This portfolio has only about 1.5 years of historical data, based on the youngest asset in the portfolio. Some metrics, projections, and AI insights may be less reliable and should be interpreted with caution.

Factor tilted globally diversified equity portfolio with balanced risk and strong long term growth tilt

Report created on Mar 24, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

The portfolio is a pure equity mix built entirely from Dimensional ETFs, with no bonds or cash showing in the core allocation. Roughly a quarter sits in a broad U.S. core fund, another substantial slice in U.S. targeted value, and the rest in global core and international small‑cap value strategies. This creates a very intentional equity-only structure aimed at long-term growth rather than short-term stability. Because everything is equities, the ride will be bumpier than a blended stock‑bond portfolio, but return potential is higher. Anyone using a setup like this generally wants to keep enough cash or lower‑risk assets outside this sleeve for emergencies and near‑term spending, so the equity engine can run undisturbed.

Growth Info

Over the measured period, the example $1,000 grew to $1,276, with a compound annual growth rate (CAGR) of 17.27%. CAGR is the “average speed” of growth per year, smoothing out ups and downs. That outpaced both the U.S. market (12.31%) and the global market (14.24%), while also having a smaller max drawdown than the U.S. benchmark and similar to global. A max drawdown of about -16% means the largest peak‑to‑trough drop was noticeable but not extreme for an all‑equity mix. Only nine days made up 90% of returns, reinforcing how missing just a few strong days can hurt results, and why staying invested is crucial.

Projection Info

The Monte Carlo projection uses historical daily returns to simulate 1,000 alternate futures for the next 10 years, like rolling the same dice many times to see a range of outcomes. Based on less than two years of data, the model shows a 5th percentile cumulative return near 290% and a median around 995%, with all simulations positive and an average annualized figure near 20%. Those numbers look very strong, but the short history is a big constraint. Markets go through full cycles, and this sample hasn’t seen much variety yet. Treat these projections as a rough guide, not a promise, and plan with plenty of margin for disappointment.

Asset classes Info

  • Stocks
    82%

Asset-class exposure is almost entirely in stocks (82% explicitly listed as stock, with the rest likely residual or cash-like components). This creates a high-growth, high‑volatility structure, unlike mixed portfolios that hold bonds, which act more like stabilizers. Compared with a classic balanced mix (for example, 60% stocks and 40% bonds), this setup will usually swing more during crises but also has more long‑run upside. For someone using this as one slice of a broader plan, it can serve as the growth engine, while separate bond or cash accounts provide ballast. Aligning the overall household mix with comfort for drawdowns is key.

Sectors Info

  • Financials
    16%
  • Industrials
    14%
  • Consumer Discretionary
    10%
  • Technology
    10%
  • Energy
    8%
  • Basic Materials
    7%
  • Health Care
    6%
  • Consumer Staples
    5%
  • Telecommunications
    4%
  • Utilities
    2%
  • Real Estate
    1%

Sector exposure is nicely spread out: financial services (16%) and industrials (14%) are the largest, with consumer cyclicals and technology both around 10%. Energy, basic materials, healthcare, defensive consumer names, communication services, utilities, and a small slice of real estate round out the picture. This dispersion across the economic spectrum means no single sector dominates, which is healthy diversification. Compared with many cap-weighted indexes that are heavily skewed to technology, this layout is more balanced and value‑tilted. That can help if high‑growth tech goes through a rough patch, but it may lag when mega‑cap growth stocks are leading the market.

Regions Info

  • North America
    42%
  • Europe Developed
    21%
  • Japan
    10%
  • Asia Developed
    3%
  • Australasia
    3%
  • Asia Emerging
    2%
  • Africa/Middle East
    1%
  • Latin America
    1%

Geographically, about 42% is in North America, with substantial allocations to developed Europe (21%) and Japan (10%), plus smaller positions across the rest of the developed and emerging world. This is closer to a global market distribution than a typical U.S.‑heavy portfolio, which often leans 60%+ to domestic stocks. That broader spread helps reduce dependence on any single region’s economy, currency, or political environment. Underperformance in one area can be offset by strength elsewhere. At the same time, global diversification means sometimes lagging a roaring U.S. market, so staying comfortable with that trade‑off is part of the discipline.

