Value-obsessed equity grinder that loves risk premiums more than it loves the actual risk score
Report created on Jun 22, 2026Risk profile
4/7
Diversification profile
4/5
Positions
-
VT Vanguard Total Stock Market Index Fund ETF Shares
VTI - US9229087690 30.00% -
VX Vanguard Total International Stock Index Fund ETF Shares
VXUS - US9219097683 25.00% -
AV American Century ETF Trust - Avantis U.S. Large Cap Value ETF
AVLV - US0250723493 15.00% -
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 15.00% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 7.50% -
AV Avantis® Emerging Markets Value ETF
AVES - US0250723725 7.50%
This portfolio looks like a quant who discovered Avantis and then refused to buy anything else ever again. It’s 100% equity, six funds, and not a single attempt at balance outside of “stocks, but cheaper and smaller please.” The structure is basically two broad market blankets from Vanguard, then four value-factor flamethrowers layered on top. It’s diversified in the “lots of tickers under the hood” sense, but philosophically it’s a one-note album: equity risk plus value and size everywhere. For something labeled “balanced,” this is about as balanced as an all-espresso diet — impressive output, just don’t pretend it’s moderate.
Growth
Historically, this thing has done what you’d expect from a factor-heavy stock machine: grown nicely while making you earn it. A CAGR of 12.68% since late 2021 is solid, but it still trails the US market by 1.14% a year — so all that clever value tilting hasn’t exactly crushed the basic index. It did beat the global market slightly, but that bar is barely off the ground. The max drawdown of -23.88% also shows no magical downside protection; it sank basically as much as the benchmarks and needed over two years round-trip to fall and recover. Past data here is helpful, but very much “yesterday’s weather.”
Projection
The Monte Carlo projection politely reminds that markets don’t care how elegant the factor story sounds. Monte Carlo just runs thousands of “what if” price paths and averages the chaos. Median outcome of $2,767 from $1,000 in 15 years is fine, but the possible range from $912 to $7,923 is basically “anything from breaking even-ish to ‘wow’.” The 71.6% chance of a positive outcome is nice, but that still leaves a chunky tail where this value-heavy tilt sits in the penalty box. Simulations are educated guesses based on history, not prophecy; this portfolio is clearly playing a higher-variance game and will live or die on how those factors behave.
Asset classes
- Stocks 100%
Asset class “diversification” here is simple: you either own stocks or you own nothing. It’s 100% equity, no bonds, no cash buffer, no diversifiers — just a full send into the risk-on bucket. For something tagged as “balanced,” this is more like a barbell with all the weight loaded on one side. Asset classes are usually the basic food groups of portfolios; this one decided vegetables are for cowards and went straight to meat and caffeine. The implication is straightforward: when equities party, this looks smart. When equities sulk, everything goes down together and there’s nowhere in this structure to hide.
Sectors
- Technology 20%
- Financials 19%
- Industrials 14%
- Consumer Discretionary 12%
- Energy 8%
- Telecommunications 6%
- Health Care 6%
- Basic Materials 6%
- Consumer Staples 5%
- Utilities 2%
- Real Estate 2%
Sector-wise, this portfolio is pretending to be diversified while clearly showing its tech-and-financials crush. Technology at 20% and financials at 19% means nearly 40% in just two economic engines, with industrials and consumer discretionary piled in behind. That’s a lot riding on growth-sensitive parts of the economy doing well at the same time. Yes, there’s a token 2% in utilities and 2% in real estate, but that’s basically loose change under the couch. This is an economically cyclical portfolio wearing a “broad diversification” badge — it passes the index smell test, but in a downturn, many of these sectors likely scream in the same direction.
Regions
- North America 62%
- Europe Developed 12%
- Asia Developed 8%
- Japan 6%
- Asia Emerging 6%
- Africa/Middle East 2%
- Australasia 2%
- Latin America 1%
Geographically, this is “America first, world as a side quest.” With 62% in North America, the rest of the planet gets the supporting role: Europe, Asia, Japan, and emerging markets all show up, but no region outside North America gets double digits on its own. That’s standard index behavior, but let’s not pretend it’s truly global democracy. The world’s growth and risk are more spread out than this map suggests. In any region-specific crisis, this tilt means the portfolio’s fate is tightly bound to one dominant market, while the rest of the allocations are more like seasoning than core ingredients.
Market capitalization
- Mega-cap 28%
- Large-cap 25%
- Mid-cap 22%
- Small-cap 16%
- Micro-cap 8%
The market cap mix screams “I read about the size premium and took it personally.” Mega and large caps are still a decent chunk, but 22% in mid-caps, 16% in small caps, and even 8% in micro-caps means there’s serious love for the scrappy end of town. That’s fine when smaller companies are rewarded; it’s painful when they’re not, because they tend to be more volatile, less liquid, and more sensitive to economic hiccups. This isn’t a passive ride on the global corporate giants; it’s a portfolio deliberately (or accidentally) leaning into the bumpy, less predictable part of the size spectrum.
