Globally diversified multi factor equity portfolio with strong value tilt and efficient low cost structure

Report created on Apr 10, 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

The portfolio is almost entirely equity, with 90% in stock ETFs and 10% in gold. Within stocks, the mix leans heavily toward broad large cap U.S. exposure, complemented by small cap value and international developed and emerging markets. This structure pairs a solid “core” of market-like funds with “satellite” tilts to value, small caps, and momentum. That kind of core‑satellite build is a classic way to add return drivers without overcomplicating things. The 10% gold sleeve brings in a non‑equity asset that behaves differently from stocks. Overall, this setup fits a balanced investor who wants growth first but still appreciates diversification and a few distinct performance engines.

Growth Info

Historically, this mix has done very well. From late 2019 to early 2026, $1,000 grew to about $2,529, which is a compound annual growth rate (CAGR) of 15.36%. CAGR is the “average yearly speed” of growth, smoothing out ups and downs. That beat the U.S. market by 0.63% per year and the global market by almost 3% per year. Max drawdown, the largest peak‑to‑trough fall, was about ‑33% during early 2020, similar to the benchmarks. This shows the portfolio captured strong upside without taking meaningfully more downside than broad markets. Just remember: past performance is not a promise of future results, especially over a relatively short and unusually strong market period.

Projection Info

The Monte Carlo simulation projects possible future paths by “re‑rolling” the dice of historical returns 1,000 times and seeing where a $1,000 investment lands after 15 years. The median outcome is about $2,569, with a likely middle range between roughly $1,700 and $3,800. In more extreme but still plausible cases, it spans about $900 to nearly $6,700. That translates to an average simulated annual return of 7.39%, with roughly a 72% chance of being positive after 15 years. These numbers are helpful for setting expectations, but they rely on history being a rough guide to future volatility and returns, which is never guaranteed—especially in changing rate, inflation, or geopolitical environments.

Asset classes Info

  • Stocks
    90%
  • Other
    10%

Asset‑class‑wise, this is a straightforward growth portfolio: 90% equities and 10% “other,” which is gold here. Equities are the main driver of long‑term growth but come with meaningful swings. Gold usually doesn’t grow like stocks over decades, yet it can hold value or rise when markets are stressed, so the 10% allocation acts as a crisis diversifier and potential inflation hedge. For a “balanced” risk profile, this is equity‑heavy, but the classification fits because there’s still some ballast and factor tilts that historically reduce volatility. Anyone using a structure like this should be comfortable seeing notable short‑term drops in pursuit of higher long‑run returns.

Sectors Info

  • Technology
    18%
  • Financials
    16%
  • Industrials
    13%
  • Consumer Discretionary
    8%
  • Energy
    8%
  • Health Care
    6%
  • Telecommunications
    6%
  • Basic Materials
    6%
  • Consumer Staples
    5%
  • Utilities
    3%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is nicely spread: technology is the largest at 18%, followed by financials at 16% and industrials at 13%, with the rest distributed across consumer, energy, health care, communications, materials, staples, utilities, and real estate. Compared with many modern portfolios, tech is present but not dominant, which helps avoid being overly tied to one theme like high‑growth software. This balance is a clear positive: it aligns reasonably well with broad global norms and reduces the risk that a single sector shock derails overall performance. Sector balance like this supports smoother returns across different economic cycles, where leadership rotates between types of businesses.

Regions Info

  • North America
    63%
  • Europe Developed
    11%
  • Japan
    7%
  • Asia Emerging
    3%
  • Asia Developed
    3%
  • Africa/Middle East
    2%
  • Australasia
    1%
  • Latin America
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, about 63% sits in North America, with the rest spread across developed Europe and Japan, developed Asia, emerging Asia, Latin America, Australasia, and Africa/Middle East. That North America weight is a bit higher than a pure global market allocation but still much more international than many U.S.‑centric portfolios. Being slightly U.S.‑tilted has helped over the last decade, but it does tie a good chunk of outcomes to one economy and currency. The added exposure to emerging markets and non‑U.S. developed regions is valuable: it introduces different growth drivers and policy regimes, which can reduce long‑term risk even if some areas lag at times.

Market capitalization Info

  • Mega-cap
    28%
  • Large-cap
    27%
  • Mid-cap
    19%
  • Small-cap
    11%
  • Micro-cap
    5%

This breakdown covers the equity portion of your portfolio only.

The mix by company size is well‑spread: 28% mega cap, 27% large, 19% mid, 11% small, and 5% micro. That’s more diversified across size than a typical market‑cap‑weighted index, which is often dominated by mega caps. Smaller companies tend to be more volatile but have historically offered higher expected returns over long periods. The dedicated small cap value funds and international small caps are clearly pulling their weight here. This structure means performance won’t perfectly match broad indices, especially during periods when mega caps dominate, but it can pay off when smaller, cheaper companies cycle back into favor.

