Globally diversified all equity portfolio mixing broad market value and momentum tilts
Report created on Jun 28, 2026Risk profile
4/7
Diversification profile
3/5
Positions
-
VT Vanguard Total World Stock Index Fund ETF Shares
VT - US9220427424 45.00% -
AV Avantis ALL Equity Markets Value ETF
AVGV - US0250722164 30.00% -
SP Invesco S&P 500® Momentum ETF
SPMO - US46138E3392 15.00% -
ID Invesco S&P International Developed Momentum ETF
IDMO - US46138E2220 10.00%
This portfolio is a pure equity mix built from four ETFs, with no bonds or cash included in the analysis. The core is a global index fund at 45%, paired with a sizable 30% allocation to a global value strategy. The remaining 25% is split between US and international momentum funds. Structurally, that means broad global coverage plus two explicit factor sleeves layered on top. This kind of setup keeps things relatively simple in terms of number of holdings, while still adding distinct styles. Because everything is in stocks, the portfolio will naturally track equity markets closely, without the dampening effect that bonds or cash would normally provide.
Growth
Over the period from mid‑2023 to mid‑2026, a hypothetical $1,000 grew to about $1,921. That translates to a Compound Annual Growth Rate (CAGR) of 24.53%, which is notably higher than both the US market (20.39%) and global market (19.82%) references. CAGR is like average speed on a road trip, smoothing out all the ups and downs into one yearly figure. The portfolio’s max drawdown, the largest peak‑to‑trough fall, was -16.55%, shallower than the US benchmark. Most of the gains came from a small number of days, with 26 days driving 90% of returns, showing how missing a few strong days can dramatically change long‑term results.
Projection
The Monte Carlo projection uses the past behaviour of this mix to simulate many possible 15‑year futures. Think of it as rolling the dice 1,000 times, where each roll is one potential path for markets. The median outcome lands around $2,896 from an initial $1,000, with a fairly wide “likely” range between about $1,890 and $4,371. The average annualized return across all simulations is 8.45%, but paths vary a lot, from barely above the starting value to strong growth above $8,000. This spread is a reminder that even with the same starting point and strategy, future results can differ meaningfully from what history suggests.
Asset classes
- Stocks 100%
All of the portfolio sits in stocks, so asset class diversification is straightforward: there is no allocation to bonds, cash, or alternatives here. That aligns with its classification as an all‑equity portfolio and explains why its risk score is on the higher side of the “balanced” range. Stocks historically offer higher potential returns than bonds but also sharper swings, especially over shorter periods. Compared with a more mixed stock‑bond blend, this structure will likely feel more closely tied to equity market cycles. The combination of broad global equity plus distinct value and momentum sleeves adds variety within stocks, but it does not change the fact that the entire risk engine is equity driven.
Sectors
- Technology 25%
- Financials 19%
- Industrials 14%
- Consumer Discretionary 9%
- Telecommunications 7%
- Energy 6%
- Health Care 6%
- Basic Materials 5%
- Consumer Staples 5%
- Utilities 2%
- Real Estate 2%
Sector exposure is reasonably spread out, with technology at 25% as the largest slice, followed by financials around 19% and industrials at 14%. This is broadly consistent with many global equity benchmarks, where tech often leads but is not overwhelmingly dominant. Having multiple double‑digit sectors helps avoid leaning too heavily on any single area of the economy. Smaller allocations to energy, health care, and consumer areas round out the picture. A sector mix like this tends to move with the broader business cycle rather than being tied to one narrow theme. It also means sector trends—like periods when growth or cyclicals are in or out of favour—can have noticeable but not extreme effects on overall returns.
Regions
- North America 65%
- Europe Developed 16%
- Japan 7%
- Asia Developed 5%
- Asia Emerging 4%
- Africa/Middle East 1%
- Australasia 1%
- Latin America 1%
Geographically, the portfolio has a strong global flavour, with about 65% in North America and the rest spread across Europe, Japan, and other developed and emerging regions. This North American weight is somewhat higher than a perfectly neutral global allocation but still leaves meaningful room for non‑US markets. Developed markets outside North America add about 29% combined, with emerging markets around 4%. This structure means results will lean toward how North American companies perform, but they are not the whole story. Currency and economic cycles in Europe and Asia will also feed into returns. Aligning fairly closely with global patterns is generally supportive of broad diversification across regions.
Market capitalization
- Mega-cap 35%
- Large-cap 32%
- Mid-cap 20%
- Small-cap 8%
- Micro-cap 3%
By market capitalization, the portfolio is anchored in larger companies, with around two‑thirds in mega‑ and large‑cap stocks. Mid‑caps at 20% and small plus micro‑caps at 11% add some exposure to smaller businesses. Large‑caps tend to be more established firms, often with more stable earnings and better liquidity, which can help smooth volatility relative to an extreme small‑cap tilt. Including mid and small sizes introduces more growth potential and sometimes sharper moves, creating a richer mix of company profiles. Compared to a pure large‑cap index, this spread across sizes should make performance a bit more responsive to periods when smaller companies outperform or lag.
