A growth portfolio in tech turbo mode wearing a flimsy diversification seatbelt
as of Mar 17, 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.
What type of investor this portfolio is suitable for
Growth Investors
This setup fits someone who openly embraces equity risk and is clearly chasing growth over stability. Think: long time horizon, relatively high risk tolerance, and a strong belief that tech and big global winners will keep leading the charge. There’s probably a comfort with double-digit drawdowns as long as the long-term chart points up and to the right. Patience is assumed; needing the money within a few years would conflict badly with this profile. This personality is more “ride out the storm with gritted teeth” than “sleep perfectly every night,” and definitely more optimist than pessimist about the future of markets and innovation.
Positions
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Schwab U.S. Broad Market ETF
SCHB - US8085241029 50.00% -
Schwab Emerging Markets Equity ETF
SCHE - US8085247067 30.00% -
Schwab U.S. Large-Cap Growth ETF
SCHG - US8085243009 10.00% -
VanEck Semiconductor ETF
SMH - US92189F6768 10.00%
At a glance this is a “four ETF portfolio” that somehow behaves like a two trick pony. Half the money sits in a broad US fund, 30% in emerging markets, then you slap on 10% US growth and 10% semiconductors like hot sauce on an already spicy dish. Compared with typical broad market portfolios, this leans harder into growth and tech than the label “moderately diversified” suggests. It’s growth-first, risk-managed-second. Cleaning it up means deciding whether that extra growth and semiconductor exposure is intentional or just overlap bloat, and whether a single asset class (equities) deserves to own 99% of your life plans.
True holdings
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NVIDIA Corporation 6.48%Part of fund(s):
- Schwab U.S. Broad Market ETF
- Schwab U.S. Large-Cap Growth ETF
- VanEck Semiconductor ETF
-
Taiwan Semiconductor Manufacturing Co. Ltd. 4.34%Part of fund(s):
- Schwab Emerging Markets Equity ETF
-
Apple Inc 3.85%Part of fund(s):
- Schwab U.S. Broad Market ETF
- Schwab U.S. Large-Cap Growth ETF
-
Microsoft Corporation 3.06%Part of fund(s):
- Schwab U.S. Broad Market ETF
- Schwab U.S. Large-Cap Growth ETF
-
Broadcom Inc 2.37%Part of fund(s):
- Schwab U.S. Broad Market ETF
- Schwab U.S. Large-Cap Growth ETF
- VanEck Semiconductor ETF
-
Amazon.com Inc 2.10%Part of fund(s):
- Schwab U.S. Broad Market ETF
- Schwab U.S. Large-Cap Growth ETF
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Alphabet Inc Class A 1.82%Part of fund(s):
- Schwab U.S. Broad Market ETF
- Schwab U.S. Large-Cap Growth ETF
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Meta Platforms Inc. 1.50%Part of fund(s):
- Schwab U.S. Broad Market ETF
- Schwab U.S. Large-Cap Growth ETF
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Alphabet Inc Class C 1.46%Part of fund(s):
- Schwab U.S. Broad Market ETF
- Schwab U.S. Large-Cap Growth ETF
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Tencent Holdings Ltd 1.31%Part of fund(s):
- Schwab Emerging Markets Equity ETF
- Top 10 total 28.28%
The look-through holdings basically confirm the suspicion: this thing worships at the altar of the megacap tech gods. NVIDIA, TSMC, Apple, Microsoft, Broadcom, Amazon, Alphabet, Meta, Tencent — it’s like the guest list for a FANG+ reunion. And that’s just from partial coverage; remember, only top-10 ETF positions are being captured, so actual overlap is likely worse than it looks. This is concentration by stealth: you think four ETFs, but functionally it’s “giant US tech plus some EM seasoning.” If that’s the goal, fine, but at least admit you’re making a growth-heavy, tech-led bet, not running some neutral core portfolio.