True holdings Info

  • NVIDIA Corporation
    2.37%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Large-Cap ETF
  • Apple Inc
    2.10%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Alphabet Inc Class A
    1.46%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Microsoft Corporation
    1.34%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Broadcom Inc
    1.19%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Large-Cap ETF
  • Alphabet Inc Class C
    1.17%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Exxon Mobil Corp
    1.02%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • Amazon.com Inc
    1.01%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Berkshire Hathaway Inc
    0.61%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Micron Technology Inc
    0.54%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 12.81%

Looking through the ETFs, the biggest underlying company exposures are familiar mega caps like Nvidia, Apple, Microsoft, Alphabet, Amazon, and Broadcom. None of these are held directly; they appear through multiple funds, particularly the broad U.S. and momentum ETFs. That creates “hidden” concentration, where a few giants collectively add up to meaningful exposure even though no single ETF looks extreme on its own. Here, the top single stock (Nvidia) is around 2.4% of the portfolio based on partial data coverage, so actual overlap is likely a bit higher. This is normal for equity ETF portfolios today, but it means large U.S. tech‑related names will strongly influence short‑term returns.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 90%
Size
Exposure to smaller companies
Neutral
Data availability: 90%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 90%
Quality
Preference for financially healthy companies
Neutral
Data availability: 90%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
High
Data availability: 100%

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 exposures show two clear tilts: value at 67% and low volatility at 62%, both in the “high” range. Factor exposure is basically how much the portfolio leans into traits like cheapness (value) or steadiness (low volatility) that research has tied to long‑term returns. A value tilt means more emphasis on stocks trading at lower prices relative to fundamentals, which can lag in growth‑led markets but often shine after bubbles or during mean‑reversion phases. The low volatility tilt suggests a preference for steadier names that historically fall less in downturns. The other factors sit near neutral, making this a focused yet not extreme multi‑factor profile.

Risk contribution Info

  • Schwab U.S. Large-Cap ETF
    Weight: 20.00%
    21.9%
  • Schwab Fundamental U.S. Large Company Index ETF
    Weight: 20.00%
    21.1%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    14.0%
  • Invesco S&P 500® Momentum ETF
    Weight: 10.00%
    10.9%
  • Avantis® International Small Cap Value ETF
    Weight: 10.00%
    10.0%
  • Top 5 risk contribution 77.8%

Risk contribution tells you how much each position drives overall volatility, which can differ from its simple weight—like a loud instrument dominating a band. The two 20% U.S. large cap funds together contribute about 43% of total risk, slightly more than their combined weight, while the U.S. small cap value ETF at 10% weight contributes nearly 14% of risk. That’s expected: small value is bumpier and thus louder in the risk “orchestra.” Momentum and international small value contribute roughly in line with their sizes. This pattern is healthy: no single holding is wildly out of line, but it’s worth remembering that U.S. large caps and U.S. small value are the main risk engines.

Redundant positions Info

  • Schwab International Equity ETF
    Schwab Fundamental International Large Company Index ETF
    High correlation

Correlation looks at how assets move together. When two holdings are highly correlated, they tend to rise and fall almost in sync, which limits diversification. Here, the Schwab Fundamental International Large Company ETF and the Schwab International Equity ETF are flagged as moving almost identically. That makes sense: they cover very similar markets. It doesn’t make them “bad,” but it does mean they behave more like a single building block in practice. In contrast, the gold ETF likely has much lower correlation to stocks, giving you genuine diversification during equity sell‑offs or inflation scares, even though it’s only 10% of the portfolio.

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 your current mix to all the other combinations of the same holdings that could have been used. The current portfolio has a Sharpe ratio of 0.69, while the optimal reweighting reaches 1.24 with higher return and lower risk, and the minimum variance mix also beats it on risk‑adjusted terms. Being 3.18 percentage points below the frontier at the current risk level means there’s room to improve the balance between return and volatility just by changing weights, not adding new funds. That’s actually good news: the building blocks are strong, and a future tune‑up could make them work together more efficiently.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Schwab Fundamental Emerging Markets Large Company Index ETF 3.80%
  • Schwab Fundamental International Large Company Index ETF 3.00%
  • Schwab Fundamental U.S. Large Company Index ETF 1.60%
  • Invesco S&P International Developed Momentum ETF 3.60%
  • Schwab Emerging Markets Equity ETF 2.70%
  • Schwab International Equity ETF 3.10%
  • Schwab U.S. Large-Cap ETF 1.10%
  • Invesco S&P 500® Momentum ETF 0.80%
  • Weighted yield (per year) 1.70%

The overall dividend yield is about 1.70%, which is modest but reasonable for a growth‑oriented equity mix with momentum and U.S. large cap exposure. Some international and emerging markets funds yield around 3% or more, while U.S. large cap and momentum slices sit closer to or below 1%. Dividends can be an important part of total return, especially over long periods, but for a portfolio like this, capital appreciation is clearly the main goal. If income is needed later, systematic withdrawals or shifting gradually toward higher yielding holdings could be considered, but the current structure is well‑aligned with a growth‑first approach.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Schwab Fundamental Emerging Markets Large Company Index ETF 0.39%
  • Schwab Fundamental International Large Company Index ETF 0.25%
  • Schwab Fundamental U.S. Large Company Index ETF 0.25%
  • SPDR Gold Mini Shares 0.10%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Schwab Emerging Markets Equity ETF 0.11%
  • Schwab International Equity ETF 0.06%
  • Schwab U.S. Large-Cap ETF 0.03%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Weighted costs total (per year) 0.19%

Costs are a real strength here. The weighted average TER of about 0.19% is impressively low for a portfolio using multiple factor, small cap, and international funds. Many active or smart beta strategies charge significantly more for similar exposures. Lower ongoing costs mean more of the portfolio’s gross return stays in your pocket, and over long horizons this compounds into a meaningful edge. The mix of ultra‑low‑cost core Schwab ETFs with slightly higher‑cost but still reasonable Avantis and Invesco funds strikes a good balance between efficiency and sophistication. From a cost perspective, this structure is already doing its job very well.

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