Equity portfolio combining global value tilt with strong US and international momentum characteristics
Report created on Jun 28, 2026Risk profile
4/7
Diversification profile
3/5
Positions
-
AV Avantis ALL Equity Markets Value ETF
AVGV - US0250722164 50.00% -
SP Invesco S&P 500® Momentum ETF
SPMO - US46138E3392 30.00% -
ID Invesco S&P International Developed Momentum ETF
IDMO - US46138E2220 20.00%
This portfolio is a focused three‑ETF mix that is 100% in stocks. About half sits in a global all‑equity value ETF, while the remaining 50% is split between US momentum and international developed momentum funds. So structurally, it blends two different styles: value (cheaper companies relative to fundamentals) and momentum (stocks with strong recent price trends). Having only three positions keeps the structure simple and easy to follow. At the same time, each ETF holds hundreds of companies underneath, which is why the diversification score comes out as moderately diversified rather than concentrated in just a handful of names.
Growth
Over the period from mid‑2023 to mid‑2026, a hypothetical $1,000 in this portfolio grew to about $2,135. That translates to a Compound Annual Growth Rate (CAGR) of 29.03%, which is how much it grew per year on average, similar to measuring average speed on a long road trip. This outpaced both the US market and a global market benchmark by roughly 9 percentage points a year. The maximum drawdown, or worst peak‑to‑trough drop, was about -16.6%, slightly milder than the US market. Returns were also concentrated: 90% of gains came from just 29 trading days, which shows results depended heavily on a relatively small set of big up days.
Projection
The Monte Carlo projection uses the portfolio’s historical behavior to simulate 1,000 possible futures over 15 years. Think of it as rolling the dice many times to see a range of potential outcomes, not a prediction of one specific path. The median scenario turns $1,000 into about $2,806, with a wide “most likely” band from roughly $1,900 to $4,200. The broad 5th–95th percentile range runs from about $1,000 to $7,900, showing both downside and upside possibilities. The average annual return across all simulations is 8.21%. As always, these simulations rely on past volatility and returns, which can change, so they illustrate possibilities rather than guarantees.
Asset classes
- Stocks 100%
All of the portfolio is invested in stocks, with no allocation to bonds, cash, or alternatives. This all‑equity stance generally means more sensitivity to market ups and downs compared with a mix that includes fixed income. The benefit is full participation in equity growth when markets are strong. The trade‑off is that there’s no built‑in buffer from more stable asset classes during equity sell‑offs. Relative to many broad market benchmarks that include bonds, this portfolio tilts clearly toward growth potential over stability, which aligns with its “balanced” risk label mainly through diversification across many stocks rather than by holding different asset classes.
Sectors
- Technology 23%
- Financials 22%
- Industrials 16%
- Consumer Discretionary 8%
- Energy 8%
- Basic Materials 6%
- Telecommunications 5%
- Health Care 4%
- Consumer Staples 4%
- Utilities 2%
- Real Estate 1%
Sector exposure is reasonably spread out, with technology at 23%, financials at 22%, and industrials at 16% forming the core. Other areas like consumer discretionary, energy, materials, telecom, and health care each play smaller but meaningful roles. Compared with common global benchmarks, technology is important but not overwhelmingly dominant, which can help avoid overreliance on a single theme. Portfolios that lean heavily into technology and similar growth areas often see sharper swings when interest rates change; here, the notable presence of financials and industrials adds a different economic flavor. Overall, this mix supports sector diversification while still giving a clear role to tech‑related growth drivers.
Regions
- North America 66%
- Europe Developed 17%
- Japan 8%
- Asia Developed 4%
- Asia Emerging 2%
- Africa/Middle East 2%
- Australasia 1%
- Latin America 1%
Geographically, about two‑thirds of the portfolio is in North America, with the rest mainly in developed markets like Europe and Japan, plus smaller slices in developed Asia, emerging Asia, Africa/Middle East, Australasia, and Latin America. This creates a strong home bias toward North America while still keeping meaningful global reach. Compared with a pure global market index, North America is slightly more dominant here, but not to an extreme. The diversified exposure across multiple regions helps spread risk across different economies and currencies, which can soften the impact if one area experiences a downturn or a currency swing, while still letting North American market trends strongly influence overall results.
Market capitalization
- Large-cap 35%
- Mega-cap 30%
- Mid-cap 20%
- Small-cap 10%
- Micro-cap 5%
The portfolio spans the full company size spectrum: about 65% in mega‑ and large‑cap stocks, 20% in mid‑caps, and 15% combined in small and micro‑caps. Large and mega‑caps are typically more established businesses and tend to be less volatile than smaller firms, so their dominance supports some stability. The meaningful slice in mid, small, and micro‑caps introduces potential for higher growth and bigger price swings. This size mix is fairly broad and resembles diversified equity benchmarks, rather than being overwhelmingly tilted to either giants or tiny companies. It means returns can be driven by both global blue‑chip names and more niche or emerging companies that might behave differently during various market cycles.
