Diversified global equity portfolio with strong value and size tilts and efficient risk use

Report created on Mar 26, 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

This portfolio is a nearly pure equity mix, with about 99% in stocks and 1% in cash, spread across nine different ETFs. Weighting is fairly balanced across large, broad-market funds and more focused factor strategies, with no single position above 20%. That structure gives both core market exposure and targeted tilts, rather than relying on just one index. Because equities dominate, returns will likely track stock market cycles quite closely, with meaningful ups and downs. For someone who wants long-term growth and can handle volatility, this is a solid, growth-oriented build. Anyone needing near-term stability or cash for big expenses might prefer a bigger buffer outside this portfolio.

Growth Info

From late 2021 to March 2026, the portfolio grew a hypothetical $1,000 to about $1,637, a compound annual growth rate (CAGR) of 12.49%. CAGR is the “average speed” of growth per year, smoothing out the bumps. That slightly beats the US market benchmark at 11.54% and clearly outpaces the global benchmark at 9.69%. The max drawdown of -24.93% is very similar to the benchmarks, meaning downside has been in line with typical equity risk. Only 16 days delivered 90% of total returns, showing how clustered gains can be. This history is encouraging, but it’s still a short window; there’s no guarantee future performance will match these numbers.

Projection Info

The Monte Carlo projection uses the portfolio’s historical return and volatility to simulate 1,000 possible 10‑year paths. Think of it as running many “what if” futures, each slightly different, to see a range of outcomes. The median scenario turns $1,000 into roughly $4,446 (344.6% cumulative), while the 5th percentile is about 37.1% total return and the 67th percentile over 500%. Roughly 98% of simulations end positive, and the average simulated annual return is 13.13%. These results illustrate strong upside potential but also a wide dispersion of outcomes. Because simulations rely on the recent past, they can’t fully capture regime changes, so they’re a guide, not a promise.

Asset classes Info

  • Stocks
    99%
  • Cash
    1%

Asset-class exposure is almost entirely in equities, with a token 1% in cash. That’s aggressive compared with a classic “balanced” mix, which often blends meaningful bonds or other defensive assets alongside stocks. The upside is maximum participation in global equity growth and factor premiums like value and size. The tradeoff is that there’s minimal cushion during deep market selloffs or prolonged downturns, since bonds or alternatives aren’t there to offset stock volatility. This setup is usually best aligned with long time horizons and outside emergency savings. Anyone wanting smoother ride or income stability would typically complement this with less volatile assets in a different account or sleeve.

Sectors Info

  • Technology
    21%
  • Financials
    16%
  • Industrials
    16%
  • Consumer Discretionary
    11%
  • Energy
    8%
  • Basic Materials
    7%
  • Health Care
    7%
  • Telecommunications
    5%
  • Consumer Staples
    5%
  • Utilities
    2%
  • Real Estate
    2%

Sector exposure is nicely spread out: technology is the biggest at 21%, followed by financial services and industrials at 16% each, then consumer cyclicals at 11%. Energy, basic materials, healthcare, and communication services all sit in the mid‑single digits, with consumer defensive, utilities, and real estate smaller but still present. This is more balanced than a typical US-cap-weighted index, which is often heavier in technology and communication. Such balance can help reduce reliance on a single growth engine, though it also means less benefit if one “hot” sector massively outperforms. The modest tech tilt plus broad cyclicals suggests sensitivity to economic cycles and interest rate environments.

Regions Info

  • North America
    64%
  • Europe Developed
    12%
  • Japan
    8%
  • Asia Developed
    6%
  • Asia Emerging
    5%
  • Australasia
    2%
  • Africa/Middle East
    2%
  • Latin America
    1%

Geographically, about 64% is in North America, with the rest diversified across Europe developed (12%), Japan (8%), other developed Asia (6%), emerging Asia (5%), Australasia (2%), Africa/Middle East (2%), and Latin America (1%). That’s more internationally balanced than a typical US-only portfolio and roughly in line with global market weights, which is a big positive for diversification. Strong alignment with global exposures means returns won’t hinge solely on any one country’s economy or policy cycle. The emerging markets sleeve is meaningful but not dominant, giving some growth potential and diversification without overwhelming the risk profile. This global spread is a real strength and fits well with long-term investing best practices.

