Diversified global equity mix with a strong value tilt and efficient risk adjusted return profile
Report created on Jul 12, 2026Risk profile
4/7
Diversification profile
5/5
Positions
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SP State Street® SPDR® Portfolio S&P 500® ETF
SPYM - US78464A8541 50.00% -
AV Avantis International Large Cap
AVIV - US0250723642 20.00% -
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 20.00% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 10.00%
This portfolio is a four‑fund global stock mix, with half in a broad US large‑cap ETF and the rest in actively managed value‑tilted funds. Two funds focus on international markets, and two focus on US and international small‑cap value. Structurally, it blends a plain‑vanilla market index core with more specialized satellites. That structure matters because the core tends to track broad market behavior, while the value and small‑cap pieces can behave differently and drive return gaps over time. The end result is a single‑asset‑class portfolio (equities only) that is still highly diversified across thousands of stocks, which matches the high diversification score and gives a clear, simple overall design.
Growth
Over the period shown, a hypothetical $1,000 in this portfolio grew to $1,852, a compound annual growth rate (CAGR) of 13.84%. CAGR is like your average speed on a long road trip, smoothing out the bumps along the way. This slightly lagged the US market benchmark by 0.21% per year but beat the global market by 1.84% annually. The max drawdown was –23.44%, meaning the largest peak‑to‑trough fall was almost a quarter of the portfolio’s value. That’s similar to the benchmarks’ declines, showing equity‑like risk. It took about 10 months to recover, underlining that staying invested through downturns has historically been important here.
Projection
The Monte Carlo projection looks at many possible futures by shuffling and reusing the portfolio’s past return behavior. It runs 1,000 simulated 15‑year paths and shows how a $1,000 investment might evolve if markets behaved in similar statistical patterns to history. The median outcome of $2,605 implies a 7.75% annualized return across all simulations, but the wide $928–$7,386 range (5th–95th percentile) highlights uncertainty. A 72.1% chance of ending above $1,000 reflects historically positive equity returns, but these are not promises. Simulations can’t foresee structural changes, new crises, or regime shifts, so they’re best seen as a rough weather map, not a precise forecast.
Asset classes
- No data 50%
- Stocks 50%
Half of the portfolio is tagged as “stocks” and half shows as “no data,” reflecting gaps in how asset classes are labeled rather than a truly mixed portfolio. In practice, given the listed holdings are all equity ETFs, the economic exposure is to global stocks. Asset class breakdowns help investors understand how much is in growth‑oriented assets versus defensive ones like bonds or cash. Here, the structure implies a fully equity‑focused approach, which tends to increase long‑term growth potential but also day‑to‑day and year‑to‑year volatility. The high diversification score indicates this equity exposure is spread widely, which can help smooth out the ride compared with holding only a few individual stocks.
Sectors
- Financials 12%
- Industrials 9%
- Consumer Discretionary 7%
- Energy 7%
- Basic Materials 5%
- Technology 3%
- Health Care 2%
- Consumer Staples 2%
- Telecommunications 2%
Sector data for the underlying equities shows notable weights in financials, industrials, consumer discretionary, energy, basic materials, and smaller allocations to technology and health care. Compared with many broad equity benchmarks that are often tech‑heavy, this mix looks more tilted toward more traditional and cyclical areas of the market. Sector balance matters because different sectors respond differently to interest rates, inflation, and economic growth. For example, portfolios with relatively less technology weight may lag during tech‑led rallies but can be less exposed if tech corrects sharply. This more balanced, value‑oriented sector spread aligns with the portfolio’s explicit value tilt and supports diversification across economic themes.
Regions
- North America 23%
- Europe Developed 15%
- Japan 7%
- Australasia 2%
- Asia Developed 1%
- Africa/Middle East 1%
Geographically, the look‑through data shows exposure across North America, developed Europe, Japan, Australasia, other developed Asia, and even a small slice of Africa/Middle East. That spread is much broader than a US‑only portfolio and closer to global benchmarks that include multiple regions. Geography matters because economies grow at different speeds, and currencies move independently; being diversified reduces dependence on any single country’s outlook. The portfolio leans meaningfully toward developed markets, which is typical of global equity allocations. This alignment with global regions is a strength, as it avoids overly concentrating risk in one market and allows the portfolio to participate in a wide range of international growth drivers.
Market capitalization
- Small-cap 14%
- Mid-cap 11%
- Micro-cap 10%
- Mega-cap 7%
- Large-cap 7%
By market capitalization, there is meaningful exposure to small‑cap, mid‑cap, and micro‑cap stocks, alongside allocations to mega‑cap and large‑cap companies. This contrasts with many broad indices that are dominated by mega‑ and large‑caps. Market cap exposure matters because smaller companies often have higher growth potential but more volatile price swings, while larger firms tend to be steadier but slower‑growing. Here, the notable share in smaller names adds return potential and diversification, since small caps can behave differently from giants. However, it also means the portfolio may move more sharply in both directions at times, especially during periods when smaller companies are strongly in or out of favor with investors.
