Factor tilted global equity portfolio with strong growth focus and noticeable technology and momentum exposure

Report created on Jun 4, 2026

Risk profile Info

5/7
Growth
Less risk More risk

Diversification profile Info

3/5
Moderately Diversified
Less diversification More diversification

Positions

This portfolio is a 100% equity mix built entirely from factor-focused ETFs, with no bonds or cash included. The largest sleeve is a US large‑cap momentum fund at 25%, followed by US large‑cap quality at 20%, and a tech‑only ETF at 15%. The remaining weight is split across US and international small and mid caps using value, momentum, and quality screens. This structure means the portfolio is intentionally “active” in how it tilts the market rather than simply tracking a broad index. In practice, returns are likely to be driven mainly by US large‑cap stocks and the tech segment, with smaller contributions from the more diversified international and small‑cap value holdings.

Growth Info

Over the period from late 2021 to mid‑2026, $1,000 in this portfolio grew to about $2,149, a compound annual growth rate (CAGR) of 17.95%. CAGR is like average highway speed over a long road trip, smoothing out traffic jams and bursts of speed. That growth beat both the US market (14.47% CAGR) and the global market (12.36% CAGR). The max drawdown, at about ‑24.7%, was similar to the US market’s worst fall over the same window. This combination—higher return with comparable worst‑case drop—shows that the factor tilts and tech exposure were rewarded in this particular period, though that outcome is not guaranteed in future markets.

Projection Info

The Monte Carlo projection uses the portfolio’s historical behavior to simulate 1,000 different 15‑year futures, like running many alternate timelines based on past ups and downs. The median path grows $1,000 to around $2,768, equal to an annualized return of 7.94% across all simulations. The central “likely” band ranges from roughly $1,776 to $4,237, while the wider band stretches from about $905 to $7,463. This spread shows how uncertain long‑term outcomes can be even for the same starting portfolio. It’s also a reminder that historical patterns may not repeat, especially for a factor‑tilted, tech‑influenced strategy whose style can move in and out of favor.

Asset classes Info

  • Stocks
    100%

All of the portfolio is invested in stocks, with 0% in bonds, cash, or alternative assets. That creates a very clear asset‑class profile: it is fully tied to equity market behavior, without the stabilizing influence that bonds typically add. Being 100% in stocks often means larger swings in account value during market stress, because there is no built‑in shock absorber. This pure‑equity approach also means that long‑term returns are likely to be driven by earnings growth and valuations in the underlying companies. For context, many broad multi‑asset benchmarks blend in bonds, so this portfolio will naturally look more volatile than those mixed allocations.

Sectors Info

  • Technology
    38%
  • Industrials
    16%
  • Financials
    13%
  • Consumer Discretionary
    6%
  • Health Care
    6%
  • Consumer Staples
    5%
  • Energy
    5%
  • Basic Materials
    5%
  • Telecommunications
    4%
  • Utilities
    1%
  • Real Estate
    1%

The portfolio is heavily tilted toward technology at 38%, well above broad global benchmarks where tech is substantial but typically lower. Industrials at 16% and financials at 13% are the next largest buckets, with other sectors such as consumer, health care, energy, and materials making up smaller but still meaningful slices. This tech‑leaning mix aligns with the emphasis on momentum and quality, since many recent high‑performers and high‑profit companies sit in tech. The flip side is that tech‑heavy portfolios often react more strongly to interest rate changes, regulation, and shifts in growth expectations, so sector‑specific news can significantly impact overall portfolio swings.

Regions Info

  • North America
    82%
  • Europe Developed
    10%
  • Japan
    5%
  • Australasia
    1%
  • Asia Developed
    1%
  • Africa/Middle East
    1%

Geographically, about 82% of the portfolio is in North America, with 10% in developed Europe and modest exposure to Japan and other developed regions. This means performance is largely tied to the North American economic cycle, corporate earnings, and the US dollar. Compared with a global equity benchmark, this is a clear US tilt, as the rest of the world represents a larger share of global market value than is reflected here. The international allocations through Avantis and Invesco international funds do add diversification, particularly across developed markets, but they play a supporting role. When US markets lead, this structure can help; when they lag, it can be a headwind.

