TER of 0.17% is pretty reasonable given the mix of smart-beta-ish value and small-cap funds. The Vanguard pieces are bargain-bin cheap, and the Avantis funds charge more but not in a “are you kidding me?” way. Expense ratios are basically the cover charge just to walk into the market. Here, the fee drag isn’t what’s holding this portfolio back; the bigger story is how its factor and risk choices show up in performance, not what it’s paying. Somehow, you clicked enough low-cost buttons to avoid a fee disaster.
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