Market capitalization Info

  • Small-cap
    23%
  • Mid-cap
    22%
  • Large-cap
    15%
  • Mega-cap
    13%
  • Micro-cap
    9%

Market capitalization exposure is notably tilted away from mega‑caps: only 13% is in the very largest companies, with 15% in big caps, 22% in mid caps, 23% in small caps, and a meaningful 9% in micro‑caps. Smaller companies historically have offered higher long‑term return potential but with more volatility and deeper drawdowns, similar to how smaller businesses can grow faster but are less stable. This size tilt aligns with the Dimensional philosophy. It can be rewarding over long horizons but may underperform broad indexes for extended stretches. Comfort with that pattern is important; frequent tinkering tends to undermine the benefit of the tilt.

True holdings Info

  • NVIDIA Corporation
    1.50%
    Part of fund(s):
    • Dimensional ETF Trust
    • Dimensional U.S. Core Equity 2 ETF
  • Apple Inc
    1.35%
    Part of fund(s):
    • Dimensional ETF Trust
    • Dimensional U.S. Core Equity 2 ETF
  • Microsoft Corporation
    1.22%
    Part of fund(s):
    • Dimensional ETF Trust
    • Dimensional U.S. Core Equity 2 ETF
  • Amazon.com Inc
    0.71%
    Part of fund(s):
    • Dimensional ETF Trust
    • Dimensional U.S. Core Equity 2 ETF
  • Meta Platforms Inc.
    0.62%
    Part of fund(s):
    • Dimensional ETF Trust
    • Dimensional U.S. Core Equity 2 ETF
  • Alphabet Inc Class A
    0.55%
    Part of fund(s):
    • Dimensional ETF Trust
    • Dimensional U.S. Core Equity 2 ETF
  • Alphabet Inc Class C
    0.44%
    Part of fund(s):
    • Dimensional ETF Trust
    • Dimensional U.S. Core Equity 2 ETF
  • TotalEnergies SE
    0.37%
    Part of fund(s):
    • Dimensional ETF Trust
    • Dimensional World ex U.S. Core Equity 2 ETF
  • Novartis AG ADR
    0.30%
    Part of fund(s):
    • Dimensional ETF Trust
    • Dimensional World ex U.S. Core Equity 2 ETF
  • Eli Lilly and Company
    0.27%
    Part of fund(s):
    • Dimensional ETF Trust
    • Dimensional U.S. Core Equity 2 ETF
  • Top 10 total 7.32%

Looking through the ETFs, the visible top holdings lean into well-known mega-cap names like NVIDIA, Apple, Microsoft, Amazon, Meta, and Alphabet, each under 2% of the total portfolio. This tells you there is exposure to the big market drivers, but none dominates the overall risk. Overlap appears moderate: several of these names likely sit in multiple ETFs, but each at relatively small weights. Because only top‑10 ETF holdings are captured, true overlap is understated, yet the pattern still suggests diversified company exposure layered on top of factor tilts. Hidden concentration risk from single names looks limited, which is a positive sign.

Factors Info

Value
Preference for undervalued stocks
Very high
Data availability: 56%
Size
Exposure to smaller companies
Very high
Data availability: 7%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 100%
Quality
Preference for financially healthy companies
No data
Data availability: 0%
Yield
Preference for dividend-paying stocks
No data
Data availability: 0%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 56%

Factor exposure shows strong tilts to value and size (both around 85%), with a solid momentum tilt and moderate low‑volatility characteristics. Factors are like the underlying “personality traits” of the portfolio—value favors cheaper stocks, size tilts to smaller companies, momentum leans into recent winners, and low volatility prefers steadier names. Compared with a neutral market‑cap portfolio, this mix is clearly not market‑like; it’s engineered for long‑term premiums identified in academic research. In practice, such a portfolio might shine in value‑friendly or small‑cap rallies but can lag badly when growth or mega‑caps dominate. Sticking with the strategy through those swings is essential.