Market capitalization Info

  • Large-cap
    35%
  • Mega-cap
    27%
  • Mid-cap
    19%
  • Small-cap
    13%
  • Micro-cap
    5%

The market‑cap breakdown shows 62% in mega‑ and large‑cap stocks, 19% in mid‑caps, 13% in small‑caps, and 5% in micro‑caps. This is more balanced across size segments than a standard market‑cap‑weighted index, which is usually dominated by mega and large caps. Smaller companies often have more room to grow but also more volatile share prices, while big companies tend to be more stable but slower‑growing. This mix means the portfolio can benefit from both the relative stability of large, established firms and the growth potential of smaller companies. It also reflects the deliberate small‑cap value sleeves that introduce an extra layer of size and style diversification.

True holdings Info

  • NVIDIA Corporation
    4.76%
    Part of fund(s):
    • Fidelity® MSCI Information Technology Index ETF
    • Invesco S&P 500® Momentum ETF
  • Micron Technology Inc
    3.21%
    Part of fund(s):
    • Fidelity® MSCI Information Technology Index ETF
    • Invesco S&P 500® Momentum ETF
  • Apple Inc
    3.16%
    Part of fund(s):
    • Fidelity® MSCI Information Technology Index ETF
    • Invesco S&P 500® Quality ETF
  • Broadcom Inc
    2.49%
    Part of fund(s):
    • Fidelity® MSCI Information Technology Index ETF
    • Invesco S&P 500® Momentum ETF
  • Lam Research Corp
    2.07%
    Part of fund(s):
    • Fidelity® MSCI Information Technology Index ETF
    • Invesco S&P 500® Momentum ETF
    • Invesco S&P 500® Quality ETF
  • Advanced Micro Devices Inc
    1.51%
    Part of fund(s):
    • Fidelity® MSCI Information Technology Index ETF
    • Invesco S&P 500® Momentum ETF
  • Microsoft Corporation
    1.48%
    Part of fund(s):
    • Fidelity® MSCI Information Technology Index ETF
  • Alphabet Inc Class A
    1.24%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Cisco Systems Inc
    1.17%
    Part of fund(s):
    • Fidelity® MSCI Information Technology Index ETF
    • Invesco S&P 500® Quality ETF
  • Intel Corporation
    1.05%
    Part of fund(s):
    • Fidelity® MSCI Information Technology Index ETF
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 22.14%

Looking through to the underlying holdings, the top exposures are concentrated in major technology names like NVIDIA, Micron, Apple, Broadcom, and Microsoft. NVIDIA alone makes up about 4.76% of the portfolio across multiple ETFs, and several other chip and large tech firms appear repeatedly. This overlap is a form of “hidden” concentration: different funds can hold the same companies, so the actual exposure to certain names is higher than any single ETF’s weight suggests. Because only ETF top‑10 holdings are captured, overlap further down the holdings list is likely understated, meaning effective concentration in large tech and semiconductor stocks may be even stronger than shown.

Factors Info

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

Factor exposure shows a notable tilt toward momentum at 60%, with other factors like value, size, quality, yield, and low volatility sitting close to neutral around the 50% mark. In factor terms, neutral means the portfolio behaves roughly like the broad market on that dimension, without a strong lean. Momentum exposure reflects a preference for stocks that have recently performed well, which can add return in trending markets but may hurt during sharp reversals when leaders suddenly lag. Because the other factors are near market‑like levels, most of the distinct behavior versus a plain index is likely to come from this momentum tilt combined with the tech and growth orientation.

