Open the Portfolio Builder Reshape your holdings and watch every metric recalculate live. Try it

Factor tilted US equity portfolio with strong performance and moderate diversification across size and style

Report created on Apr 24, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

3/5
Moderately Diversified
Less diversification More diversification

Positions

This portfolio is a six‑ETF, 100% stock mix with a clear tilt toward the US market and factor strategies. Broad US exposure comes from the S&P 500 ETF at 30%, while two momentum funds and two value funds together dominate the remaining US slice. A 10% allocation to a total international stock ETF adds some global diversification but remains a smaller satellite. Structurally, this is a concentrated all‑equity design rather than a multi‑asset blend. That means return potential is closely tied to stock markets, with little built‑in dampening from bonds or cash. The combination of broad index funds and factor funds creates a core‑and‑satellite feel, where the core tracks the market and satellites push for specific styles.

Growth Info

From September 2021 to April 2026, a hypothetical $1,000 in this portfolio grew to $1,807. That translates to a compound annual growth rate (CAGR) of 13.89%, compared with 12.44% for the US market and 10.65% for the global market. CAGR is like average speed on a road trip, smoothing the bumps to show overall pace. The portfolio also experienced a maximum drawdown of -22.72%, which is a peak‑to‑trough drop, slightly milder than both benchmarks. It took about 11 months to fall and 15 months to fully recover. Outperforming the benchmarks with similar or slightly lower drawdowns suggests the factor tilts and size mix have historically added return without meaningfully increasing downside over this period.

Projection Info

The Monte Carlo projection uses many random paths based on historical risk and return to estimate a range of future outcomes. Think of it as running 1,000 “what if” scenarios and seeing where the $1,000 ending values land after 15 years. The median outcome is about $2,707, with a central “likely” band from roughly $1,778 to $4,171. The wide overall range, from about $931 to $7,803 between the 5th and 95th percentiles, shows how uncertain long‑term equity results can be. The average simulated annual return of 8.08% is meaningfully higher than the cash assumption. Still, these numbers are not promises: they rely on past volatility and returns, which may not repeat, especially if market conditions change.

Asset classes Info

  • Stocks
    100%

All assets here are equities, with no bonds, cash, or alternatives in the mix. An all‑stock allocation usually brings higher long‑term growth potential but also larger swings along the way, because there is nothing more stable to counterbalance equity downturns. In a multi‑asset context, bonds and cash can act like shock absorbers; their absence means the portfolio’s ups and downs should track stock markets more closely. Within equities, exposure is diversified across different size segments and strategies, which can help spread risk compared with a single broad index. Still, from an asset‑class standpoint, the risk profile is firmly equity‑driven, and periods of market stress are likely to show clearly in the portfolio’s value.

Sectors Info

  • Technology
    26%
  • Industrials
    17%
  • Financials
    13%
  • Consumer Discretionary
    9%
  • Energy
    7%
  • Health Care
    7%
  • Telecommunications
    7%
  • Consumer Staples
    5%
  • Basic Materials
    4%
  • Utilities
    2%
  • Real Estate
    2%

Sector exposure is reasonably spread but has distinct tilts. Technology is the largest at 26%, followed by industrials at 17% and financials at 13%, with the rest distributed across consumer, energy, health care, telecoms, staples, materials, utilities, and real estate. Compared with a broad world index, this looks somewhat tech‑heavy and relatively light in more defensive areas like utilities and consumer staples. Tech and cyclically sensitive sectors can be more volatile, especially when interest rates move or growth expectations change. On the positive side, this sector mix often participates strongly in economic expansions and innovation‑driven rallies. The balance across multiple sectors, even with tilts, helps avoid relying on a single industry for most of the portfolio’s behavior.

Regions Info

  • North America
    89%
  • Europe Developed
    5%
  • Japan
    2%
  • Asia Emerging
    2%
  • Asia Developed
    1%
  • Latin America
    1%

Geographically, about 89% of the portfolio is in North America, with modest slices in developed Europe, Japan, emerging Asia, other developed Asia, and Latin America. A global market‑cap index usually has a lower US or North American share, so this is clearly US‑tilted. Heavy concentration in one region means economic, political, and currency developments there have an outsized impact. On the other hand, North America, and particularly the US, contains many of the world’s largest and most liquid companies, which can support transparency and trading efficiency. The 10% international exposure adds some diversification by tapping other economies and currencies, but the overall story remains very US‑centric compared with global benchmarks.

