Diversified global equity portfolio with balanced factor tilts and risk spread across active ETF strategies

Report created on May 20, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

3/5
Moderately Diversified
Less diversification More diversification

Positions

This portfolio is a 100% stock mix built entirely from ETFs, split across US, international developed, and emerging markets. The three largest positions each hold about 22% and together make up two-thirds of the portfolio, while the remaining funds are smaller satellites. The building blocks follow rules-based strategies focusing on fundamentals, value, or momentum rather than simple market-cap weighting. This structure keeps things relatively simple in terms of number of positions but still offers many underlying stocks. The clear core-and-satellite layout means most of the behavior will be driven by the big three positions, with the rest adding diversification and exposure to different regions and styles.

Growth Info

Over the period from late 2023 to mid-2026, $1,000 grew to about $1,887, implying a compound annual growth rate (CAGR) near 28.8%. CAGR is the “average speed” of growth per year, smoothed out over the full stretch. This beat both the US market and global market benchmarks by roughly 3 percentage points per year. The worst peak‑to‑trough drop was about -17.3%, slightly milder than the US benchmark drawdown. Most of the gains came in a relatively small set of days, which is typical for equity portfolios. These results are strong but cover a short, favorable window, so they shouldn’t be treated as a long-term guarantee.

Projection Info

The Monte Carlo projection uses past return and volatility patterns to randomly simulate many possible 15‑year paths for this portfolio. Think of it as rolling the dice 1,000 times based on historical behavior to see a range of plausible futures. The median outcome suggests $1,000 could grow to around $2,891, with a wide “likely” band from roughly $1,772 to $4,357. There are also more extreme cases on both sides, from barely breaking even to very strong growth. The overall average simulated annual return is about 8.3%. These simulations are helpful for illustrating uncertainty, but they’re still based on the past; real-world returns can fall outside even the 5–95% range.

Asset classes Info

  • Stocks
    100%

All of the portfolio is invested in stocks, with no allocation to bonds, cash, or alternative assets. That means returns are fully tied to equity markets, which historically have offered higher growth but also sharper ups and downs than mixed-asset portfolios. Compared with a typical “balanced” mix that blends stocks and bonds, this structure leans clearly toward growth and equity risk. Within equities, the use of different strategies (value, momentum, fundamentals) and regions provides diversification inside the asset class itself. However, because there’s no cushion from bonds or cash, any broad equity downturn will flow through fairly directly to the total portfolio value.

Sectors Info

  • Technology
    23%
  • Financials
    17%
  • Industrials
    14%
  • Energy
    9%
  • Consumer Discretionary
    9%
  • Basic Materials
    7%
  • Telecommunications
    6%
  • Health Care
    6%
  • Consumer Staples
    5%
  • Utilities
    2%
  • Real Estate
    1%

Sector exposure is spread across the economy, with technology the largest at 23%, followed by financials, industrials, and energy. This is more evenly distributed than many broad indices that are heavily dominated by a single sector. The presence of double‑digit weights in areas like financials and industrials, and meaningful exposure to consumer and materials names, suggests the portfolio is not overly reliant on one storyline such as tech growth. A tech tilt can still mean higher sensitivity to innovation cycles and interest-rate moves, but the strong representation of cyclical and defensive sectors helps smooth sector-specific shocks, supporting the “moderately diversified” label.

Regions Info

  • North America
    69%
  • Europe Developed
    10%
  • Asia Developed
    6%
  • Japan
    6%
  • Asia Emerging
    4%
  • Latin America
    2%
  • Africa/Middle East
    2%
  • Australasia
    1%

Geographically, about 69% of the portfolio sits in North America, with the rest spread across Europe, Japan, other developed Asia, and emerging markets. This structure keeps a clear home bias toward the US while still giving notable exposure to non-US economies and currencies. Compared to a pure global market-cap index, North America is still somewhat overweight, but not overwhelmingly so. The allocations to Asia emerging, Latin America, and Africa/Middle East, though smaller, add growth and diversification potential tied to different economic drivers. Currency moves outside the dollar can both help and hurt returns, adding another dimension to overall risk and opportunity.

Market capitalization Info

  • Large-cap
    27%
  • Mega-cap
    27%
  • Mid-cap
    17%
  • Small-cap
    17%
  • Micro-cap
    11%

Market capitalization is well balanced: mega‑ and large‑caps together make up just over half, with the rest spread across mid‑, small‑, and even micro‑caps. This is quite different from a pure cap‑weighted index that would be dominated by mega‑caps. Smaller companies generally bring higher volatility and potentially higher long‑term growth, while mega‑caps often provide more stability and liquidity. The roughly 28% in small and micro‑caps means a meaningful portion of the portfolio will move differently from the largest global names, which can improve diversification within equities but also amplify swings during market stress or when smaller companies go out of favor.

