Factor tilted global stock portfolio with efficient structure and room to trim overlapping exposures

Report created on Mar 24, 2026

Risk 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

This portfolio is a 100% stock mix built entirely from ETFs, with no bonds or cash buffer. Roughly half sits in broad “total market” and S&P funds, while the rest is sprinkled across focused factor funds targeting growth, value, momentum, quality, and small caps, plus developed and emerging international exposure. That structure makes it simple to manage but still pretty sophisticated under the hood. A pure‑equity, ETF‑only setup usually suits someone who can handle bigger swings in pursuit of higher long‑term returns. The key takeaway is that risk is driven by markets rather than individual companies, but the lack of bonds means drawdowns can be sharp, so the emotional and time horizon fit really matters.

Growth Info

From late 2021 to March 2026, a hypothetical $1,000 grew to $1,591, for a compound annual growth rate (CAGR) of 11.86%. CAGR is the “per year” growth speed, like averaging your mph over a long road trip. That slightly outpaced the US market benchmark (11.52% CAGR) and clearly beat the global market (9.63%). Max drawdown, the worst peak‑to‑trough drop, was -25.23%, very similar to the US and global benchmarks. That means the portfolio has delivered somewhat better returns without taking notably more downside pain. Only 15 days made up 90% of returns, underscoring how missing a handful of strong days can meaningfully change long‑term outcomes.

Projection Info

The Monte Carlo projection looks at many possible futures by remixing return and volatility patterns from history. Think of it as running 1,000 alternate timelines for this portfolio over 10 years based on its past behavior. In these simulations, a $1,000 investment has a 5th‑percentile outcome of roughly +35%, a median (50th percentile) outcome of about +328%, and higher‑end paths around +476%. About 982 out of 1,000 runs ended with a gain, and the average annualized return across simulations was 12.59%. This suggests a wide but generally favorable range of possibilities. Still, it all depends on history rhyming with the future, which is never guaranteed, especially for a relatively short past sample.

Asset classes Info

  • Stocks
    89%

The allocation is 89% stocks in the data (effectively 100% in practice), with no ballast from bonds, cash, or alternatives. Compared with many “balanced” benchmarks that might hold 40–60% in bonds, this is a much more growth‑oriented stance. Pure‑equity portfolios can compound strongly over decades but can also drop 30–50% in bad bear markets without a stabilizer. The upside is simplicity and long‑run growth potential; the downside is more emotional and sequence‑of‑returns risk, especially if withdrawals are needed during downturns. A reasonable takeaway is that this structure makes the most sense for investors who have long horizons and other safety nets outside this portfolio.

Sectors Info

  • Technology
    22%
  • Financials
    16%
  • Industrials
    13%
  • Consumer Discretionary
    9%
  • Telecommunications
    6%
  • Health Care
    6%
  • Consumer Staples
    5%
  • Basic Materials
    4%
  • Energy
    4%
  • Utilities
    2%
  • Real Estate
    2%

Sector exposure is fairly broad: technology (22%), financials (16%), industrials (13%), consumer cyclicals (9%), communication services and healthcare (6% each), plus meaningful slices in defensive, materials, energy, utilities, and real estate. This mirrors global large‑cap patterns, with a modest but not extreme lean toward tech and growth‑linked areas. A solid spread across cyclical, defensive, and interest‑rate‑sensitive sectors helps avoid being overly tied to one specific economic story. Tech‑heavy holdings can be more volatile when rates rise or innovation sentiment cools, while financials and industrials can be more sensitive to economic cycles. Overall, this sector mix is well‑balanced and aligns closely with widely used benchmarks.

Regions Info

  • North America
    62%
  • Europe Developed
    10%
  • Asia Developed
    5%
  • Asia Emerging
    5%
  • Japan
    4%
  • Africa/Middle East
    2%
  • Australasia
    1%
  • Latin America
    1%

Geographically, about 62% is in North America, with the rest allocated across developed Europe, Japan, developed Asia, emerging Asia, Africa/Middle East, Australasia, and Latin America. That North America tilt is similar to many global equity benchmarks, where US‑listed companies dominate in size. A sizable home bias can be comforting and has been rewarding in recent years, but it does tie outcomes more heavily to one region’s performance and policies. The meaningful allocations to both developed and emerging international markets provide useful diversification against US‑specific shocks. This geographic mix is broadly in line with global standards, which is positive from a long‑term diversification standpoint.