Market capitalization Info

  • Mega-cap
    25%
  • Large-cap
    22%
  • Mid-cap
    22%
  • Small-cap
    20%
  • Micro-cap
    9%

Market-cap exposure is very evenly spread: 25% mega, 22% big, 22% medium, 20% small, and 9% micro caps. Compared with a standard market-weighted index that skews heavily to mega and large caps, this is a clear tilt toward smaller companies. Smaller and micro-cap stocks tend to be more volatile and less liquid, but historically they’ve offered higher long-run return potential as a “size premium.” The mix here uses that potential while keeping a substantial anchor in larger, more stable firms. That balance can make the ride bumpier than a pure large-cap index in some periods but may reward patience across full market cycles.

True holdings Info

  • NVIDIA Corporation
    2.81%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Broad Market ETF
    • Vanguard S&P 500 ETF
    • Vanguard Total International Stock Index Fund ETF Shares
  • Broadcom Inc
    1.56%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Broad Market ETF
    • Vanguard Dividend Appreciation Index Fund ETF Shares
    • Vanguard S&P 500 ETF
    • Vanguard Total International Stock Index Fund ETF Shares
  • Alphabet Inc Class A
    1.32%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Broad Market ETF
    • Vanguard S&P 500 ETF
    • Vanguard Total International Stock Index Fund ETF Shares
  • Apple Inc
    1.30%
    Part of fund(s):
    • Schwab U.S. Broad Market ETF
    • Vanguard Dividend Appreciation Index Fund ETF Shares
    • Vanguard S&P 500 ETF
    • Vanguard Total International Stock Index Fund ETF Shares
  • Alphabet Inc Class C
    1.06%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Broad Market ETF
    • Vanguard S&P 500 ETF
    • Vanguard Total International Stock Index Fund ETF Shares
  • Micron Technology Inc
    1.01%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Broad Market ETF
    • Vanguard S&P 500 ETF
    • Vanguard Total International Stock Index Fund ETF Shares
  • Johnson & Johnson
    0.99%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Broad Market ETF
    • Vanguard Dividend Appreciation Index Fund ETF Shares
    • Vanguard S&P 500 ETF
    • Vanguard Total International Stock Index Fund ETF Shares
  • Microsoft Corporation
    0.97%
    Part of fund(s):
    • Schwab U.S. Broad Market ETF
    • Vanguard Dividend Appreciation Index Fund ETF Shares
    • Vanguard S&P 500 ETF
    • Vanguard Total International Stock Index Fund ETF Shares
  • Exxon Mobil Corp
    0.83%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Broad Market ETF
    • Vanguard Dividend Appreciation Index Fund ETF Shares
    • Vanguard S&P 500 ETF
    • Vanguard Total International Stock Index Fund ETF Shares
  • Amazon.com Inc
    0.68%
    Part of fund(s):
    • Schwab U.S. Broad Market ETF
    • Vanguard S&P 500 ETF
    • Vanguard Total International Stock Index Fund ETF Shares
  • Top 10 total 12.55%

Looking through the ETFs, the largest underlying positions include names like NVIDIA, Broadcom, Alphabet, Apple, Micron, and Microsoft, each under about 3% of total exposure. Several of these appear in multiple ETFs, particularly the broad US and S&P 500 momentum funds, which creates some hidden concentration in a handful of mega-cap growth and tech-related companies. Because the analysis only covers ETF top-10 holdings, true overlap is likely a bit higher. This concentration isn’t extreme, but it does mean portfolio behavior will be influenced by a relatively small group of leaders. Anyone wanting to soften that effect could favor funds with broader or equal-weight construction in future additions.

Factors Info

Value
Preference for undervalued stocks
Very high
Data availability: 35%
Size
Exposure to smaller companies
Very high
Data availability: 42%
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: 7%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 100%

Factor exposure is very pronounced. Value, size, and yield are all at about 85%, making them dominant characteristics. Momentum sits near 60%, and low volatility is in the mid‑50s. Factor investing means tilting toward traits that research has linked to long-term returns, like cheaper valuations (value), smaller companies (size), and higher payouts (yield). A strong value and size tilt often helps after expensive growth-led booms, but can lag when investors chase high-growth names. The yield tilt adds some income and often leans toward more mature businesses. This combination suggests the portfolio may underperform during pure growth manias but shine when markets reward fundamentals and cheaper stocks.

