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Factor-tilted global equity portfolio blending value momentum and dividend income across company sizes

Report created on Apr 23, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

3/5
Moderately Diversified
Less diversification More diversification
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Positions

This portfolio is a pure equity mix built entirely from eight ETFs, with no bonds or cash sleeves. The structure leans heavily on three core US building blocks: small-cap value, large-cap growth, and mid-cap momentum, each at 20%. Around 30% goes to international developed and emerging markets, and the remaining 10% is in US and international dividend strategies. This creates a blend of growth, value, momentum, and income themes in one package. A 100% stock allocation usually means a bumpier ride than mixed stock‑bond portfolios. Here, the design focuses on return potential and factor tilts rather than smoothing short‑term volatility.

Growth Info

Over the period from April 2021 to April 2026, a hypothetical $1,000 in this portfolio grew to about $1,830. That works out to a compound annual growth rate (CAGR) of 13.01%, slightly ahead of the broad US market at 12.49% and clearly above the global market at 10.31%. CAGR is like average speed on a long trip, smoothing out all the ups and downs. The worst peak‑to‑trough drop, or max drawdown, was about -25%, similar to the benchmarks. The fact that only 18 days generated 90% of total returns underlines how a handful of strong days can drive long‑term outcomes.

Projection Info

The Monte Carlo projection uses past return and volatility patterns to simulate many possible 15‑year paths for $1,000. Think of it as running 1,000 “what if” scenarios based on historical behavior, not a crystal ball. The median outcome ends near $2,761, with a fairly wide “likely” band from roughly $1,771 to $4,202, and a very broad possible range from about $961 to $7,683. The average simulated annual return is just over 8%, and about 73% of simulations end positive. These ranges highlight uncertainty: history provides inputs, but future markets can behave differently, especially for a factor‑tilted, all‑equity portfolio.

Asset classes Info

  • Stocks
    100%

Asset‑class exposure is straightforward: 100% in stocks, with no bonds, commodities, or cash sleeves in the mix. Stocks historically have offered higher long‑run growth potential than bonds, but also deeper and more frequent drawdowns. This explains why the portfolio’s risk score lands at 4/7 while still being labeled “balanced” in the classification system. In practice, “balanced” here reflects diversification within equities, not across different asset classes. During equity bear markets, there is no built‑in cushion from bonds, so portfolio value will move closely with global stock conditions rather than being buffered by fixed income behavior.

Sectors Info

  • Technology
    19%
  • Industrials
    19%
  • Financials
    16%
  • Consumer Discretionary
    11%
  • Energy
    7%
  • Basic Materials
    7%
  • Telecommunications
    6%
  • Health Care
    5%
  • Consumer Staples
    4%
  • Utilities
    3%
  • Real Estate
    2%

Sector exposure is quite spread out, with technology and industrials each at about 19%, financials at 16%, and consumer discretionary at 11%. The remaining weight is divided across energy, basic materials, telecom, health care, staples, utilities, and real estate, all in single digits. This alignment looks relatively balanced versus many broad equity benchmarks, which often tilt more heavily toward technology. A diversified sector mix can help when different parts of the economy take turns leading or lagging. For instance, if high‑growth tech stumbles while industrial or financial stocks hold up better, this spread can soften the impact compared with a very tech‑heavy portfolio.

Regions Info

  • North America
    66%
  • Europe Developed
    13%
  • Japan
    5%
  • Asia Developed
    5%
  • Latin America
    4%
  • Africa/Middle East
    2%
  • Asia Emerging
    2%
  • Australasia
    2%
  • Europe Emerging
    1%

Geographically, the portfolio is clearly US‑tilted but still global, with about 66% in North America. Developed Europe represents 13%, and Japan and other developed Asia together add around 10%. The rest is spread across Latin America, Africa/Middle East, emerging Asia, Australasia, and emerging Europe. That means roughly one‑third of the exposure is outside North America, giving some diversification across economies, currencies, and political systems. Relative to a truly global market‑cap index, this is more US‑heavy, which has recently been a tailwind. At the same time, meaningful weight in international small value, momentum, and freer‑market emerging strategies brings in distinctly non‑US growth drivers.

Market capitalization Info

  • Mega-cap
    26%
  • Small-cap
    23%
  • Mid-cap
    22%
  • Large-cap
    18%
  • Micro-cap
    10%

The market‑cap mix is unusually balanced: 26% mega‑caps, 18% large‑caps, 22% mid‑caps, 23% small‑caps, and 10% micro‑caps. Broad global indices are typically dominated by mega and large companies, so this portfolio puts noticeably more emphasis on the middle and lower end of the size spectrum. Company size matters because smaller firms often see more volatile price swings and more varied outcomes, but historically have sometimes delivered higher returns over long stretches. This structure therefore spreads exposure across the corporate lifecycle, from established giants to emerging players. It also means performance can diverge more from large‑cap benchmarks when mid and small‑caps behave differently.

