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Factor tilted global equity portfolio with strong value and size exposure and diversified international footprint

Report created on May 9, 2026

Risk profile Info

5/7
Growth
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

This portfolio is a pure equity mix built entirely from seven ETFs, with no bonds or cash included in the allocation. The weights are spread across U.S. large companies, U.S. small cap value, international large companies, emerging markets, international small cap value, and dedicated momentum strategies. The largest single holding is the U.S. large company ETF at 20%, while most others cluster around 10–15%. A 100% stock allocation tends to amplify both gains and losses compared with mixed stock‑bond portfolios. Here, the structure blends rules-based “fundamental” indices, value tilts, and momentum screens, which means returns will mainly track global equities but can diverge meaningfully from broad market indices at times.

Growth Info

From late 2019 to May 2026, $1,000 in this portfolio grew to about $2,474, a compound annual growth rate (CAGR) of 14.71%. CAGR is like your average speed over a long road trip, smoothing out bumps along the way. Over the same period, the U.S. market did slightly better at 16.30% per year, while the global market returned 13.76%. The portfolio’s worst drop, or max drawdown, was about –39.3% during early 2020, deeper than the benchmarks’ roughly –34% falls. The relatively strong performance versus the global market, despite higher drawdowns, shows how factor tilts can add return but also sharpen the ride when markets move quickly.

Projection Info

The Monte Carlo projection uses past return and volatility patterns to simulate many possible 15‑year futures. Think of it as rolling the dice 1,000 times using history as a guide, not as a promise. The median outcome turns $1,000 into around $2,776, implying moderate long-term growth, while the central “likely” band ranges from roughly $1,807 to $4,383. Extreme simulations stretch from about $984 to $7,811, underscoring how wide equity outcomes can be. The average annualized return across simulations is 8.22%, lower than recent history, reflecting the uncertainty of projecting high past returns. As always, these are scenarios, not forecasts: real markets can deliver very different paths, especially around big macro shocks.

Asset classes Info

  • Stocks
    100%

Every dollar here is in stocks, with 0% allocated to bonds, cash, or alternatives. Asset classes are the broad buckets — like stocks, bonds, and real estate — that tend to behave differently across economic cycles. A 100% equity stance usually means higher long‑term growth potential but also larger and more frequent swings in value, especially during recessions or market crises. Many broad benchmarks combine stocks and bonds, so compared against them this portfolio naturally looks more “growthy” and volatile. The clear advantage is simplicity and full exposure to global corporate growth; the trade‑off is that all risk is concentrated in one asset class, so there’s no built‑in cushion when stocks fall together.

Sectors Info

  • Industrials
    18%
  • Financials
    15%
  • Technology
    14%
  • Energy
    11%
  • Basic Materials
    11%
  • Consumer Discretionary
    10%
  • Health Care
    6%
  • Telecommunications
    5%
  • Consumer Staples
    4%
  • Utilities
    3%
  • Real Estate
    1%

Sector exposure is spread across the economy, with Industrials (18%), Financials (15%), and Technology (14%) as the top weights, followed by Energy and Basic Materials at 11% each. Smaller slices sit in Consumer Discretionary, Health Care, Telecoms, Staples, Utilities, and Real Estate. Compared with many broad global indices, this mix leans more toward cyclical areas like Industrials, Energy, and Materials and slightly less toward traditionally defensive sectors. Sector allocations matter because different parts of the economy react differently to interest rates, inflation, and growth trends. A portfolio tilted toward economically sensitive sectors may benefit more during expansions but can be more exposed when global growth slows or commodity prices swing sharply.

Regions Info

  • North America
    52%
  • Europe Developed
    16%
  • Japan
    8%
  • Asia Emerging
    7%
  • Asia Developed
    6%
  • Africa/Middle East
    4%
  • Latin America
    4%
  • Australasia
    3%

Geographically, the portfolio holds about 52% in North America, with the rest spread across Europe Developed (16%), Japan (8%), Asia Emerging (7%), Asia Developed (6%), Africa/Middle East (4%), Latin America (4%), and Australasia (3%). This is more globally diversified than a typical U.S.-only approach and much closer to world market weights, which is helpful for spreading country and currency risks. Compared with global indices that often have 60%+ in North America, this allocation slightly reduces U.S. dominance and gives more room to other regions. That alignment with global standards is a strength: it means portfolio outcomes are influenced by a wide set of economies rather than a single country’s fortunes.

Market capitalization Info

  • Mid-cap
    29%
  • Large-cap
    23%
  • Mega-cap
    22%
  • Small-cap
    18%
  • Micro-cap
    7%

The portfolio spans the full company size spectrum: mid caps hold the largest share at 29%, followed by large caps (23%), mega caps (22%), small caps (18%), and micro caps (7%). Market capitalization, or “market cap,” is basically company size measured by stock market value. Many broad market indices are dominated by mega and large caps, so the heavier emphasis on mid and small caps here is a notable shift. Smaller companies often have higher growth potential but more volatile and sometimes bumpier price paths. This more even spread across sizes supports diversification by not relying solely on the very largest firms, while the tilt toward mid and small caps helps express the portfolio’s size factor exposure.