Risk contribution Info

  • Dimensional U.S. Targeted Value ETF
    Weight: 23.00%
    28.3%
  • Dimensional ETF Trust
    Weight: 26.00%
    22.0%
  • Dimensional ETF Trust
    Weight: 18.00%
    19.3%
  • Dimensional U.S. Core Equity 2 ETF
    Weight: 13.00%
    13.2%
  • Dimensional World ex U.S. Core Equity 2 ETF
    Weight: 13.00%
    11.1%
  • Top 5 risk contribution 93.9%

Risk contribution, which measures how much each holding drives total volatility, isn’t identical to weight. The U.S. Targeted Value ETF, at 23% weight, contributes over 28% of risk, a risk‑to‑weight ratio of 1.23, making it the most influential single position. The largest Dimensional ETF Trust holding, at 26%, actually contributes less risk than its size suggests, with a ratio of 0.85, indicating relatively smoother behavior. The top three holdings together account for almost 70% of portfolio risk, so their behavior largely dictates overall ups and downs. Adjusting their weights would meaningfully shift portfolio volatility without changing the underlying strategy mix.

Redundant positions Info

  • Dimensional U.S. Core Equity 2 ETF
    Dimensional ETF Trust
    High correlation
  • Dimensional ETF Trust
    Dimensional World ex U.S. Core Equity 2 ETF
    High correlation

Correlation describes how investments move together—1.0 means they move in lockstep, 0 means they move independently, and negative values move in opposite directions. Here, the U.S. Core Equity 2 ETF is highly correlated with one Dimensional ETF Trust position, and that trust in turn is highly correlated with the World ex U.S. Core Equity 2 ETF. This suggests the main building blocks tend to rise and fall together, especially in major market moves. That limits some diversification benefits within the equity sleeve itself. It’s not a flaw—broad equity funds usually correlate strongly—but it does mean risk reduction often comes from adding other asset classes elsewhere.

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 an expected return of 17.46% with 15.71% volatility, giving a Sharpe ratio (return per unit of risk) of 0.98. The efficient frontier shows that with the same set of holdings, different weightings could improve this trade‑off. The highest‑Sharpe mix has a ratio of 1.51 with only slightly more risk, while the minimum‑variance mix offers higher expected return with lower risk than the current setup. Sitting below the frontier means there’s room to refine weights—especially among the highly correlated core funds—to either boost expected return for similar risk or trim risk while preserving return potential, all without adding new products.

Dividends Info

  • Dimensional U.S. Core Equity 2 ETF 1.00%
  • Dimensional U.S. Targeted Value ETF 1.50%
  • Dimensional World ex U.S. Core Equity 2 ETF 2.50%
  • Dimensional ETF Trust - Dimensional International Small Cap Value ETF 2.70%
  • Dimensional ETF Trust 1.00%
  • Weighted yield (per year) 1.82%

The overall dividend yield is about 1.82%, with the international small‑cap value and non‑U.S. core funds offering the highest yields in the mix. Dividends are cash payments from companies, and while they’re not guaranteed, they can provide a steady component of total return alongside price changes. For an equity‑focused, factor‑tilted portfolio like this, income is moderate rather than high, reflecting a preference for total return over yield chasing. Over time, reinvested dividends can materially boost growth, especially in tax‑advantaged accounts where distributions are not immediately taxable. For someone seeking substantial current income, though, this setup would likely need to be paired with other income‑oriented assets.

Ongoing product costs Info

  • Dimensional U.S. Core Equity 2 ETF 0.17%
  • Dimensional U.S. Targeted Value ETF 0.28%
  • Dimensional World ex U.S. Core Equity 2 ETF 0.28%
  • Dimensional ETF Trust - Dimensional International Small Cap Value ETF 0.42%
  • Weighted costs total (per year) 0.15%

Total ongoing fund costs (TER) come in around 0.15%, with individual ETFs ranging from 0.17% to 0.42%. That’s impressively low for a factor‑based, globally diversified equity lineup; many actively managed funds charge several times this amount. Fees work like a headwind—small each year but powerful over decades—so keeping them low makes it easier for returns to compound. Seeing a broad, systematically managed portfolio at this cost level is a strong positive alignment with best practices. There isn’t an obvious need to hunt for cheaper options, and any changes elsewhere should be evaluated relative to the risk and factor profile, not just cost.

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