Concentrated US stock portfolio with strong tech tilt and historically solid risk adjusted performance
Report created on Apr 23, 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 50.00% -
QQ Invesco NASDAQ 100 ETF
QQQM - US46138G6492 25.00% -
VE Vanguard FTSE Developed Markets Index Fund ETF Shares
VEA - US9219438580 20.00% -
AV Avantis® Emerging Markets Equity ETF
AVEM - US0250726041 5.00%
This portfolio is a simple four‑ETF stock mix, with 100% in equities and no bonds or cash. About half sits in a broad US large‑cap fund, a quarter in a concentrated growth‑heavy US index, and the rest split between developed markets outside the US and emerging markets. So most of the risk and return comes from stocks listed in major developed markets, especially the US. A structure like this is easy to understand and manage, because each ETF plays a clear role and there are no complex niche strategies. The flip side is that there’s no built‑in stabilizer such as bonds, so portfolio swings are driven almost entirely by global stock market moves.
Growth
From late 2020 to April 2026, a hypothetical $1,000 in this portfolio grew to $2,132, giving a compound annual growth rate (CAGR) of 14.79%. CAGR is like average speed on a road trip: it smooths out the bumps to show long‑run pace. Over this period, the portfolio slightly lagged the US market by 0.29% per year but beat the broad global market by 1.66% per year, suggesting the US tilt helped. The max drawdown was about -27.8%, deeper than a typical bond‑heavy mix but close to the global stock market’s worst drop. It took about 14 months to fully recover, which is a normal healing time for an all‑equity portfolio after a sizeable downturn.
Projection
The Monte Carlo projection uses many simulations to explore possible future paths, based on historical volatility and returns. Think of it as rolling the dice 1,000 times on what markets could do over 15 years, then summarizing the outcomes. Here, the median result turns $1,000 into about $2,761, which lines up with an annualized 8.03% return across all simulations. The “likely range” of roughly $1,814 to $4,172 shows how much results can vary even when using the same starting portfolio. Importantly, 74.1% of simulations end positive, but the downside tail still matters. These numbers are not promises: they reuse past patterns in markets that may behave differently in the future.
Asset classes
- Stocks 100%
All of this portfolio is in stocks, with 0% in bonds, cash, or alternative assets. Asset classes are broad buckets such as equities, fixed income, and real assets, each reacting differently to economic changes. A 100% equity allocation usually means higher expected long‑term returns than adding bonds, but also larger swings in value over shorter windows. Compared with common “balanced” benchmarks, which often include a meaningful bond slice, this mix is more growth‑oriented and more sensitive to equity market cycles. The benefit is the simplicity and clear focus on stock market growth; the trade‑off is limited cushioning during broad market sell‑offs when safer assets might hold up better.
Sectors
- Technology 34%
- Financials 12%
- Telecommunications 10%
- Consumer Discretionary 10%
- Industrials 9%
- Health Care 8%
- Consumer Staples 6%
- Energy 4%
- Basic Materials 3%
- Utilities 2%
- Real Estate 2%
Sector‑wise, the portfolio leans heavily into technology at 34%, with the rest spread across financials, telecom, consumer, industrials, health care, and smaller slices in defensives like utilities and staples. Tech weight is meaningfully above many broad global benchmarks, reflecting the influence of the S&P 500 and especially the NASDAQ‑focused ETF. Sector exposure matters because different areas of the economy respond differently to things like interest rates, inflation, or regulation. Tech‑heavy portfolios often do very well in periods of innovation and falling rates but can be more sensitive during rate hikes or when growth expectations cool. The presence of multiple other sectors provides some balance, but tech clearly drives a big part of overall behavior.
Regions
- North America 77%
- Europe Developed 10%
- Japan 4%
- Asia Developed 4%
- Asia Emerging 2%
- Australasia 1%
- Africa/Middle East 1%
- Latin America 1%
Geographically, about 77% of the portfolio sits in North America, with 10% in developed Europe and smaller pieces across Japan, other developed Asia, and emerging regions. That’s a clear US tilt compared with global market indices, where the US is large but not quite this dominant. Geographic mix matters because different regions face different economic cycles, currencies, and policy environments. A strong US focus has been helpful over the last decade as US stocks outperformed many peers. At the same time, it means portfolio outcomes are heavily tied to the US economy and dollar, while exposure to the rest of the world’s markets, which together represent a big share of global equity value, is modest but present.
Market capitalization
- Mega-cap 47%
- Large-cap 34%
- Mid-cap 16%
- Small-cap 1%
By market capitalization, this portfolio is dominated by mega‑cap and large‑cap companies, together around 81%, with 16% in mid‑caps and only 1% in small‑caps. Market cap is basically company size in the stock market, and larger firms tend to be more established, with more analyst coverage and somewhat more stable business models. A large‑cap tilt usually means returns may be closer to headline index behavior, with fewer extreme moves from tiny, volatile companies. The mid‑cap slice adds some growth and diversification without a big jump in risk. Limited small‑cap exposure means the portfolio doesn’t lean strongly into that higher‑risk, sometimes higher‑return area, staying closer to mainstream global equity benchmarks.