True holdings Info

  • Apple Inc
    0.84%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
  • Taiwan Semiconductor Manufacturing Co. Ltd.
    0.79%
    Part of fund(s):
    • Schwab Fundamental Emerging Markets Large Company Index ETF
  • Samsung Electronics Co Ltd
    0.62%
    Part of fund(s):
    • Schwab Fundamental International Large Company Index ETF
  • Exxon Mobil Corp
    0.49%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
  • Vicor Corporation
    0.47%
    Part of fund(s):
    • Alpha Architect U.S. Quantitative Momentum ETF
  • Petroleo Brasileiro SA Petrobras Participating Preferred
    0.46%
    Part of fund(s):
    • Schwab Fundamental Emerging Markets Large Company Index ETF
  • Vale S.A.
    0.46%
    Part of fund(s):
    • Schwab Fundamental Emerging Markets Large Company Index ETF
  • Microsoft Corporation
    0.46%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
  • Alphabet Inc Class A
    0.45%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
  • Alibaba Group Holding Ltd
    0.44%
    Part of fund(s):
    • Schwab Fundamental Emerging Markets Large Company Index ETF
  • Top 10 total 5.48%

Looking through ETF top holdings, no single company stands out as dominating the portfolio. The largest underlying names — Apple, TSMC, Samsung, Exxon Mobil, and a handful of others — each represent well under 1% of total exposure, with Apple at about 0.84%. Some firms appear across multiple ETFs, creating modest “hidden” overlap, but the concentration is still low. Because the analysis only covers ETF top‑10 holdings, total overlap is likely understated; many smaller positions sit beyond that list. Even so, the pattern shows that portfolio risk is driven much more by broad factor and regional tilts than by big bets on a few individual stocks, which generally supports resilience against company‑specific shocks.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 90%
Size
Exposure to smaller companies
High
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 100%
Quality
Preference for financially healthy companies
Neutral
Data availability: 90%
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 here is distinctive, with high tilts to value (76%) and size (66%), while momentum, quality, yield, and low volatility sit around neutral levels. Factors are like investing “ingredients” — characteristics such as cheapness (value) or smaller size that research links to long‑run return patterns. A strong value tilt means the portfolio leans toward companies trading at lower prices relative to fundamentals, which can help when undervalued stocks rebound but may lag during growth‑stock booms. A high size exposure reflects the heavier weight in smaller and mid‑sized companies, adding potential return but also extra volatility. The near‑neutral readings on other factors suggest those characteristics are roughly market‑like rather than being strongly emphasized.

Risk contribution Info

  • Avantis® U.S. Small Cap Value ETF
    Weight: 15.00%
    19.0%
  • Schwab Fundamental U.S. Large Company Index ETF
    Weight: 20.00%
    18.2%
  • Alpha Architect U.S. Quantitative Momentum ETF
    Weight: 15.00%
    18.1%
  • Schwab Fundamental International Large Company Index ETF
    Weight: 15.00%
    13.7%
  • Schwab Fundamental Emerging Markets Large Company Index ETF
    Weight: 15.00%
    12.8%
  • Top 5 risk contribution 81.7%

Risk contribution shows how much each ETF drives overall ups and downs, which can differ from its weight. Here, the U.S. small cap value ETF, U.S. large company ETF, and U.S. momentum ETF each weigh 15–20% but together contribute about 55% of total portfolio risk. Their risk/weight ratios above 1.0 (except the large‑cap ETF, which is slightly below) indicate that the small cap value and momentum sleeves punch above their size in terms of volatility impact. In contrast, the international and emerging markets funds contribute somewhat less risk than their weights might suggest. This pattern is typical: smaller-cap and momentum strategies tend to be choppier, so they naturally dominate the portfolio’s day‑to‑day movements.

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, the current portfolio sits below the efficient frontier, with a Sharpe ratio of 0.61 versus 0.84 for the optimal mix of the same holdings. The Sharpe ratio is a way of comparing returns per unit of risk taken, using a risk‑free rate (here 4%) as a baseline. Being about 1.16 percentage points below the frontier at the same risk level means that, historically, a different weighting of these exact ETFs could have delivered a somewhat better risk‑adjusted outcome. Importantly, this doesn’t suggest anything about future markets; it just indicates that, given past data, there was room to juggle the weights and get more “return per bump” without changing the line‑up of funds.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Schwab Fundamental Emerging Markets Large Company Index ETF 3.60%
  • Schwab Fundamental International Large Company Index ETF 2.90%
  • Schwab Fundamental U.S. Large Company Index ETF 1.50%
  • Alpha Architect International Quantitative Momentum ETF 2.10%
  • Alpha Architect U.S. Quantitative Momentum ETF 0.40%
  • Weighted yield (per year) 2.02%

The portfolio’s overall dividend yield is about 2.02%, with individual ETFs ranging from roughly 0.40% to 3.60%. Dividend yield is the annual cash payout as a percentage of price, similar to interest on a savings account but not guaranteed. The higher‑yielding pieces tend to be in emerging markets and international value stocks, while the momentum strategies and U.S. small caps yield less. A 2% yield won’t dominate total returns in a growth‑oriented equity portfolio, but it can provide a steady income component that complements price appreciation. It also means a material part of long‑term performance may come from reinvested dividends, which historically have been a significant driver of equity wealth building.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Schwab Fundamental Emerging Markets Large Company Index ETF 0.39%
  • Schwab Fundamental International Large Company Index ETF 0.25%
  • Schwab Fundamental U.S. Large Company Index ETF 0.25%
  • Alpha Architect International Quantitative Momentum ETF 0.39%
  • Alpha Architect U.S. Quantitative Momentum ETF 0.29%
  • Weighted costs total (per year) 0.30%

The weighted average ongoing fee, or Total Expense Ratio (TER), is about 0.30% per year across the ETFs. TER is the percentage of your investment used annually to run the funds, a bit like a management “subscription” fee. In the context of factor and smart‑beta style strategies, a 0.30% cost level is relatively competitive, especially given the use of value and momentum tilts that typically carry higher fees than plain index trackers. Low ongoing costs are a quiet but important strength: every dollar not spent on fees stays invested and can compound. Over many years, even a few tenths of a percent can add up, so this cost structure supports better long‑term net returns.

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