True holdings
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NV NVIDIA Corporation 3.75%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
AA Apple Inc. 3.29%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
MS Microsoft Corporation 2.15%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
AM Amazon.com Inc 1.81%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
GO Alphabet Inc Class A 1.62%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
AV Broadcom Inc 1.38%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
GO Alphabet Inc Class C 1.29%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
MU Micron Technology Inc 1.01%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
-
ME Meta Platforms Inc. 0.96%
Part of fund(s):- State Street® SPDR® Portfolio S&P 500® ETF
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TS Tesla Inc 0.92%
Part of fund(s):- LS 1x Tesla Tracker ETP Securities GBP
- State Street® SPDR® Portfolio S&P 500® ETF
- Top 10 total 18.18%
The look‑through data (limited to ETF top‑10 holdings) shows concentration in a handful of large US growth companies like NVIDIA, Apple, Microsoft, Amazon, Alphabet, and others. These positions appear entirely through ETFs, with total exposures between roughly 1% and 3.75% each. Because only top‑10 ETF holdings are captured, actual overlap is likely higher but not fully visible. Overlap matters because owning the same company through multiple funds can quietly increase concentration, even in a diversified portfolio. Here, the presence of these well‑known mega‑caps is typical for global equity portfolios and sits on top of a broad base of smaller holdings, which the coverage statistics show are mostly outside the top‑10 lists.
Factors
Factor data shows a clear tilt toward value at 70%, while size, momentum, quality, yield, and low volatility all sit in the neutral band around 50%. Factors are like investment “ingredients” — characteristics such as cheapness (value) or recent outperformance (momentum) that help explain why groups of stocks behave similarly. A value tilt means the portfolio leans more toward companies trading at lower valuations relative to fundamentals. Historically, value stocks have had periods of both strong catch‑up performance and extended lagging stretches. With other factors roughly market‑like, the portfolio’s behavior will likely be shaped most by how value as a style performs versus the broader equity market over time.
Risk contribution
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State Street® SPDR® Portfolio S&P 500® ETF
Weight: 50.00% 48.9% -
Avantis® U.S. Small Cap Value ETF
Weight: 20.00% 24.1% -
Avantis International Large Cap
Weight: 20.00% 17.9% -
Avantis® International Small Cap Value ETF
Weight: 10.00% 9.2%
Risk contribution, which measures how much each holding adds to overall volatility, shows a pattern broadly in line with weights. The S&P 500 ETF is 50% of the portfolio and contributes about 49% of total risk. The US small‑cap value fund, at 20% weight, contributes a higher 24% of risk, reflecting that smaller, value‑tilted stocks tend to be more volatile. The international large‑cap and international small‑cap value ETFs contribute slightly less risk than their weights. This indicates that while sizing is proportionate, the small‑cap value piece is the main “amplifier” within the mix. Overall, that aligns with the balanced risk classification, without any single holding dominating risk excessively.
Redundant positions
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High correlationAvantis International Large CapAvantis® International Small Cap Value ETF
The correlation data highlights a very tight relationship between the international small‑cap value ETF and the international large‑cap fund. Correlation is a measure of how often two assets move in the same direction at the same time; highly correlated assets tend to rise and fall together. When two holdings are strongly correlated, they provide less diversification benefit than completely independent ones, even if they invest in different segments like large and small caps. In this case, the strong co‑movement suggests that the international part of the portfolio behaves as a fairly unified block. That’s not inherently negative; it simply means diversification benefits are coming more from mixing US vs non‑US and large vs small, rather than between the two international funds themselves.
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‑return optimization chart shows the current portfolio sitting on or very close to the efficient frontier. The Sharpe ratio — a measure of risk‑adjusted return calculated as excess return per unit of volatility — is 0.64 for the current mix, compared with 0.86 for both the optimal and minimum‑variance versions using the same holdings. The fact that the current point lies effectively on the frontier means that, for its chosen risk level, the combination of funds is already making good use of diversification. In practical terms, that suggests the existing weightings achieve a well‑balanced tradeoff between expected return and volatility without obvious inefficiencies in how the four ETFs are combined.
Dividends
- Avantis® International Small Cap Value ETF 2.80%
- Avantis International Large Cap 2.50%
- Avantis® U.S. Small Cap Value ETF 1.30%
- State Street® SPDR® Portfolio S&P 500® ETF 1.00%
- Weighted yield (per year) 1.54%
The portfolio’s overall dividend yield is 1.54%, with higher yields on the international small‑cap value (2.80%) and international large‑cap (2.50%) funds, and lower yields on the US small‑cap value (1.30%) and S&P 500 ETF (1.00%). Dividend yield is the annual cash payment from holdings as a percentage of current value. While it’s only one part of total return, dividends can provide a steady component alongside price changes. Here, the yield profile is modest, which is typical for diversified equity portfolios that blend growth and value characteristics. It means most of the portfolio’s historical and projected return comes from capital growth rather than high ongoing income distributions.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis International Large Cap 0.25%
- Avantis® U.S. Small Cap Value ETF 0.25%
- Weighted costs total (per year) 0.14%
The underlying ETFs have total expense ratios (TERs) ranging from 0.25% to 0.36%, with the overall portfolio TER averaging a low 0.14%. TER is the annual fee charged by a fund as a percentage of invested assets; it quietly reduces returns over time, similar to a small headwind while cycling. In global equity portfolios, costs around this level are competitive and considered impressively low, especially given the use of active, factor‑tilted strategies in the Avantis funds. Lower ongoing costs mean more of the portfolio’s gross performance is kept by the investor, which compounds meaningfully over long horizons and supports the strong historic and projected growth profile observed in the other sections.
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