Risk contribution Info

  • Avantis® U.S. Small Cap Value ETF
    Weight: 16.00%
    19.4%
  • Vanguard S&P 500 ETF
    Weight: 19.60%
    18.8%
  • Invesco S&P 500® Momentum ETF
    Weight: 15.00%
    15.0%
  • Vanguard Total International Stock Index Fund ETF Shares
    Weight: 16.80%
    14.6%
  • Avantis® International Small Cap Value ETF
    Weight: 15.00%
    13.6%
  • Top 5 risk contribution 81.3%

Risk contribution shows how much each holding adds to overall volatility, which can differ from its simple weight. Here, the top three holdings by weight—Vanguard S&P 500, Avantis U.S. Small Cap Value, and Invesco S&P 500 Momentum—make up about 50.6% of assets but contribute 53.15% of total risk. Avantis U.S. Small Cap Value in particular has a risk-to-weight ratio above 1, meaning it adds more volatility than its 16% weight alone would suggest. This isn’t inherently bad; it just means that small value is a key risk driver. Periodic rebalancing can keep any single driver from dominating more than intended.

Redundant positions Info

  • Avantis® Emerging Markets Value ETF
    Avantis® Emerging Markets Equity ETF
    High correlation

Correlation measures how assets move relative to each other—1 means they move almost in lockstep, 0 means they move independently. The emerging markets value and emerging markets equity ETFs are highly correlated, so they tend to rise and fall together. That overlap reduces some diversification benefit within the emerging markets sleeve, even though the strategies are different. Across the broader portfolio, equity-heavy funds will also show generally high correlations during big market shocks, which is normal for stock-only allocations. Understanding this helps set expectations: in major downturns, most pieces may move down together, and the main diversification is across styles, sizes, and regions rather than into defensive asset classes.

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, meaning that for its mix of holdings, it’s already using risk efficiently. However, it isn’t the “optimal” point with the highest Sharpe ratio, which here measures return per unit of risk. The optimal portfolio with these same ETFs has a Sharpe ratio of 0.91 versus 0.63 currently, at similar risk, while a same‑risk optimized version could push expected return higher again. That suggests that reweighting existing ETFs—without adding anything new—could potentially improve the tradeoff between risk and return. Still, being on the frontier is a strong sign the structure is fundamentally sound.

Dividends Info

  • Avantis® International Small Cap Value ETF 3.00%
  • Avantis® Emerging Markets Equity ETF 2.40%
  • Avantis® Emerging Markets Value ETF 3.20%
  • Avantis® U.S. Small Cap Value ETF 1.40%
  • Invesco S&P 500® Momentum ETF 0.60%
  • Vanguard S&P 500 ETF 1.20%
  • Vanguard Extended Market Index Fund ETF Shares 1.20%
  • Vanguard Total International Stock Index Fund ETF Shares 3.00%
  • Invesco S&P MidCap Momentum ETF 0.50%
  • Weighted yield (per year) 1.80%

The overall dividend yield is around 1.8%, with higher payouts from international small value and emerging markets value (around 3% or more) and lower yields from momentum and growth-tilted US holdings. That means total return is likely to be driven more by price appreciation and factor premiums than by income. For someone in an accumulation phase, that’s often fine, since dividends can be reinvested automatically. For income-focused goals, the yield here is modest and might need to be supplemented with other income strategies outside this portfolio. Still, the presence of value and international tilts gives a healthy base of dividends compared with a pure growth or momentum lineup.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Equity ETF 0.33%
  • Avantis® Emerging Markets Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Vanguard S&P 500 ETF 0.03%
  • Vanguard Extended Market Index Fund ETF Shares 0.06%
  • Vanguard Total International Stock Index Fund ETF Shares 0.05%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Weighted costs total (per year) 0.17%

The total expense ratio (TER) of about 0.17% is impressively low for a portfolio that blends broad index exposure with specialized factor funds. Core Vanguard funds sit near rock-bottom costs, while the Avantis and Invesco ETFs are reasonably priced for their more advanced strategies. Over long horizons, even small fee differences compound significantly, so keeping TER under 0.20% meaningfully supports net returns. This cost structure is well-aligned with best practices: using low-cost building blocks and avoiding unnecessary complexity or high-fee products. Maintaining this discipline as assets grow—especially when adding new funds—is a straightforward way to protect long-term performance.

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