True holdings
-
AA Apple Inc 2.35%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
NV NVIDIA Corporation 2.01%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
AM Amazon.com Inc 1.51%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
MS Microsoft Corporation 1.38%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
23 Taiwan Semiconductor Manufacturing Co. Ltd. 0.99%
Part of fund(s):- Vanguard Total International Stock Index Fund ETF Shares
-
MU Micron Technology Inc 0.96%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
ME Meta Platforms Inc. 0.95%
Part of fund(s):- American Century ETF Trust - Avantis U.S. Large Cap Value ETF
- Vanguard Total Stock Market Index Fund ETF Shares
-
GO Alphabet Inc Class A 0.92%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
AV Broadcom Inc 0.87%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
GO Alphabet Inc Class C 0.72%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
- Top 10 total 12.65%
Look-through holdings show the usual suspects hogging the spotlight: Apple, NVIDIA, Amazon, Microsoft, Meta, Alphabet, and friends. For a portfolio obsessed with value and small caps, it still can’t quit the megacap tech celebrities via the broad Vanguard funds. Apple at 2.35% and NVIDIA at 2.01% might not sound huge, but that’s just from the top 10 of the ETFs; real overlap is almost certainly higher. The kicker: only 20% of the portfolio is actually captured in this look-through snapshot, so the visible concentration is the tip of the iceberg. Hidden duplication is absolutely happening; it’s just not fully on display.
Factors
The factor profile is basically a confession letter: “I am deeply in love with value and small size.” A 70% tilt to value and 63% to size means the portfolio is heavily skewed toward cheaper, smaller companies versus the regular market. Factor exposure is like the ingredient list on junk food — it explains why things taste (and behave) the way they do. Here, the recipe says: higher potential long-term reward, but with long stretches of feeling wrong while flashy growth stocks run laps around it. The other factors sit near neutral, so the whole personality of this thing is “cheap and small, come what may.”
Risk contribution
-
Vanguard Total Stock Market Index Fund ETF Shares
Weight: 30.00% 30.6% -
Vanguard Total International Stock Index Fund ETF Shares
Weight: 25.00% 22.9% -
Avantis® U.S. Small Cap Value ETF
Weight: 15.00% 18.3% -
American Century ETF Trust - Avantis U.S. Large Cap Value ETF
Weight: 15.00% 14.9% -
Avantis® International Small Cap Value ETF
Weight: 7.50% 7.0% - Top 5 risk contribution 93.7%
Risk contribution exposes what’s actually shaking the ride, not just what looks big on the statement. The broad US market ETF at 30% weight contributes 30.56% of the risk — fair enough, it’s the main driver. The international ETF does slightly less than its weight, which is almost polite. The standout is Avantis U.S. Small Cap Value: 15% weight but 18.28% of total risk, with a risk/weight ratio of 1.22. That position is punching above its size in the volatility department. With the top three holdings delivering over 70% of total risk, this “diversified” lineup actually revolves around a few dominant engines.
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.
The efficient frontier chart is a quiet insult. With a Sharpe ratio of 0.58 versus 0.9 for the optimal mix using the exact same ingredients, this portfolio is like someone assembling IKEA furniture without reading the instructions. The efficient frontier is basically “the best return you could get for each risk level using these holdings.” You are sitting 2.34 percentage points below that curve at your chosen risk — same volatility, noticeably less expected return. Even the minimum-variance mix beats your Sharpe. The message is brutal: you picked fine funds, then arranged them in a way that leaves easy efficiency on the table.
Dividends
- Avantis® International Small Cap Value ETF 4.10%
- Avantis® Emerging Markets Value ETF 3.40%
- American Century ETF Trust - Avantis U.S. Large Cap Value ETF 1.40%
- Avantis® U.S. Small Cap Value ETF 1.60%
- Vanguard Total Stock Market Index Fund ETF Shares 1.00%
- Vanguard Total International Stock Index Fund ETF Shares 2.10%
- Weighted yield (per year) 1.84%
The yield story is very “don’t quit your day job.” A total portfolio yield of 1.84% is mildly better than a broad US index but nowhere near an income machine. Some of the value and international funds bring decent yields — over 3% in a couple of spots — but the overall effect is still more “nice extra pocket change” than meaningful cash flow. Dividends here are a side quest, not the main game. This is a capital growth, factor-driven structure that happens to dribble out some income, not a carefully built paycheck generator.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis® Emerging Markets Value ETF 0.36%
- American Century ETF Trust - Avantis U.S. Large Cap Value ETF 0.15%
- Avantis® U.S. Small Cap Value ETF 0.25%
- Vanguard Total Stock Market Index Fund ETF Shares 0.03%
- Vanguard Total International Stock Index Fund ETF Shares 0.05%
- Weighted costs total (per year) 0.14%
Costs are where this portfolio accidentally behaves like a responsible adult. A total TER of 0.14% is impressively low given the factor-heavy Avantis pieces sprinkled in. The plain-vanilla Vanguard funds basically drag the average fee down like overachieving curve-busters. Yes, some of the Avantis options are on the pricier side for ETFs, but in context this is still a cheap way to run a fairly complex factor bet. There’s not much to roast here: you managed to build a quirky, opinionated portfolio without lighting money on fire in fees. Annoyingly reasonable on this one point.
What next?
Ready to invest in this portfolio?
Select a broker that fits your needs and watch for low fees to maximize your returns.
Create your own report?
Join our community!
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