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Growth oriented equity heavy portfolio with strong US bias and dividend focused sleeves

Report created on Dec 11, 2025

Risk profile Info

5/7
Growth
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

The portfolio is heavily equity based with five ETFs split roughly 40% broad US market 25% international 15% momentum and two dividend‑oriented ETFs making up the remaining 20%. This structure emphasizes equities over fixed income and uses a core broad market sleeve plus satellite strategies. In practice that creates overlap between single factor and dividend strategies and the core total market exposure. A clear next step is to treat the core holdings as the main return engine and streamline satellites to avoid redundancy for the same risk exposure while preserving intended tilts.

Growth Info

Over a hypothetical five‑year period a $10,000 initial investment growing at the reported CAGR of 16.29% would roughly double to about $21,000 demonstrating strong historical gains. CAGR or Compound Annual Growth Rate measures average yearly growth like an average speed over a trip and helps compare strategies on equal footing. The portfolio also experienced a max drawdown of about −33.7% which signals significant volatility during downturns. Past returns can illustrate behavior but are not guarantees; it’s prudent to combine historical insight with forward looking stress tests when judging whether past performance matches future goals.

Projection Info

A Monte Carlo simulation uses random sampling based on historical return patterns to project a range of possible future outcomes; think of it as running many “what if” scenarios to see how outcomes spread. With 1,000 runs the median result points to robust gains and nearly all simulations were positive, implying favorable historical drift and volatility. Key percentiles show wide dispersion—this highlights both upside potential and tail risk. Simulations are useful for planning but limited by their assumptions: they rely on past correlations and volatilities and cannot predict regime changes, policy shocks, or one‑off market events.

Asset classes Info

  • Stocks
    99%
  • Cash
    1%

Asset class exposure is overwhelmingly stocks at about 99% with only 1% cash and no meaningful fixed income or alternatives. Asset class diversification reduces portfolio volatility because different types of assets often react differently to the same event. A near‑all equity stance boosts expected long‑term return but amplifies short‑term swings and drawdowns. A practical recommendation is to consider adding a bond or alternative sleeve if capital preservation or lower volatility matters, or keep the equity bias if long‑horizon growth is the primary objective and the investor can tolerate deeper interim losses.

Sectors Info

  • Technology
    26%
  • Financials
    17%
  • Industrials
    11%
  • Health Care
    10%
  • Consumer Discretionary
    9%
  • Telecommunications
    8%
  • Consumer Staples
    7%
  • Energy
    5%
  • Utilities
    3%
  • Basic Materials
    3%
  • Real Estate
    2%

Sector weights show a sizable technology concentration at roughly 26% followed by financial services industrials and healthcare. Sector concentration matters because certain industries respond similarly to macro drivers; for example tech can be more sensitive to interest rate changes and valuation swings. A portfolio closely tracking benchmark sector weights is often more diversified; deviations can be intentional tilts or unintentional exposures from overlapping funds. If the sector tilt is intentional keep it documented; if not, consider small rebalances or adding offsetting exposures to reduce vulnerability to a single sector shock.

Regions Info

  • North America
    77%
  • Europe Developed
    9%
  • Asia Emerging
    4%
  • Japan
    4%
  • Asia Developed
    3%
  • Australasia
    1%
  • Africa/Middle East
    1%
  • Latin America
    1%

Geographic exposure is heavily skewed to North America at 77% with modest developed Europe and minimal emerging market weights. Geographic diversification spreads country specific political regulatory and currency risk and can smooth returns when different regions lead at different times. A pronounced home‑bias can capture a domestic market’s outperformance but increases concentration risk. If global diversification is a priority consider modest increases to emerging and non‑US developed allocations or use currency hedging decisions deliberately; conversely accepting a US tilt is reasonable if the priority is growth and familiarity with domestic markets.

Market capitalization Info

  • Large-cap
    37%
  • Mega-cap
    36%
  • Mid-cap
    19%
  • Small-cap
    5%
  • Micro-cap
    1%

Market cap breakdown shows a dominant large and mega cap footprint about 73% combined with mid cap at 19% and small plus micro caps around 6%. Market capitalization affects volatility and return potential—mega caps tend to offer stability and liquidity while small caps historically provide higher growth potential at greater risk. This composition aligns well with a growth profile that still favors the stability of large names. If improving diversification or adding a growth kicker is desirable a modest increase to small and mid cap exposures could enhance return potential but with greater variability.

Redundant positions Info

  • Schwab U.S. Dividend Equity ETF
    iShares Core Dividend Growth ETF
    High correlation

Correlation measures how assets move together where a value near +1 means they move in step and near −1 means they move opposite each other; think of correlation as how synchronized their swings are. The two dividend ETFs are highly correlated meaning they largely behave similarly and add limited diversification. High correlation reduces the benefit of holding multiple funds with overlapping holdings. The recommendation is to remove or consolidate highly correlated holdings and replace them with assets that have lower correlation such as different geographies sectors or asset classes to improve true diversification and reduce concentrated drawdown risk.

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.

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The Efficient Frontier is a framework that shows the best possible expected return for a given level of risk using the current asset set; “efficient” means the best risk‑return tradeoff not necessarily the most diversified mix. Optimization here would reweight existing ETFs to seek that best tradeoff but cannot invent new asset classes or reduce overlap from highly correlated holdings. The first practical step before math is removing redundant correlated funds which expands the frontier of achievable efficient portfolios. After that rebalancing along the efficient frontier can fine tune risk levels to match the stated growth profile.

Dividends Info

  • iShares Core Dividend Growth ETF 2.00%
  • Schwab U.S. Dividend Equity ETF 3.70%
  • Invesco S&P 500® Momentum ETF 0.60%
  • Vanguard Total Stock Market Index Fund ETF Shares 1.10%
  • Vanguard Total International Stock Index Fund ETF Shares 2.70%
  • Weighted yield (per year) 1.78%

The portfolio’s blended yield sits around 1.78% with the dividend ETFs providing higher yields roughly 2–3.7% and the momentum and broad market ETFs providing lower yield. Dividends contribute to total return through cash distributions and can smooth income especially in sideways markets; they are less impactful for pure growth objectives where capital appreciation dominates. If steady income is a goal maintaining dividend sleeves makes sense; if maximizing tax‑efficient long‑term growth is prioritized consider whether the dividend allocation should be reduced or shifted into lower‑yield higher‑growth instruments.

Ongoing product costs Info

  • iShares Core Dividend Growth ETF 0.08%
  • Schwab U.S. Dividend Equity ETF 0.06%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Vanguard Total Stock Market Index Fund ETF Shares 0.03%
  • Vanguard Total International Stock Index Fund ETF Shares 0.05%
  • Weighted costs total (per year) 0.06%

Total expense ratio or TER represents ongoing annual fund costs as a percentage of assets and acts like a tax on returns; lower TERs leave more return in the investor’s pocket. The portfolio’s weighted cost at about 0.06% is impressively low driven by very cheap Vanguard funds, which is aligned with best practice for cost control. Active or higher cost ETFs should be scrutinized for alpha net of fees. The recommendation is to favor low cost core holdings and ensure any higher fee satellites deliver distinct benefits that justify their expense.

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