Market capitalization Info

  • Mega-cap
    31%
  • Large-cap
    24%
  • Mid-cap
    17%
  • Small-cap
    12%
  • Micro-cap
    6%

By market cap, the mix is 31% mega, 24% big, 17% medium, 12% small, and 6% micro. That’s more diversified across company sizes than a typical large‑cap index, which is usually dominated by mega and big names. Smaller companies tend to be more volatile and sensitive to economic cycles but can offer higher long‑term growth potential and different drivers of return than mega‑caps. This blend creates a “core plus small‑tilt” structure: large caps anchor the ship, while small and micro caps add some extra punch and diversification. It’s a thoughtful spread for someone comfortable with a slightly bumpier ride in exchange for broader exposure.

True holdings Info

  • NVIDIA Corporation
    3.80%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • JPMorgan U.S. Quality Factor ETF
    • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    • Schwab U.S. Broad Market ETF
    • Schwab U.S. Large-Cap Growth ETF
    • State Street® SPDR® Portfolio S&P 500® ETF
    • Vanguard FTSE Developed Markets Index Fund ETF Shares
    • Vanguard Growth Index Fund ETF Shares
    • Vanguard Total Stock Market Index Fund ETF Shares
  • Apple Inc
    3.26%
    Part of fund(s):
    • Invesco S&P 500® Quality ETF
    • JPMorgan U.S. Quality Factor ETF
    • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    • Schwab U.S. Broad Market ETF
    • Schwab U.S. Large-Cap Growth ETF
    • State Street® SPDR® Portfolio S&P 500® ETF
    • Vanguard Dividend Appreciation Index Fund ETF Shares
    • Vanguard FTSE Developed Markets Index Fund ETF Shares
    • Vanguard Growth Index Fund ETF Shares
    • Vanguard Total Stock Market Index Fund ETF Shares
  • Microsoft Corporation
    2.32%
    Part of fund(s):
    • JPMorgan U.S. Quality Factor ETF
    • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    • Schwab U.S. Broad Market ETF
    • Schwab U.S. Large-Cap Growth ETF
    • State Street® SPDR® Portfolio S&P 500® ETF
    • Vanguard Dividend Appreciation Index Fund ETF Shares
    • Vanguard FTSE Developed Markets Index Fund ETF Shares
    • Vanguard Growth Index Fund ETF Shares
    • Vanguard Total Stock Market Index Fund ETF Shares
  • Broadcom Inc
    1.67%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • JPMorgan U.S. Quality Factor ETF
    • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    • Schwab U.S. Broad Market ETF
    • Schwab U.S. Large-Cap Growth ETF
    • State Street® SPDR® Portfolio S&P 500® ETF
    • Vanguard Dividend Appreciation Index Fund ETF Shares
    • Vanguard FTSE Developed Markets Index Fund ETF Shares
    • Vanguard Growth Index Fund ETF Shares
    • Vanguard Total Stock Market Index Fund ETF Shares
  • Meta Platforms Inc.
    1.57%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • JPMorgan U.S. Quality Factor ETF
    • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    • Schwab U.S. Broad Market ETF
    • Schwab U.S. Large-Cap Growth ETF
    • State Street® SPDR® Portfolio S&P 500® ETF
    • Vanguard FTSE Developed Markets Index Fund ETF Shares
    • Vanguard Growth Index Fund ETF Shares
    • Vanguard Total Stock Market Index Fund ETF Shares
  • Alphabet Inc Class A
    1.48%
    Part of fund(s):
    • JPMorgan U.S. Quality Factor ETF
    • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    • Schwab U.S. Broad Market ETF
    • Schwab U.S. Large-Cap Growth ETF
    • State Street® SPDR® Portfolio S&P 500® ETF
    • Vanguard FTSE Developed Markets Index Fund ETF Shares
    • Vanguard Growth Index Fund ETF Shares
    • Vanguard Total Stock Market Index Fund ETF Shares
  • Amazon.com Inc
    1.46%
    Part of fund(s):
    • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    • Schwab U.S. Broad Market ETF
    • Schwab U.S. Large-Cap Growth ETF
    • State Street® SPDR® Portfolio S&P 500® ETF
    • Vanguard FTSE Developed Markets Index Fund ETF Shares
    • Vanguard Growth Index Fund ETF Shares
    • Vanguard Total Stock Market Index Fund ETF Shares
  • Alphabet Inc Class C
    1.10%
    Part of fund(s):
    • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    • Schwab U.S. Broad Market ETF
    • Schwab U.S. Large-Cap Growth ETF
    • State Street® SPDR® Portfolio S&P 500® ETF
    • Vanguard FTSE Developed Markets Index Fund ETF Shares
    • Vanguard Growth Index Fund ETF Shares
    • Vanguard Total Stock Market Index Fund ETF Shares
  • Tesla Inc
    0.92%
    Part of fund(s):
    • LS 1x Tesla Tracker ETP Securities GBP
    • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    • Schwab U.S. Broad Market ETF
    • Schwab U.S. Large-Cap Growth ETF
    • State Street® SPDR® Portfolio S&P 500® ETF
    • Vanguard FTSE Developed Markets Index Fund ETF Shares
    • Vanguard Growth Index Fund ETF Shares
    • Vanguard Total Stock Market Index Fund ETF Shares
  • Visa Inc. Class A
    0.81%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Invesco S&P 500® Quality ETF
    • JPMorgan U.S. Quality Factor ETF
    • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    • Schwab U.S. Broad Market ETF
    • Schwab U.S. Large-Cap Growth ETF
    • Vanguard Dividend Appreciation Index Fund ETF Shares
    • Vanguard FTSE Developed Markets Index Fund ETF Shares
    • Vanguard Growth Index Fund ETF Shares
    • Vanguard Total Stock Market Index Fund ETF Shares
  • Top 10 total 18.40%