Market capitalization Info

  • Large-cap
    29%
  • Mega-cap
    27%
  • Mid-cap
    21%
  • Small-cap
    16%
  • Micro-cap
    7%

By market capitalization, this portfolio spans the full spectrum: roughly 27% mega‑cap, 29% large‑cap, 21% mid‑cap, 16% small‑cap, and 7% micro‑cap. That’s a much stronger tilt toward smaller companies than a typical broad market index, which is usually dominated by mega and large caps. Smaller and mid‑sized companies tend to be more volatile and sensitive to economic shifts, but they also historically have had periods of higher growth. This size mix means performance may diverge noticeably from standard large‑cap benchmarks, especially in times when small and mid‑caps either strongly outperform or lag. From a diversification standpoint, including all size buckets spreads company‑specific risk more widely, rather than concentrating only in the very largest firms.

True holdings Info

  • NVIDIA Corporation
    4.18%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Vanguard S&P 500 ETF
  • Broadcom Inc
    2.41%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Vanguard S&P 500 ETF
  • Apple Inc
    2.29%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Vanguard S&P 500 ETF
  • Alphabet Inc Class A
    1.89%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Vanguard S&P 500 ETF
  • Micron Technology Inc
    1.53%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class C
    1.52%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Vanguard S&P 500 ETF
  • Microsoft Corporation
    1.48%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Amazon.com Inc
    1.40%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Vanguard S&P 500 ETF
  • Meta Platforms Inc.
    0.98%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Vanguard S&P 500 ETF
  • Exxon Mobil Corp
    0.98%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 18.64%

Looking through ETF top‑10 holdings, some large individual companies appear multiple times, creating pockets of hidden concentration. NVIDIA, Broadcom, Apple, Alphabet (both share classes), Micron, Microsoft, Amazon, Meta, and Exxon Mobil all show up, with NVIDIA alone representing about 4.18% of the portfolio via overlapping funds. Since only ETF top‑10 holdings are captured, this overlap is likely understated. Overlap matters because when the same company is held through several ETFs, its movements can drive more of the portfolio’s returns and risk than a simple fund‑level view suggests. The presence of several mega‑cap tech and communication names in this list aligns with the sector and US tilt and helps explain some of the strong historical performance versus global benchmarks.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 100%
Size
Exposure to smaller companies
High
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
Neutral
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 notable tilts to value and size, with both at “High” levels relative to a 50% market‑average baseline. Factor exposure describes how much the portfolio leans into characteristics like cheapness (value) or company size that research links to returns over time. A strong size tilt toward smaller firms can boost returns in periods when these companies rebound or thrive, but it may increase volatility and drawdowns during stress. A value tilt often helps when cheaper, less loved companies recover relative to growth names, though it can lag when markets pay up for fast‑growing stocks. Momentum, quality, yield, and low volatility sit around neutral, so the main story here is a deliberate push toward smaller, value‑oriented equities layered on top of broad market exposure.

Risk contribution Info

  • Vanguard S&P 500 ETF
    Weight: 30.00%
    28.1%
  • Invesco S&P 500® Momentum ETF
    Weight: 20.00%
    20.3%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 15.00%
    17.3%
  • Invesco S&P MidCap Momentum ETF
    Weight: 15.00%
    17.2%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    Weight: 10.00%
    9.5%
  • Top 5 risk contribution 92.3%

Risk contribution looks at how much each holding adds to total portfolio volatility, which can differ from simple weights. Here, the S&P 500 ETF at 30% weight contributes about 28.12% of the risk, pretty much in line with its size. The two more focused factor funds in small‑cap value and mid‑cap momentum each carry a risk/weight ratio of 1.15, meaning they punch above their weight in terms of driving ups and downs. Together with the S&P 500 Momentum ETF, the top three positions account for about 65.64% of overall risk. This pattern is common when more volatile factor funds are mixed with a broad index: a relatively modest allocation to them can still meaningfully influence the portfolio’s overall behavior.