Growth
CAGR of 17.3% is the kind of number that makes people think they’re investment geniuses, but hold up. CAGR (compound annual growth rate) is just the average speed on a road trip; it hides potholes. Max drawdown of –33% means a third of the value vanished at one point, which is perfectly normal for a growth-heavy setup but not exactly chill. And getting 90% of returns from 38 days screams “you miss a few big up days, you wreck the story.” Compared with broad global equity, this probably outpaced in up years but would also punch harder in ugly ones.
Projection
Monte Carlo simulation is basically running thousands of alternate universe timelines to see how often this thing blows up or prints money. Here, the numbers look almost comically optimistic: median outcome ~9x, 67th percentile ~13x, with 997 out of 1000 simulations positive and a 20% annualized modeled return. Cute. Also: treat that like fantasy football stats. Past data and factor patterns feed the model, but markets do not care about your simulation. What this really says is: if the last decade of growth and tech dominance repeats, you’ll look brilliant; if not, welcome to “my portfolio used to look great on paper” land.
Asset classes
- Stocks 99%
- Cash 0%
- No data 0%
- Other 0%
- Bonds 0%
Asset classes: 99% stocks, 0% bonds, 0% anything else. This is not “moderately diversified”; it’s “all-in on the stock market with a side of vibes.” Diversification across asset classes is what usually softens big crashes — mixing things that don’t all panic together. Here, everything is basically tied to global equity risk, just in slightly different flavors. In good times, this is efficient; in bad times, it’s a synchronized punch to the face. If the plan is long horizon, high-risk growth, cool. If there’s any need for stability or near-term withdrawals, this setup is pretending volatility doesn’t exist.
Sectors
- Technology 38%
- Financials 13%
- Consumer Discretionary 10%
- Telecommunications 9%
- Industrials 7%
- Health Care 7%
- Consumer Staples 4%
- Basic Materials 4%
- Energy 3%
- Utilities 2%
- Real Estate 2%
Sector breakdown screams tech addiction: 38% tech, then 13% financials, 10% consumer cyclicals, and big chunks of the rest under 10%. This is not a balanced sector plate; it’s tech entrée with a garnish of “everything else.” That 10% dedicated semiconductor ETF on top of existing broad and growth funds is like ordering extra dessert after a sugar-heavy meal. When tech runs, you’ll feel unstoppable. When tech gets smacked, the whole portfolio goes into “why is everything down at once?” mode. Dialing down the concentrated satellite exposure or adding more dull-but-stable sectors would make the ride less thrilling and less terrifying.
Regions
- North America 68%
- Asia Emerging 16%
- Asia Developed 9%
- Africa/Middle East 3%
- Latin America 2%
- Europe Developed 1%
- Europe Emerging 0%
Geographically, this is very “America first, rest of world if they behave.” About 68% North America, then 16% emerging Asia, 9% developed Asia, and leftover crumbs for everywhere else. Europe is basically an afterthought at 1% developed, 0% emerging. For a US-based investor, some home bias is normal, but this is bordering on “US or bust.” That’s fine if you believe US megacap dominance is eternal; less fine if leadership rotates or the dollar stops being everyone’s favorite. A slightly more global tilt would reduce the “one country’s policy mistake nukes my retirement” risk.
Market capitalization
- Mega-cap 48%
- Large-cap 31%
- Mid-cap 15%
- Small-cap 4%
- Micro-cap 1%
Market cap exposure is exactly what it feels like: you’re worshipping at the mega and large cap altar. Around 48% mega, 31% big, 15% mid, with small and micro-cap basically rounding errors at 4% and 1%. That makes this portfolio stable relative to a small-cap circus, but it’s also very dependent on a handful of global giants to keep doing all the heavy lifting. You’re basically betting that the current corporate royalty stays royal. Adding more mid and small exposure via a broad, truly diversified core (instead of more growth/semis overlap) could give you more balanced participation across the market.