Looking through the ETFs, the biggest underlying exposures are familiar mega‑cap names like Nvidia, Apple, Microsoft, Broadcom, Meta, Alphabet, Amazon, Tesla, and Visa. None are held directly; they show up repeatedly through different funds. For example, Nvidia at 3.8% and Apple at 3.26% reflect multiple overlapping large‑cap and growth‑tilted ETFs. This kind of hidden overlap is normal with broad US and factor funds but does reduce diversification because several positions are ultimately riding on the same giants. Given that we only see top‑10 ETF holdings, real overlap is likely higher. The takeaway: you effectively hold a strong tilt toward a handful of big tech‑aligned leaders.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 28%
Size
Exposure to smaller companies
High
Data availability: 65%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 100%
Quality
Preference for financially healthy companies
Very high
Data availability: 10%
Yield
Preference for dividend-paying stocks
No data
Data availability: 0%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 100%

Factor exposure shows strong tilts toward quality (85%), size (70%), and value (63.6%), with moderate momentum (49.6%) and low‑volatility (54.6%) signals. Factor exposure is basically how much the portfolio leans into traits like cheapness, stability, trend, or company size that research links to returns. A quality tilt often means more profitable, stable firms; value leans toward cheaper‑priced stocks; size favors smaller companies. Together, this can behave differently than a plain market index: potentially better long‑term risk/return, but also longer stretches where tilts lag. Signal coverage around 50% means readings aren’t perfect, yet the overall pattern is clear: this is a deliberate factor‑tilted equity strategy rather than a simple market clone.

Risk contribution Info

  • Vanguard Total Stock Market Index Fund ETF Shares
    Weight: 10.00%
    10.4%
  • SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    Weight: 10.00%
    10.1%
  • State Street® SPDR® Portfolio S&P 500® ETF
    Weight: 10.00%
    10.0%
  • Vanguard FTSE Developed Markets Index Fund ETF Shares
    Weight: 10.00%
    8.9%
  • Schwab U.S. Large-Cap Growth ETF
    Weight: 5.00%
    6.2%
  • Top 5 risk contribution 45.5%

Risk contribution looks at how much each holding adds to the portfolio’s overall ups and downs, which can differ from its simple weight. Here, the four biggest core funds—Vanguard Total Stock Market, SPDR S&P 1500, SPDR S&P 500, and Vanguard Developed Markets—each contribute risk roughly in line with their weights. The top three alone make up about 30% of total risk, mirroring their 30% allocation, so there are no single ETF “problem children” dominating volatility. That’s a healthy sign: risk is reasonably spread across the core building blocks. Fine‑tuning usually matters more at the group level (e.g., broad US vs. factors vs. EM) than at the individual ETF level.

