Factor tilted equity portfolio with strong value and size focus across global stock markets
Report created on Apr 6, 2026Risk 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
-
VO Vanguard S&P 500 ETF
VOO - US9229083632 35.00% -
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 25.00% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 15.00% -
AV Avantis® Emerging Markets Value ETF
AVES - US0250723725 10.00% -
SP Invesco S&P 500® Momentum ETF
SPMO - US46138E3392 10.00% -
XM Invesco S&P MidCap Momentum ETF
XMMO - US46137V4648 5.00%
This portfolio is a 100% stock mix split across six equity ETFs, with no bonds or cash buffer. The core is a broad large-cap US fund, backed up by meaningful tilts to US small value, international small value, emerging markets value, and dedicated momentum sleeves in large and mid caps. That means you’re not just holding “the market” but deliberately leaning into specific styles. A structure like this is designed for growth and will naturally swing more than a blend including bonds. The main takeaway is that this is an intentionally active, factor-heavy equity allocation, not a simple passive market tracker.
Growth
From late 2021 to early 2026, $1,000 grew to about $1,675, which is a compound annual growth rate (CAGR) of 12.18%. CAGR is the “average yearly speed” of growth over the whole period. That beats both the US market and global market, with slightly smaller max drawdowns than those benchmarks. The worst drop was about -23%, taking nine months to fall and fifteen months to fully recover. This pattern says the factor tilts have been rewarded in this window. Still, it’s a short, unusual period with big rate moves and tech leadership, so you shouldn’t expect the same outperformance every cycle.
Projection
The Monte Carlo projection simulates 1,000 possible 15‑year paths using past data to estimate future ups and downs. Think of it as running the same movie with different random weather each time. The median outcome takes $1,000 to around $2,798, with a “likely” middle band between roughly $1,800 and $4,200, and a wide possible range down to about $1,000 or up above $7,500. The overall average simulated return is 8.07% per year with a 74% chance of ending positive. These numbers are useful for planning, but they’re not promises — markets can behave very differently from history.
Asset classes
- Stocks 100%
All of the money here is in stocks, with zero allocation to bonds, cash, or alternatives. That’s a deliberate choice to maximize long‑term growth potential but also fully accept equity-level volatility. In practice, that means larger drawdowns during market stress and no built‑in “shock absorber” from safer assets. For someone still accumulating, this can be perfectly sensible if the time horizon is long and there’s flexibility to ride out downturns. For shorter horizons or tighter liquidity needs, adding other asset classes could smooth the ride, but it would also reduce expected long‑run returns.
Sectors
- Technology 21%
- Financials 16%
- Industrials 15%
- Consumer Discretionary 12%
- Energy 9%
- Basic Materials 7%
- Telecommunications 6%
- Health Care 6%
- Consumer Staples 4%
- Utilities 2%
- Real Estate 2%
Sector exposure is reasonably balanced, with technology the largest slice at 21%, followed by financials, industrials, and consumer-related areas. This isn’t a hyper-tech portfolio; it’s closer to a broad market breakdown with slightly elevated cyclicals. Compared with typical global benchmarks, tech here is substantial but not extreme, which helps avoid overdependence on one fast-moving area. A spread like this means different parts of the economy are represented: growth, defensives, and economically sensitive businesses. That balance is a positive sign — the sector mix broadly aligns with diversified equity standards while still letting your factor tilts do the heavy lifting.
Regions
- North America 76%
- Europe Developed 6%
- Japan 5%
- Asia Emerging 4%
- Asia Developed 4%
- Africa/Middle East 2%
- Australasia 1%
- Latin America 1%
Geographically, about three-quarters of the portfolio sits in North America, with the rest spread across developed and emerging regions. That home bias toward the US is common and, over the last decade, has been rewarded as US stocks outperformed much of the world. Still, it does tie a lot of your outcome to one economy, currency, and policy regime. The allocations to Europe, Japan, Asia ex‑Japan, and emerging markets add useful diversification and exposure to different growth and valuation cycles. Overall, this is a US-anchored but still globally aware equity footprint, not a purely domestic bet.
Market capitalization
- Large-cap 22%
- Mega-cap 22%
- Small-cap 22%
- Mid-cap 21%
- Micro-cap 12%
Market cap exposure is very evenly spread: roughly equal slices in mega, large, mid, and small caps, plus a notable 12% in micro caps. That’s quite different from cap-weighted benchmarks, which are dominated by mega and large companies. Smaller firms typically have higher long-term return potential but more volatility and liquidity risk, like driving on smaller roads: more interesting but bumpier. This balance supports your size factor tilt and makes the portfolio more sensitive to how smaller businesses perform. When small caps lead, this can be a big advantage; when they lag, performance can trail broad indexes.