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.

Open the Portfolio Builder Reshape your holdings and watch every metric recalculate live. Try it

The efficient frontier chart compares this portfolio’s risk/return mix with the best combinations possible using the same holdings. The current portfolio has a Sharpe ratio of 0.61, which measures return per unit of risk above the risk‑free rate. The max‑Sharpe “optimal” mix reaches 0.90, and the minimum‑variance mix comes in at 0.66. Being about 1.93 percentage points below the efficient frontier at the current risk level suggests there are alternative weightings of these same six ETFs that, historically, would have produced either higher return for the same volatility or similar return with lower volatility. That doesn’t make the present structure bad; it just means it’s not fully exploiting the theoretical diversification potential among the chosen building blocks.

Dividends Info

  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 1.10%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Invesco S&P 500® Momentum ETF 0.80%
  • Vanguard S&P 500 ETF 1.10%
  • Vanguard Total International Stock Index Fund ETF Shares 2.80%
  • Invesco S&P MidCap Momentum ETF 0.60%
  • Weighted yield (per year) 1.16%

The portfolio’s total indicated dividend yield is around 1.16%, which is relatively modest for an equity‑only mix. Dividend yield is the annual cash payout as a percentage of price, and it often matters more to those focusing on regular income versus pure growth. Here, the international index fund has the highest yield at 2.80%, while the momentum funds sit below 1%, which is typical since momentum strategies often hold lower‑yielding growth stocks. Value‑oriented funds usually offer somewhat higher yields, and that’s reflected in the small‑ and large‑cap value ETFs hovering around 1.1–1.3%. Historically, most of this portfolio’s return is likely to come from price movement rather than income, which aligns with its growth‑oriented, factor‑tilted equity profile.

Ongoing product costs Info

  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 0.15%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Vanguard S&P 500 ETF 0.03%
  • Vanguard Total International Stock Index Fund ETF Shares 0.05%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Weighted costs total (per year) 0.14%

The total expense ratio (TER) of the portfolio is about 0.14%, which is impressively low for a mix that includes several specialized factor ETFs. TER is the annual fee charged by funds, expressed as a percentage of assets, and it quietly reduces returns over time. Here, the cheapest holdings are the broad Vanguard funds at 0.03–0.05%, while the more targeted factor funds run from 0.13% up to 0.34%. The weighted average still lands at a very competitive level for an all‑equity, factor‑aware structure. Keeping costs low is one of the few levers investors can control, and in this case the fee drag is modest, allowing more of the underlying market and factor performance to show up in net returns over the long term.

What next?

Ready to invest in this portfolio?

Select a broker that fits your needs and watch for low fees to maximize your returns.

Select broker

Create your own report?

Analyze your portfolio

Join our community!

Join Discord

The information provided on this platform is for informational purposes only and should not be considered as financial or investment advice. Insightfolio does not provide investment advice, personalized recommendations, or guidance regarding the purchase, holding, or sale of financial assets. The tools and content are intended for educational purposes only and are not tailored to individual circumstances, financial needs, or objectives.

Insightfolio assumes no liability for the accuracy, completeness, or reliability of the information presented. Users are solely responsible for verifying the information and making independent decisions based on their own research and careful consideration. Use of the platform should not replace consultation with qualified financial professionals.

Investments involve risks. Users should be aware that the value of investments may fluctuate and that past performance is not an indicator of future results. Investment decisions should be based on personal financial goals, risk tolerance, and independent evaluation of relevant information.

Insightfolio does not endorse or guarantee the suitability of any particular financial product, security, or strategy. Any projections, forecasts, or hypothetical scenarios presented on the platform are for illustrative purposes only and are not guarantees of future outcomes.

By accessing the services, information, or content offered by Insightfolio, users acknowledge and agree to these terms of the disclaimer. If you do not agree to these terms, please do not use our platform.

Instrument logos provided by Elbstream.

Help us improve Insightfolio

Your feedback makes a difference! Share your thoughts in our quick survey. Take the survey