True holdings
-
MU Micron Technology Inc 3.92%
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
-
NV NVIDIA Corporation 2.46%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
AV Broadcom Inc 1.96%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
LR Lam Research Corp 1.57%
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
-
GO Alphabet Inc Class A 1.36%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
XO Exxon Mobil Corp 1.32%
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
-
JN Johnson & Johnson 1.22%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
AM Advanced Micro Devices Inc 1.17%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
GO Alphabet Inc Class C 1.08%
Part of fund(s):- Invesco S&P 500® Momentum ETF
-
IN Intel Corporation 0.90%
Part of fund(s):- Invesco S&P 500® Momentum ETF
- Top 10 total 16.96%
Looking through the ETFs’ top holdings, several names appear across multiple funds, creating hidden concentration. For instance, Micron, NVIDIA, Broadcom, Lam Research, and other semiconductor‑related companies appear prominently, together making up a noticeable portion of the portfolio. Alphabet shows up in both share classes, and Exxon Mobil and Johnson & Johnson add exposure from other parts of the economy. Because this analysis only uses ETF top‑10 holdings, actual overlap is likely understated. Still, it’s clear that a significant slice of the portfolio’s behavior can be influenced by a relatively small group of large, often technology‑oriented firms that appear in more than one ETF.
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 shows meaningful tilts toward both value and momentum. Value is at 64%, a mild tilt toward cheaper stocks relative to fundamentals like earnings or book value. Momentum is at 60%, meaning a bias toward stocks that have been strong recent performers. Factor exposure is like looking under the hood to see which “ingredients” drive returns. A value tilt can help when markets reward cheaper names, while momentum tends to do well when trends persist, but can suffer when leadership abruptly flips. Other factors—size, quality, yield, and low volatility—sit near neutral, implying they behave roughly like the broad market rather than being strong drivers of differences versus standard indices.
Risk contribution
-
Avantis ALL Equity Markets Value ETF
Weight: 50.00% 44.8% -
Invesco S&P 500® Momentum ETF
Weight: 30.00% 35.4% -
Invesco S&P International Developed Momentum ETF
Weight: 20.00% 19.8%
Risk contribution shows how much each ETF adds to overall ups and downs, which can differ from its weight. Here, the global value ETF is 50% of the portfolio but contributes about 45% of total risk, slightly less than its size would suggest. The US momentum fund is 30% by weight yet contributes over 35% of risk, indicating it is a bit more volatile than its allocation alone implies. The international momentum ETF’s risk is closely in line with its weight. Overall, risk is spread fairly proportionally across the three funds, with the main nuance being that the US momentum sleeve punches somewhat above its weight in driving day‑to‑day fluctuations.
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 analysis suggests the current mix is already on or very near the efficient frontier, which is the curve showing the best expected return for each level of risk using only the current holdings. The portfolio’s Sharpe ratio, a measure of risk‑adjusted return comparing excess return to volatility, is 1.41. The maximum Sharpe portfolio using the same three ETFs scores 1.76 with higher risk and higher return, while the minimum‑variance version has slightly lower risk and a Sharpe of 1.32. Being near the frontier means the current allocation is already using these holdings efficiently for its chosen risk level, not leaving obvious risk/return benefits on the table.
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%
- Weighted yield (per year) 1.75%
The overall dividend yield is about 1.75%, combining a relatively higher yield from the international momentum ETF (3.70%) with lower yields from the global value and US momentum funds. Dividend yield measures annual cash payouts as a percentage of price and can add a steady income component on top of price changes. Here, income is a modest but real part of total return, not the main focus. That’s typical for strategies emphasizing value and momentum, where much of the expected payoff comes from capital appreciation. Over time, even a moderate yield can meaningfully contribute to compounded returns, especially when dividends are reinvested back into the portfolio.
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%
- Weighted costs total (per year) 0.22%
The portfolio’s total expense ratio (TER) is around 0.22% per year, based on the underlying ETFs’ costs. TER is the annual fee charged by funds, expressed as a percentage of assets, and it comes out of returns automatically. In the context of active or factor‑tilted strategies, this level is impressively low and supportive of long‑term performance. Lower ongoing costs mean more of the portfolio’s gross returns are kept rather than paid in fees, and the difference compounds over time. Relative to many factor or smart‑beta products, these charges are quite competitive, which is a structural strength of this setup.
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