Risk contribution Info

  • Invesco S&P 500® Momentum ETF
    Weight: 25.00%
    25.4%
  • Fidelity® MSCI Information Technology Index ETF
    Weight: 15.00%
    19.5%
  • Invesco S&P 500® Quality ETF
    Weight: 20.00%
    17.7%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    10.6%
  • Avantis International Large Cap
    Weight: 10.00%
    7.8%
  • Top 5 risk contribution 81.0%

Risk contribution—how much each holding adds to overall ups and downs—does not perfectly match the weight of each ETF. The US tech ETF, at 15% weight, contributes about 19.45% of total risk, meaning it has an outsized influence relative to its size. By contrast, the international large‑cap ETF is 10% of the portfolio but only 7.75% of the risk, acting as a somewhat stabilizing piece. The three biggest positions together drive roughly 63% of total portfolio risk, which is significant but still spread across multiple funds rather than a single dominant holding. This pattern shows that sector and style exposure, not just allocation size, shape how bumpy the ride feels.

Redundant positions Info

  • Avantis International Large Cap
    Avantis® International Small Cap Value ETF
    High correlation

The correlation data highlights a very high linkage between the Avantis International Small Cap Value ETF and the Avantis International Large Cap ETF. Correlation measures how often two investments move in the same direction and by how much, on a scale from ‑1 to 1. A very high positive correlation, like the one shown here, means these two funds have behaved almost like twins historically. As a result, holding both still adds diversification versus US‑focused funds, but it doesn’t provide much diversification relative to each other. In stressed global markets, these two international funds are likely to move in similar ways, limiting their ability to offset one another.

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 below the efficient frontier, with a Sharpe ratio of 0.79 versus 1.12 for the optimal mix. The Sharpe ratio compares return to volatility, like measuring how much “reward” you get per unit of bumpiness. Being 3.04 percentage points below the frontier at the same risk level suggests that, using only these existing holdings, a different weighting could have produced higher risk‑adjusted returns historically. The minimum‑variance portfolio, with lower risk and a Sharpe of 0.87, also shows a more efficient tradeoff. This doesn’t mean the current mix is “bad,” but it isn’t making the most efficient use of the funds already chosen.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.70%
  • Avantis International Large Cap 2.80%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Fidelity® MSCI Information Technology Index ETF 0.30%
  • Invesco S&P International Developed Momentum ETF 3.50%
  • Invesco S&P 500® Quality ETF 1.00%
  • Invesco S&P 500® Momentum ETF 0.70%
  • Invesco S&P MidCap Quality ETF 0.60%
  • Invesco S&P MidCap Momentum ETF 0.60%
  • Weighted yield (per year) 1.20%

The overall dividend yield of the portfolio is about 1.20%, which is modest and below many broad equity benchmarks. Individual funds vary, with higher yields in the international value and momentum ETFs (around 2.7–3.5%) and very low yields in tech and US momentum funds. Dividends are the cash payments companies make to shareholders, and over long periods they can be a meaningful part of total return. In this portfolio, most of the return profile is likely to come from price movement rather than income. That’s consistent with the growth, momentum, and tech focus, where companies often reinvest earnings rather than paying them out.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis International Large Cap 0.25%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Fidelity® MSCI Information Technology Index ETF 0.08%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P 500® Quality ETF 0.15%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Invesco S&P MidCap Quality ETF 0.25%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Weighted costs total (per year) 0.18%

The total expense ratio (TER) for the portfolio is about 0.18%, which is low given the use of specialized factor and active‑style ETFs. TER is the annual fee the fund manager charges, taken out of the fund’s assets, similar to a small service charge baked into the price. Several funds, like the Fidelity tech ETF at 0.08% and the Invesco S&P 500 factor funds around 0.13–0.15%, keep costs especially lean. A few holdings, such as the international small‑cap value and mid‑cap momentum funds, are more expensive but only a small slice overall. These impressively low aggregate costs help more of the portfolio’s gross returns stay in the account over time.

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