True holdings
-
NV NVIDIA Corporation 6.02%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
AA Apple Inc 5.13%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
MS Microsoft Corporation 3.89%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
AM Amazon.com Inc 3.04%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
GO Alphabet Inc Class A 2.40%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
AV Broadcom Inc 2.19%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
ME Meta Platforms Inc. 2.04%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
GO Alphabet Inc Class C 2.04%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
TS Tesla Inc 1.84%
Part of fund(s):- Invesco NASDAQ 100 ETF
- LS 1x Tesla Tracker ETP Securities GBP
- Vanguard S&P 500 ETF
-
BR Berkshire Hathaway Inc 0.79%
Part of fund(s):- Vanguard S&P 500 ETF
- Top 10 total 29.38%
Looking through the ETFs’ top holdings, the portfolio has meaningful indirect concentration in a handful of big names. NVIDIA, Apple, Microsoft, Amazon, Alphabet, Meta, Broadcom, Tesla, and Berkshire Hathaway together take up a notable chunk of the look‑through exposure, even though each appears only through funds. For example, NVIDIA alone sums to about 6.0% and Apple about 5.1%, spread across multiple ETFs. This overlap is normal for index‑based US and global funds, which often hold similar giants at the top. It does mean that the portfolio’s fortunes are tightly linked to how these mega‑cap leaders perform. And since only top‑10 ETF positions are captured, actual overlap across the full holdings list is likely somewhat higher than shown.
Factors
Factor exposure here is broadly neutral across value, size, momentum, quality, yield, and low volatility, with all readings near the 50% “market‑like” level. Factors are characteristics, such as cheapness (value) or recent strong performance (momentum), that research has linked to long‑term return patterns. A neutral profile means the portfolio behaves similarly to the broad market on these dimensions, without a strong tilt toward or away from any factor style. That can be helpful if the goal is to avoid betting heavily on a single factor cycle, like pure growth or deep value. Instead, performance tends to be driven more by overall market direction, sector mix, and regional exposure than by any specific factor strategy.
Risk contribution
-
Vanguard S&P 500 ETF
Weight: 50.00% 48.2% -
Invesco NASDAQ 100 ETF
Weight: 25.00% 31.2% -
Vanguard FTSE Developed Markets Index Fund ETF Shares
Weight: 20.00% 16.6% -
Avantis® Emerging Markets Equity ETF
Weight: 5.00% 4.1%
Risk contribution shows how much each ETF drives the portfolio’s overall ups and downs, which can differ from its weight. Here, the S&P 500 ETF is half the portfolio and adds about 48% of the total risk, roughly proportional. The NASDAQ 100 ETF, at 25% weight, contributes over 31% of the risk, a bit more than its size because it’s more volatile. The developed ex‑US and emerging markets funds together are 25% of the weight but contribute about 21% of risk. With the top three positions accounting for roughly 96% of total risk, the portfolio’s volatility is highly tied to those main ETFs. Smaller satellite positions don’t significantly change the overall risk picture.
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 analysis suggests the current mix is on or very close to the best trade‑off curve achievable with these four ETFs. The Sharpe ratio, which compares excess return to volatility (higher is better), is 0.67 for the current portfolio versus 0.88 at the optimized point and 0.85 for the minimum‑variance mix. Those higher Sharpe numbers indicate there are mathematical weightings of the same holdings that would have offered better risk‑adjusted returns historically. But because the current allocation lies essentially on the frontier, it’s already an efficient way to combine these specific funds for its chosen risk level. In other words, the structure is doing a solid job with the ingredients being used.
Dividends
- Avantis® Emerging Markets Equity ETF 2.20%
- Invesco NASDAQ 100 ETF 0.50%
- Vanguard FTSE Developed Markets Index Fund ETF Shares 2.70%
- Vanguard S&P 500 ETF 1.10%
- Weighted yield (per year) 1.32%
The overall dividend yield of about 1.32% is modest, reflecting the growth‑oriented US focus and the presence of the NASDAQ 100 ETF, which yields only about 0.5%. Yield is the cash income from dividends relative to the portfolio value, and here most of the return historically has come from price growth rather than income. The developed ex‑US and emerging markets funds pay higher yields, around 2.2–2.7%, slightly boosting overall income. For an all‑equity portfolio with a sizeable tech tilt, a low‑to‑moderate yield is typical. It also means that reinvested dividends play a supporting role in compounding, while capital appreciation from earnings growth and valuation changes is the main driver of long‑term results.
Ongoing product costs
- Avantis® Emerging Markets Equity ETF 0.33%
- Invesco NASDAQ 100 ETF 0.15%
- Vanguard FTSE Developed Markets Index Fund ETF Shares 0.05%
- Vanguard S&P 500 ETF 0.03%
- Weighted costs total (per year) 0.08%
The blended total expense ratio sits at a low 0.08%, thanks mainly to the very cheap S&P 500 and developed ex‑US ETFs, with TERs of 0.03% and 0.05%. The NASDAQ 100 and emerging markets funds are pricier individually, but together they don’t lift the overall cost by much. TER is the ongoing annual fee charged by funds, taken directly from their assets, so lower costs leave more market return in investors’ pockets over time. Compared with typical active or higher‑fee index products, this cost level is impressively low and a clear structural strength. Over long periods, small fee differences can compound into meaningful gaps in portfolio value, so starting from a lean fee base is a real advantage.
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