True holdings
-
NV NVIDIA Corporation 3.11%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard Total World Stock Index Fund ETF Shares
-
AA Apple Inc 2.04%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Avantis ALL Equity Markets Value ETF
- Vanguard Total World Stock Index Fund ETF Shares
-
MU Micron Technology Inc 2.02%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Avantis ALL Equity Markets Value ETF
- Invesco S&P 500® Momentum ETF
-
AV Broadcom Inc 1.76%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard Total World Stock Index Fund ETF Shares
-
GO Alphabet Inc Class A 1.53%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard Total World Stock Index Fund ETF Shares
-
AM Amazon.com Inc 1.30%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Avantis ALL Equity Markets Value ETF
- Vanguard Total World Stock Index Fund ETF Shares
-
MS Microsoft Corporation 1.27%
Part of fund(s):- Vanguard Total World Stock Index Fund ETF Shares
-
GO Alphabet Inc Class C 1.21%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Vanguard Total World Stock Index Fund ETF Shares
-
LR Lam Research Corp 0.82%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Avantis ALL Equity Markets Value ETF
- Invesco S&P 500® Momentum ETF
-
ME Meta Platforms Inc. 0.80%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Avantis ALL Equity Markets Value ETF
- Vanguard Total World Stock Index Fund ETF Shares
- Top 10 total 15.86%
Looking through ETF top‑10 holdings, a handful of big names stand out, with NVIDIA, Apple, Micron, Broadcom, Alphabet, Amazon, Microsoft, and Meta all appearing. These repeat appearances create “hidden” concentration, because the same companies show up in multiple funds even if no single ETF looks concentrated on its own. For example, NVIDIA alone accounts for just over 3% of the whole portfolio via ETF exposure. Because only top‑10 lists are used, this overlap is likely understated. The takeaway is that a fair slice of the portfolio’s behaviour will track how these large, often tech‑oriented firms perform, even though the high‑level description is broad global equity.
Factors
Factor exposures are estimated using statistical models based on historical data and measure systematic (market-relative) tilts, not absolute portfolio characteristics. Results may vary depending on the analysis period, data availability, and currency of the underlying assets.
Factor exposure metrics show this portfolio is very close to market‑like across all six factors: value, size, momentum, quality, yield, and low volatility. Scores cluster around the neutral 50% mark, suggesting no strong systematic tilts once everything is blended together. Factor investing looks at these characteristics as “ingredients” that can drive returns beyond simple market direction. Here, the broad world index plus value and momentum funds end up offsetting each other into a balanced profile. This can be helpful in avoiding over‑reliance on any single style. It also means performance is likely to resemble a diversified global equity portfolio rather than behaving like a pure value or pure momentum strategy.
Risk contribution
-
Vanguard Total World Stock Index Fund ETF Shares
Weight: 45.00% 43.0% -
Avantis ALL Equity Markets Value ETF
Weight: 30.00% 28.4% -
Invesco S&P 500® Momentum ETF
Weight: 15.00% 18.3% -
Invesco S&P International Developed Momentum ETF
Weight: 10.00% 10.3%
Risk contribution shows how much each ETF adds to the portfolio’s overall ups and downs, which can differ from its weight. The global index and value ETF together make up 75% of the weight and contribute about 71% of the risk, almost one‑for‑one. The US momentum fund is 15% by weight but contributes over 18% of total risk, with a risk‑to‑weight ratio of 1.22, indicating it is more volatile relative to its size. The international momentum slice is roughly proportional. Overall, the top three positions drive almost 90% of portfolio risk, which is expected in a four‑holding portfolio but still worth keeping in mind when thinking about where most volatility comes from.
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 efficient frontier chart, this portfolio sits on or very close to the curve, which means its mix of return and risk is already using the existing ingredients effectively. The Sharpe ratio, a measure of risk‑adjusted return that compares extra return over the risk‑free rate to volatility, is 1.24 for the current allocation. The maximum Sharpe version using the same ETFs would take on more risk (higher volatility) for higher expected return, while the minimum variance mix slightly reduces risk with a modestly lower return. The small differences in Sharpe ratios suggest the current setup balances efficiency and risk level well, without obvious signs of wasted risk.
Dividends
- Avantis ALL Equity Markets Value ETF 1.60%
- Invesco S&P International Developed Momentum ETF 3.70%
- Invesco S&P 500® Momentum ETF 0.70%
- Vanguard Total World Stock Index Fund ETF Shares 1.60%
- Weighted yield (per year) 1.68%
The estimated portfolio dividend yield is 1.68%, coming from a blend of modest‑yielding broad and value funds plus a higher‑yield international momentum sleeve. Dividends are cash payments that companies make to shareholders and can form a steady part of total return alongside price changes. Here, income is a supporting feature rather than the main driver. Growth‑oriented and momentum strategies often have lower yields, which is reflected in the 0.70% yield from the US momentum ETF. Over time, reinvested dividends can compound, but in this portfolio’s case, capital appreciation from stock price movements is likely to dominate the experience.
Ongoing product costs
- Avantis ALL Equity Markets Value ETF 0.26%
- Invesco S&P International Developed Momentum ETF 0.25%
- Invesco S&P 500® Momentum ETF 0.13%
- Vanguard Total World Stock Index Fund ETF Shares 0.07%
- Weighted costs total (per year) 0.15%
The portfolio’s average ongoing fee (TER) is about 0.15%, which is impressively low for an all‑equity, globally diversified setup with factor exposure. TER, or Total Expense Ratio, is the annual percentage taken by the fund manager to run each ETF. Lower costs mean less drag on compounding over long periods, especially when compared to higher‑fee active strategies. The cheapest holding is the global index at 0.07%, while the more specialized value and international momentum funds sit around a quarter of a percent. Blended together, this structure keeps overall costs firmly in a range that supports efficient long‑term performance without sacrificing diversification or style variety.
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