Hypergrowth cosplay with a biotech time bomb strapped to an otherwise boring index core
Report created on Mar 24, 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.
Positions
-
FX Fidelity 500 Index Fund
FXAIX - US3159117502 62.14% -
FZ FIDELITY ZERO INTERNATIONAL INDEX FUND
FZILX - US31635T6091 18.53% -
SL Sellas Life Sciences Group Inc
SLS - US81642T2096 13.99% -
FZ FIDELITY ZERO TOTAL MARKET INDEX FUND
FZROX - US31635T7081 5.34%
Structurally this is a very normal core portfolio with one absolutely unhinged side bet bolted on. Around 86% is in broad stock index funds, which is textbook “I read one investing book.” Then nearly 14% is dumped into a tiny biotech lottery ticket that proceeds to hijack the entire risk profile. It’s like building a safe family sedan and then welding a rocket engine to one wheel. Broad funds are great as a foundation, but a single speculative stock at that size moves the whole ship. General takeaway: “core and explore” is fine; “core and one grenade” is a different strategy entirely.
Growth
Historically, this thing did fine but not impressive given the risk drama. CAGR of 11.9% is decent, but the US market did 13.4% over the same period and ended far higher, with a smaller max drawdown. You took more pain than the benchmark (-38% vs roughly -34%) and got paid less for the privilege. That’s like sitting in the splash zone at a waterpark and still not getting the best view. Past performance is useful, but it’s yesterday’s weather, not tomorrow’s forecast. If you’re going to underperform, at least underperform with lower stress, not higher.
Projection
Monte Carlo simulation is basically running your portfolio through a thousand alternate timelines to see what could happen, using past volatility as a guide. Here, the “future” looks absolutely feral. Median 10‑year outcome: roughly -20% total, so the typical path loses money. The 5th percentile at -98% is near-total portfolio annihilation, while better scenarios show big gains. That’s what happens when one ultra-volatile holding dominates risk: the distribution stops looking like a bell curve and starts looking like a casino. Simulations are not prophecy, but when half the paths are red and many are blood red, the message is: your risk knob is past 11.
Asset classes
- Stocks 100%
Asset class breakdown: 100% stocks, zero anything else. No bonds, no cash buffer, no diversifiers, just pure equity roller coaster. For someone with a long horizon and strong stomach, all‑equity can be fine, but pairing that with a concentrated speculative position turns “growth” into “please don’t need this money anytime soon.” Asset classes are the big levers: mixing less volatile stuff (like bonds) can smooth the ride without fully killing returns. Instead, this setup chose “all gas, no brakes, no guardrail.” Works great in a bull market, feels heroic in a crash, but it’s not exactly optimized for sleeping well during ugly years or job-loss scenarios.
Sectors
- Technology 26%
- Health Care 22%
- Financials 13%
- Consumer Discretionary 9%
- Telecommunications 9%
- Industrials 8%
- Consumer Staples 4%
- Energy 3%
- Basic Materials 2%
- Utilities 2%
- Real Estate 2%
Sector mix is basically the modern stock market cosplay: tech 26%, healthcare 22%, then financials, cyclicals, and communication services rounding it out. The subtle part: that healthcare slice is juiced by your biotech moonshot, which is nothing like a boring pharma giant. Sector labels lie a bit here: “healthcare” in your case includes something that behaves more like a leveraged lottery ticket than a stable industry anchor. Heavy tech plus turbo healthcare means you’re hooked on growth narratives and sentiment swings. The takeaway: sector exposure isn’t just about percentages; it’s about how wild the stuff inside those sectors actually behaves when the music stops.
Regions
- North America 83%
- Europe Developed 7%
- Japan 3%
- Asia Developed 3%
- Asia Emerging 2%
- Australasia 1%
- Africa/Middle East 1%
Geographically, this is very “USA and friends as background characters.” About 83% in North America, then small sprinkles of Europe, Japan, and assorted global seasoning. That’s totally normal for a US-based investor but still a big home bias: your fortunes rise and fall mostly with one economy, one currency, and one political circus. The international slice via the zero-fee fund is at least a nod to the rest of the planet, so points for that. General idea: a bit more global could reduce the “Everything depends on the US tech and policy mood” problem, but this isn’t catastrophic — just comfortably patriotic.