Redundant positions Info

  • Vanguard FTSE Emerging Markets Index Fund ETF Shares
    Avantis® Emerging Markets Equity ETF
    Avantis® Emerging Markets Value ETF
    High correlation
  • Vanguard S&P Small-Cap 600 Value Index Fund ETF Shares
    Avantis® U.S. Small Cap Value ETF
    High correlation
  • Vanguard Total Stock Market Index Fund ETF Shares
    Invesco S&P 500® Quality ETF
    Schwab U.S. Large-Cap Growth ETF
    JPMorgan U.S. Quality Factor ETF
    Vanguard Growth Index Fund ETF Shares
    State Street® SPDR® Portfolio S&P 500® ETF
    SPDR® Portfolio S&P 1500 Composite Stock Market ETF
    High correlation

Correlation measures how closely different holdings move together. Highly correlated assets often rise and fall at the same time, reducing diversification benefits when markets get rough. In this portfolio, broad US large‑cap and growth/factor funds are strongly correlated, which is expected since they own many of the same companies. The emerging‑markets ETFs form another tight cluster, and the US small‑cap value funds are similarly linked. This clustering means you get fewer independent “engines” than the fund count suggests, so big market moves will likely hit many positions together. That’s not inherently bad, but it reinforces that risk management here is mainly about overall equity exposure and regional tilts rather than fund count.

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 has expected return of 12.07% with 16.89% volatility, giving a Sharpe ratio of 0.6. Sharpe ratio is a way of measuring return per unit of risk; higher is better. The portfolio sits on the efficient frontier, meaning it uses its current holdings in a structurally efficient way, which is a big positive. However, it’s not at the highest point: an “optimal” mix of the same funds could reach a Sharpe of 0.9 with slightly higher expected return and similar risk. A same‑risk optimized version could push expected return even higher by reweighting among these ETFs, without adding new products.

Dividends Info

  • Avantis® International Small Cap Value ETF 3.10%
  • Avantis® Emerging Markets Equity ETF 2.40%
  • Avantis® Emerging Markets Value ETF 3.20%
  • Avantis® U.S. Small Cap Value ETF 1.70%
  • Invesco S&P International Developed Momentum ETF 3.80%
  • JPMorgan U.S. Quality Factor ETF 1.20%
  • Schwab U.S. Large-Cap Growth ETF 0.40%
  • Invesco S&P 500® Quality ETF 1.10%
  • Invesco S&P 500® Momentum ETF 0.80%
  • SPDR® Portfolio S&P 1500 Composite Stock Market ETF 1.20%
  • Vanguard FTSE Developed Markets Index Fund ETF Shares 2.90%
  • Vanguard S&P Small-Cap 600 Value Index Fund ETF Shares 1.60%
  • Vanguard Total Stock Market Index Fund ETF Shares 1.20%
  • Vanguard Growth Index Fund ETF Shares 0.50%
  • Vanguard FTSE Emerging Markets Index Fund ETF Shares 2.70%
  • Invesco S&P MidCap Momentum ETF 0.70%
  • State Street® SPDR® Portfolio S&P 500® ETF 1.40%
  • Weighted yield (per year) 1.69%

The blended dividend yield of about 1.69% is modest, with higher payouts in some value and international funds (around 3%+) and very low yields in growth and momentum funds. Yield reflects how much cash comes back as dividends each year relative to price. For an equity‑heavy, total‑return‑focused portfolio like this, lower yield isn’t a problem if the growth side is doing its job. It just means more return is likely to come from price appreciation rather than steady income. This setup is better suited to reinvestment and compounding than to funding near‑term spending needs purely from dividends.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Equity ETF 0.33%
  • Avantis® Emerging Markets Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • JPMorgan U.S. Quality Factor ETF 0.12%
  • Schwab U.S. Large-Cap Growth ETF 0.04%
  • Invesco S&P 500® Quality ETF 0.15%
  • Invesco S&P 500® Momentum ETF 0.13%
  • SPDR® Portfolio S&P 1500 Composite Stock Market ETF 0.03%
  • Vanguard FTSE Developed Markets Index Fund ETF Shares 0.05%
  • Vanguard S&P Small-Cap 600 Value Index Fund ETF Shares 0.15%
  • Vanguard Total Stock Market Index Fund ETF Shares 0.03%
  • Vanguard Growth Index Fund ETF Shares 0.04%
  • Vanguard FTSE Emerging Markets Index Fund ETF Shares 0.08%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Weighted costs total (per year) 0.13%

The overall total expense ratio (TER) is a very low 0.13%, combining rock‑bottom core index funds with a handful of slightly pricier factor and Avantis strategies. TER is the annual fee charged by the ETFs, taken out of returns behind the scenes. Costs compound just like returns, so shaving even a few tenths of a percent can add up over decades. Here, the costs are impressively low, especially given the use of specialized factor funds, which often charge more. This supports better long‑term performance and leaves more of the portfolio’s return in your pocket, which is a real strength of this setup.

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