True holdings Info

  • NVIDIA Corporation
    2.14%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Micron Technology Inc
    1.94%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class A
    1.71%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • Broadcom Inc
    1.69%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class C
    1.36%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • Intel Corporation
    1.23%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • Exxon Mobil Corp
    1.19%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • Apple Inc
    0.97%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
  • Johnson & Johnson
    0.89%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Advanced Micro Devices Inc
    0.82%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 13.93%

Looking through ETF top‑10 holdings, coverage reaches about a quarter of the portfolio, so the overlap picture is partial but still informative. Several big names like NVIDIA, Micron, Alphabet, and Broadcom appear across multiple funds, especially in the strategies tied to US and developed-market momentum or fundamentals. This creates some hidden concentration in a handful of large technology and communication names, even though no single company is a huge direct position by weight. Because only the top holdings are visible, actual overlap is likely somewhat higher. This structure keeps single‑name risk modest while still being influenced by the performance of a concentrated group of global leaders.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 85%
Size
Exposure to smaller companies
Neutral
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 78%
Quality
Preference for financially healthy companies
High
Data availability: 70%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 96%

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 a clear tilt toward value and quality, with both scoring above “neutral” levels. Factors are characteristics, like value or momentum, that research has linked to long‑term return patterns. A higher value exposure means the portfolio leans toward companies trading at lower prices relative to fundamentals, which can help during periods when cheaper stocks rebound. Elevated quality exposure suggests a bias toward firms with stronger balance sheets and profitability, which can sometimes cushion downturns. Other factors such as size, momentum, yield, and low volatility sit close to neutral, indicating they behave more like the broad market and aren’t driving strong stylistic bets.

Risk contribution Info

  • Avantis® U.S. Small Cap Value ETF
    Weight: 22.17%
    27.1%
  • Invesco S&P 500® Momentum ETF
    Weight: 22.17%
    25.3%
  • Schwab Fundamental U.S. Large Company Index ETF
    Weight: 22.17%
    18.1%
  • Invesco S&P International Developed Momentum ETF
    Weight: 7.44%
    7.2%
  • Avantis® International Small Cap Value ETF
    Weight: 7.45%
    6.5%
  • Top 5 risk contribution 84.2%

Risk contribution shows how much each ETF drives the portfolio’s overall ups and downs, which can differ from simple weights. Here, the three 22% positions together account for just over 70% of total portfolio risk, with small‑cap value and S&P 500 momentum contributing more risk than their weights alone would suggest. This happens because those strategies tend to be more volatile. The fundamental US ETF contributes slightly less risk than its size would imply, acting as a somewhat steadier core. Smaller international and emerging-markets holdings each add modest slices of risk. Overall, risk is reasonably spread but clearly anchored in the two more aggressive US factor funds.

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 compares this portfolio’s current risk/return mix with the best combinations possible using the same holdings. The Sharpe ratio, a measure of risk‑adjusted return, is 1.45 for the current allocation versus 2.0 for the optimal mix and 1.55 for the minimum‑variance mix. The portfolio sits below the efficient frontier by about 5 percentage points of return at its risk level, meaning there are alternative weightings of these same ETFs that would historically have delivered better return for similar risk. That doesn’t invalidate the current structure, but it shows the holdings themselves could, in theory, be arranged more efficiently.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Invesco S&P Emerging Markets Momentum ETF 1.90%
  • Schwab Fundamental Emerging Markets Large Company Index ETF 3.80%
  • Schwab Fundamental International Large Company Index ETF 3.00%
  • Schwab Fundamental U.S. Large Company Index ETF 1.50%
  • Invesco S&P International Developed Momentum ETF 3.60%
  • Invesco S&P 500® Momentum ETF 0.70%
  • American Century ETF Trust 2.10%
  • Weighted yield (per year) 1.77%

The overall dividend yield for the portfolio is about 1.77%, with individual funds ranging from below 1% to close to 4%. Yield represents the cash income paid out relative to the invested amount, and it can be an important part of total return over time, especially when reinvested. Here, a good chunk of the expected return is likely to come from price changes rather than income, given the moderate aggregate yield. Higher‑yielding international and emerging‑market funds offset the lower payouts from momentum and US small‑cap strategies, giving a blended income profile that is meaningful but not the primary driver of performance.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Invesco S&P Emerging Markets Momentum ETF 0.29%
  • 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%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • American Century ETF Trust 0.42%
  • Weighted costs total (per year) 0.24%

The weighted average total expense ratio (TER) is about 0.24%, which is low for an all‑equity portfolio using specialized factor ETFs. TER is the annual fee charged by each fund, taken out of returns automatically. Costs at this level are unlikely to be a major drag over the long run, especially compared with more expensive active strategies. The relatively cheap momentum and fundamental funds help offset slightly higher fees on some international and emerging‑market ETFs. Overall, the cost structure is impressively lean for the amount of diversification and factor tilting involved, providing a solid foundation for keeping more of the portfolio’s gross returns.

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