True holdings
-
NV NVIDIA Corporation 3.49%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard S&P 500 ETF
-
AA Apple Inc 2.32%
Part of fund(s):- Vanguard S&P 500 ETF
-
MS Microsoft Corporation 1.74%
Part of fund(s):- Vanguard S&P 500 ETF
-
AV Broadcom Inc 1.60%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard S&P 500 ETF
-
GO Alphabet Inc Class A 1.57%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard S&P 500 ETF
-
GO Alphabet Inc Class C 1.25%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard S&P 500 ETF
-
AM Amazon.com Inc 1.21%
Part of fund(s):- Vanguard S&P 500 ETF
-
ME Meta Platforms Inc. 0.84%
Part of fund(s):- Vanguard S&P 500 ETF
-
TS Tesla Inc 0.67%
Part of fund(s):- LS 1x Tesla Tracker ETP Securities GBP
- Vanguard S&P 500 ETF
-
BR Berkshire Hathaway Inc 0.55%
Part of fund(s):- Vanguard S&P 500 ETF
- Top 10 total 15.25%
Looking through the ETFs’ top holdings, the biggest underlying positions are familiar mega-cap names like NVIDIA, Apple, Microsoft, Broadcom, Alphabet, Amazon, and Meta. Each is a small slice on its own, but together they form a meaningful chunk and appear across multiple funds, which creates hidden concentration in large US growth names. Because only ETF top-10 holdings are captured, the true overlap is likely somewhat higher. This mix shows that even in a value- and small-cap-tilted setup, headline US mega-cap leaders still quietly drive part of the risk and return, especially during tech-led rallies.
Factors
Factor exposure is where this portfolio really stands out. Value is high at 70% and size is high at 66%, showing deliberate tilts toward cheaper and smaller companies. Factor investing targets these traits because decades of research suggest they’re long-run drivers of extra return, though they can go out of favor for years. Momentum, quality, yield, and low volatility all sit near neutral, so they behave more like the overall market. The strong value and size tilts mean the portfolio may do especially well when cheap and smaller stocks rebound, but it can lag during long growth-led or mega-cap-dominated runs.
Risk contribution
-
Vanguard S&P 500 ETF
Weight: 35.00% 33.4% -
Avantis® U.S. Small Cap Value ETF
Weight: 25.00% 30.6% -
Avantis® International Small Cap Value ETF
Weight: 15.00% 13.0% -
Invesco S&P 500® Momentum ETF
Weight: 10.00% 9.9% -
Avantis® Emerging Markets Value ETF
Weight: 10.00% 7.4% - Top 5 risk contribution 94.3%
Risk contribution measures how much each holding drives the portfolio’s overall ups and downs, which can differ from simple weights. The US small-cap value fund is 25% of the portfolio but contributes about 30.6% of the total risk, showing its higher volatility. The core S&P 500 ETF, at 35% weight, contributes roughly in line at 33.4%, acting as a relatively stable anchor. The top three holdings together generate around 77% of the portfolio’s risk, even though they’re 75% by weight. That’s not extreme, but it does show risk is concentrated in the broad US and US small-cap sleeves.
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 efficient frontier chart, the current portfolio sits below the best achievable curve for its risk level. The Sharpe ratio, which measures return earned per unit of volatility over the risk‑free rate, is 0.54, while the optimal mix of the same holdings would reach about 0.90 with similar risk. That means the current weights aren’t using the ingredients as efficiently as they could. The minimum variance version still offers better risk-adjusted returns than the existing allocation. In plain terms, simply reweighting among these six ETFs — without adding anything new — could improve the balance between risk and return.
Dividends
- Avantis® International Small Cap Value ETF 3.00%
- Avantis® Emerging Markets Value ETF 3.20%
- Avantis® U.S. Small Cap Value ETF 1.40%
- Invesco S&P 500® Momentum ETF 0.90%
- Vanguard S&P 500 ETF 1.20%
- Invesco S&P MidCap Momentum ETF 0.70%
- Weighted yield (per year) 1.66%
The weighted dividend yield is about 1.66%, with the higher payouts coming from international and emerging value funds, and lower yields from momentum and core US sleeves. Dividends are the cash income companies distribute, which can be important for investors who like regular payments or want a small buffer in flat markets. In a growth-oriented, factor-tilted stock portfolio, total return is usually driven more by price changes than yield. Here, the yield is a nice but modest side benefit rather than the main attraction, fitting a strategy focused on long-term capital growth instead of high current income.
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%
- Invesco S&P 500® Momentum ETF 0.13%
- Vanguard S&P 500 ETF 0.03%
- Invesco S&P MidCap Momentum ETF 0.34%
- Weighted costs total (per year) 0.19%
The overall total expense ratio (TER) is about 0.19%, which is impressively low for a portfolio using multiple factor and international funds. TER is the annual fee charged by each fund, expressed as a percentage of assets, and it quietly chips away at returns every year. Keeping this number under 0.20% while accessing small caps, value tilts, and emerging markets is a real strength. Over decades, even small fee differences compound into meaningful dollar amounts. Here, costs are clearly working in your favor and support the goal of capturing as much of the underlying market and factor returns as possible.
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