True holdings Info

  • NVIDIA Corporation
    2.42%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Apple Inc
    1.98%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Microsoft Corporation
    1.53%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Amazon.com Inc
    1.19%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Samsung Electronics Co Ltd
    1.01%
    Part of fund(s):
    • Freedom 100 Emerging Markets ETF
  • Alphabet Inc Class A
    0.97%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Broadcom Inc
    0.93%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Curtiss-Wright Corporation
    0.79%
    Part of fund(s):
    • Invesco S&P MidCap Momentum ETF
  • Alphabet Inc Class C
    0.77%
    Part of fund(s):
    • Schwab U.S. Large-Cap Growth ETF
  • Taiwan Semiconductor Manufacturing
    0.76%
    Part of fund(s):
    • Freedom 100 Emerging Markets ETF
  • Top 10 total 12.36%

Looking through to the top holdings inside the ETFs, the largest single‑name exposures include NVIDIA, Apple, Microsoft, Amazon, Samsung Electronics, Alphabet (both share classes), Broadcom, Curtiss‑Wright, and Taiwan Semiconductor. None of these exceed about 2.5% of the overall portfolio, even after adding up exposure across multiple funds. That suggests no single company dominates total risk. However, overlap is only measured using ETF top‑10 lists, covering about 31% of the portfolio, so actual duplication across positions is likely higher. This still points toward diversified stock‑specific risk, with portfolio behavior driven more by broad factors and styles than by any one company.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 100%
Size
Exposure to smaller companies
Neutral
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 95%
Quality
Preference for financially healthy companies
Neutral
Data availability: 95%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 100%

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 notable tilts to both value (64%) and momentum (60%), with size, quality, yield, and low volatility all close to neutral around the 50% mark. Factor exposure is basically how much the portfolio leans into certain characteristics that research links to long‑term returns. A value tilt means relatively more weight in cheaper stocks based on fundamentals, which can help when markets favor “bargains” over fast‑growing names. A momentum tilt favors stocks with strong recent performance, which can add power in trending markets but may be vulnerable in sharp reversals. Together, these tilts create a fairly active factor profile versus a market‑like blend.

Risk contribution Info

  • Avantis® U.S. Small Cap Value ETF
    Weight: 20.00%
    23.2%
  • Invesco S&P MidCap Momentum ETF
    Weight: 20.00%
    22.4%
  • Schwab U.S. Large-Cap Growth ETF
    Weight: 20.00%
    21.8%
  • Freedom 100 Emerging Markets ETF
    Weight: 10.00%
    9.3%
  • Invesco S&P International Developed Momentum ETF
    Weight: 10.00%
    8.7%
  • Top 5 risk contribution 85.4%

Risk contribution shows how much each ETF drives the portfolio’s overall ups and downs, which can differ from its simple weight. Here, the three 20% US funds—small‑cap value, mid‑cap momentum, and large‑cap growth—contribute about 67% of total risk, slightly more than their 60% combined weight. Their risk/weight ratios above 1 confirm they are modestly more volatile or less diversifying than the rest. The 10% international momentum and freedom‑style emerging markets funds each contribute slightly less risk than their weights, suggesting they bring some diversification benefits. Overall, portfolio risk is concentrated in the US factor sleeves but not to an extreme degree.

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.

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The efficient frontier analysis compares this portfolio’s risk/return mix to the best that could be achieved using the same holdings with different weights. The current portfolio has a Sharpe ratio of 0.58, while the “optimal” mix reaches 0.85 at similar risk, and the minimum‑variance mix hits 0.68 with lower risk. Sharpe ratio measures return per unit of volatility above the risk‑free rate—the higher, the more efficient. Being about 1.77 percentage points below the efficient frontier at the current risk level suggests that, historically, a different weighting of these exact ETFs could have delivered a better risk‑adjusted trade‑off without adding new assets.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Freedom 100 Emerging Markets ETF 1.80%
  • Invesco S&P International Developed Momentum ETF 3.60%
  • Schwab U.S. Dividend Equity ETF 3.40%
  • Schwab U.S. Large-Cap Growth ETF 0.40%
  • Schwab International Dividend Equity ETF 3.40%
  • Invesco S&P MidCap Momentum ETF 0.70%
  • Weighted yield (per year) 1.64%

The overall dividend yield sits around 1.64%, a modest income stream compared with high‑yield equity strategies but higher than many pure growth lineups. Individual yields vary widely: US large‑cap growth and mid‑cap momentum funds have yields below 1%, while the dividend‑focused ETFs and international momentum fund offer yields above 3%. Dividends can matter in two ways: as cash income and as a component of total return when reinvested. In this portfolio, they play a supporting rather than central role, with capital growth and factor exposure doing most of the heavy lifting and income providing a small extra contribution over time.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Freedom 100 Emerging Markets ETF 0.49%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Schwab U.S. Dividend Equity ETF 0.06%
  • Schwab U.S. Large-Cap Growth ETF 0.04%
  • Schwab International Dividend Equity ETF 0.14%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Weighted costs total (per year) 0.25%

The portfolio’s total expense ratio (TER) averages about 0.25%, which is reasonably low, especially for a factor‑tilted, multi‑region equity lineup. Individual fund costs range from 0.04% for the US large‑cap growth ETF up to 0.49% for the emerging markets fund. TER is the annual fee charged by funds, expressed as a percentage of assets; it quietly reduces returns every year. Keeping costs in this range supports better compounding over long periods, particularly compared with older or more specialized products that often charge significantly more. Overall, these costs are impressively contained given the blend of small‑cap, value, momentum, and emerging‑market exposures.

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