Factors
Factor exposure looks like someone tried to be sophisticated by accident. Factors are the “hidden ingredients” of returns: value, size, momentum, quality, low volatility, yield. You’re heavily tilted to size, momentum, and low volatility. That’s like saying “I want big popular winners that move smoothly” — which is basically large, trendy, relatively stable growth. Not much value, no clear yield angle, no data on quality. The catch: momentum and size can turn brutal when trends reverse, and low volatility doesn’t mean “no pain,” just “slightly less screaming.” Also, coverage is incomplete, so treat these readings as fuzzy. Still, you’re clearly not running a bargain-hunter strategy here.
Redundant positions
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High correlationSchwab U.S. Broad Market ETFSchwab U.S. Large-Cap Growth ETF
Correlations here are as subtle as a brick: the broad US ETF and the US large-cap growth ETF are highly correlated, meaning they basically dance to the same tune. Correlation just measures how often things move together; high correlation means “when one panics, so does its buddy.” Adding highly correlated stuff doesn’t diversify; it just stacks more of the same risk under a different ticker. You’re paying for extra tickers, not extra safety. Swapping redundant, overlapping growth exposure for something that actually behaves differently in bad markets would give you real diversification instead of cosmetic variety.
Risk contribution
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Schwab U.S. Broad Market ETF
Weight: 50.00% 47.1% -
Schwab Emerging Markets Equity ETF
Weight: 30.00% 27.0% -
VanEck Semiconductor ETF
Weight: 10.00% 15.1% -
Schwab U.S. Large-Cap Growth ETF
Weight: 10.00% 10.8% - Top 3 risk contribution 89.2%
Risk contribution shows who’s actually shaking the portfolio, not just who appears big on the pie chart. Your broad US ETF is 50% weight and ~47% of risk — fair. EM is 30% weight, ~27% of risk — also fine. Then the semiconductor ETF, at just 10% weight, is causing over 15% of the risk with a risk-to-weight ratio of 1.51. That’s the wild child. Top three holdings drive almost 90% of total risk, so the whole show is really those three levers. If the idea is controlled growth, trimming or capping the drama ETF and avoiding overly similar funds would calm the swings.
Dividends
- Schwab U.S. Broad Market ETF 1.10%
- Schwab Emerging Markets Equity ETF 2.80%
- Schwab U.S. Large-Cap Growth ETF 0.40%
- VanEck Semiconductor ETF 0.30%
- Weighted yield (per year) 1.46%
Dividend yield at 1.46% is “we’re here for growth, not rent.” The broad US and EM funds do most of the income work; the growth and semiconductor ETFs basically show up empty handed. If the goal is cash flow, this setup is underwhelming. Relying on price gains alone is fine for long horizons but painful when markets stall and there’s no dividend cushion to soften the mood. If income becomes important down the line, sprinkling in higher-yielding, more boring holdings would help. Right now, this portfolio is clearly designed for compounding and reinvesting, not for paying the bills.
Ongoing product costs
- Schwab U.S. Broad Market ETF 0.03%
- Schwab Emerging Markets Equity ETF 0.11%
- Schwab U.S. Large-Cap Growth ETF 0.04%
- VanEck Semiconductor ETF 0.35%
- Weighted costs total (per year) 0.09%
Costs are the one area where this portfolio looks suspiciously competent. Total expense ratio around 0.09% is excellent — you must have clicked the cheap options on purpose or got very lucky. Even the “expensive” piece, the semiconductor ETF at 0.35%, is tolerable, though you’re paying extra for concentration that might not be earning its keep from a risk perspective. Low fees don’t fix bad structure, but they do at least mean you’re not leaking performance through laziness. If the structure gets cleaned up, the fee base is absolutely good enough to just leave alone and let compounding do its thing.
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.
From a risk–return efficiency angle, this is like driving a sports car in city traffic: powerful, but not used smartly. “Efficiency” here means the best tradeoff between risk and return, not magic high return with no risk. Overlapping highly correlated US equity funds and then tacking on concentrated semis doesn’t really push you up the efficient frontier; it just piles more variance onto already similar bets. A tidier core with less redundancy and either a bit of true diversification (different asset classes or genuinely different styles) or a more deliberate satellite approach would give cleaner, more intentional risk per unit of return.
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