Market capitalization
- Mega-cap 41%
- Large-cap 30%
- Small-cap 15%
- Mid-cap 14%
Market cap exposure is dominated by giants: 41% mega, 30% big, with mid and small making up the tail. That’s standard for broad index funds — the megacaps are the cool kids running the school. Then you sneak in Sellas, which isn’t just “small cap”; it’s closer to “science project with a ticker.” So while the statistics say you’re tilted to large companies, your actual emotional experience will feel much smaller-cap than the numbers suggest. Large caps usually mean smoother rides; one tiny rocket stock cancels a lot of that. If you wanted a calm big-cap experience, that single name is absolutely sabotaging it.
True holdings
-
SL Sellas Life Sciences Group Inc 13.99%
-
0 NVIDIA CORP 5.61%
Part of fund(s):- FIDELITY ZERO INTERNATIONAL INDEX FUND
- FIDELITY ZERO TOTAL MARKET INDEX FUND
- Fidelity 500 Index Fund
-
1 APPLE INC 4.99%
Part of fund(s):- FIDELITY ZERO INTERNATIONAL INDEX FUND
- FIDELITY ZERO TOTAL MARKET INDEX FUND
- Fidelity 500 Index Fund
-
2 MICROSOFT CORP 4.46%
Part of fund(s):- FIDELITY ZERO INTERNATIONAL INDEX FUND
- FIDELITY ZERO TOTAL MARKET INDEX FUND
- Fidelity 500 Index Fund
-
3 AMAZON.COM INC 2.82%
Part of fund(s):- FIDELITY ZERO INTERNATIONAL INDEX FUND
- FIDELITY ZERO TOTAL MARKET INDEX FUND
- Fidelity 500 Index Fund
-
4 BROADCOM INC 2.37%
Part of fund(s):- FIDELITY ZERO INTERNATIONAL INDEX FUND
- FIDELITY ZERO TOTAL MARKET INDEX FUND
- Fidelity 500 Index Fund
-
5 ALPHABET INC CL A 2.31%
Part of fund(s):- FIDELITY ZERO INTERNATIONAL INDEX FUND
- FIDELITY ZERO TOTAL MARKET INDEX FUND
- Fidelity 500 Index Fund
-
6 ALPHABET INC CL C 1.85%
Part of fund(s):- FIDELITY ZERO INTERNATIONAL INDEX FUND
- FIDELITY ZERO TOTAL MARKET INDEX FUND
- Fidelity 500 Index Fund
-
7 META PLATFORMS INC CL A 1.73%
Part of fund(s):- FIDELITY ZERO INTERNATIONAL INDEX FUND
- FIDELITY ZERO TOTAL MARKET INDEX FUND
- Fidelity 500 Index Fund
-
8 TESLA INC 1.51%
Part of fund(s):- FIDELITY ZERO INTERNATIONAL INDEX FUND
- FIDELITY ZERO TOTAL MARKET INDEX FUND
- Fidelity 500 Index Fund
- Top 10 total 41.64%
The look-through holdings scream “standard index investor… with one science experiment.” Underneath, you’ve got the usual celebrity suspects: Nvidia, Apple, Microsoft, Amazon, Alphabet, Meta, Tesla — the default cast of a US index fund. Nothing shocking there; that’s just what broad market exposure looks like now. The actual weirdness is not overlap, it’s that Sellas sits outside all that and still dominates your risk. Overlap analysis is limited because we only see ETF top-10s, but even with partial data it’s clear: you’re not secretly diversified; you’re just holding the same megacap tech cluster plus one biotech chaos monkey.
Factors
Factor exposure — the hidden flavors driving returns — is yelling “small, fast, and not exactly high quality.” Size factor at 85% says you’re leaning into smaller, riskier names, mostly thanks to the biotech bet. Momentum at 46% means you’re chasing winners, while quality barely registers at 5%. That combo is like redlining a sports car with discount brakes. A bit of value tilt is there, but coverage is low, so don’t overread it. Factor data isn’t perfect, but the message is clear: this setup would party hard in strong risk-on markets and sulk dramatically when investors suddenly remember that profits and balance sheets matter.
Risk contribution
-
Sellas Life Sciences Group Inc
Weight: 13.99% 53.5% -
Fidelity 500 Index Fund
Weight: 62.14% 34.8% -
FIDELITY ZERO INTERNATIONAL INDEX FUND
Weight: 18.53% 8.6% -
FIDELITY ZERO TOTAL MARKET INDEX FUND
Weight: 5.34% 3.1%
Risk contribution is where the mask fully comes off. Sellas is 14% of the weight but contributes over 53% of total portfolio risk, with a risk-to-weight ratio of nearly 4. That’s absurd. It’s the financial equivalent of a drunk uncle at a wedding: small part of the guest list, dominates the entire night. Meanwhile, your big, boring S&P 500 position is 62% of the weight and only about 35% of the risk. When a single stock is doing over half the shaking, you don’t really have a diversified portfolio; you have one big bet hiding inside a polite index wrapper.
Redundant positions
-
High correlationFIDELITY ZERO TOTAL MARKET INDEX FUNDFidelity 500 Index Fund
Correlation measures how often things move together — basically, whether your holdings freak out in sync. Your two US index funds are highly correlated, meaning they’re basically different T‑shirts with the same face printed on them. That’s not “diversification”; that’s wardrobe redundancy. This limits the benefit of holding multiple funds, because when markets drop, they’ll all sing the same sad song at once. The only thing that really breaks pattern is Sellas — but it breaks it by being wildly volatile, not by offering steady ballast. So you’re not getting smart diversification, just more ways to experience the same roller coaster.
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, your portfolio sits on the efficient frontier, which is the curve showing the best return for each risk level using these ingredients. So yes, given this exact set of holdings, you’re technically “efficient” — but also not optimal. A higher Sharpe ratio is achievable with different weights, meaning better reward per unit of risk. Right now you’re choosing a spicier ride than necessary for the payoff. And that “same-risk optimized” portfolio with 125% volatility and 40% return is basically a math hallucination, not a sane target. Translation: with the same holdings but saner weights, you could keep the flavor and ditch some of the nausea.
Dividends
- Fidelity 500 Index Fund 1.20%
- FIDELITY ZERO INTERNATIONAL INDEX FUND 2.60%
- FIDELITY ZERO TOTAL MARKET INDEX FUND 1.10%
- Weighted yield (per year) 1.29%
Dividend yield at around 1.29% is pocket change, not an income strategy. This is firmly in the “growth first, cash later” camp. That’s fine for someone focused on long-term compounding, but it also means you’re relying almost entirely on price appreciation to feel successful. No high-yield chase here, which honestly is one of the more sensible aspects: at least you didn’t layer junky high-dividend stuff on top of a biotech gamble. Just remember, dividends are the boring but reliable part of returns; treating them like an afterthought guarantees you’ll care a lot more about day-to-day price swings than a calmer income-focused setup would.
Ongoing product costs
- Fidelity 500 Index Fund 0.02%
- Weighted costs total (per year) 0.01%
Costs are hilariously good. A 0.01% total expense ratio is so low it’s basically a rounding error. The 500 index fund at 0.02%, plus the zero-fee funds, suggests someone at least clicked the “cheap is good” button on purpose. Fees aren’t what’s hurting you here; if anything, they’re one of the only things not sabotaging returns. The irony is you built an ultra-low-cost chassis and then stuck a volatility grenade on top. Still, credit where it’s due: you’re not lighting money on fire via management fees. The problems are behavioral and structural, not expense-related.
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