Roast mode 🔥

Factor-nerd global equity smoothie pretending to be balanced while secretly chasing hot momentum stocks

Report created on May 25, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

This portfolio looks “balanced” on the surface, but under the hood it’s a very specific science experiment. You’ve got a 100% equity setup, split pretty evenly between four big buckets: US value, US momentum, international value, and international momentum, with a garnish of generic broad-market funds. It’s like someone read three factor-investing blogs and decided to use all the ideas at once. The result is a quilt of smart-beta products layered over plain beta, where half the funds are doing something fancy and the other half are just along for the ride. It’s not chaos, but it’s definitely busier than it needs to be to get “global equity exposure.”

Growth Info

Historically, this thing has absolutely flown: $1,000 turning into $1,844 in about two and a half years is spicy. A 27.6% CAGR versus ~25% for the US market and ~24% for global means it’s been winning the performance derby. Max drawdown at -16.7% wasn’t even worse than the benchmarks, so you got extra return without extra visible pain. But this is a tiny, momentum-fueled window in history, not a law of physics. CAGR (compound annual growth rate) is like average speed on a road trip — great story, but it ignores the fact you happened to catch a long green-light streak.

Projection Info

The Monte Carlo projection yanks this portfolio out of its performance victory lap and dumps it back in reality. Simulations scatter that $1,000 out to a “most likely” $2,635 over 15 years, but the range is wild: under $1,000 in the worst 5% of paths and over $7,700 in the best 5%. Monte Carlo is basically rolling the dice 1,000 times using past risk and return patterns, then plotting where you might land. Past data is yesterday’s weather forecast — helpful, but not magical. The 71% chance of ending positive is decent, but the downside tail reminds that a portfolio built on factors and momentum is not exactly a gentle ride.

Asset classes Info

  • Stocks
    100%

Asset classes are easy: this portfolio is 100% stocks, zero anything else. So for something labeled “Balanced Investors” with a 4/7 risk score, it’s more “balanced in marketing copy, all-in on equities in reality.” There’s no bonds, no cash buffer, no diversifying real assets — just pure ownership in businesses around the world. That’s fine if the goal is long-term growth and volatility therapy, but let’s not pretend this is some cautious, middle-of-the-road blend. When markets tank, this won’t glide — it’ll just try to fall slightly more gracefully than a plain index.

Sectors Info

  • Technology
    24%
  • Financials
    17%
  • Industrials
    13%
  • Consumer Discretionary
    9%
  • Energy
    8%
  • Basic Materials
    7%
  • Telecommunications
    7%
  • Health Care
    6%
  • Consumer Staples
    5%
  • Utilities
    2%
  • Real Estate
    2%

Sector mix screams “tech-led but not tech-only.” Technology sitting at 24% is chunky but not insane, until you notice the look-through top names: NVIDIA, Alphabet, Apple, Broadcom, Micron, Microsoft — the usual suspects are very much in charge. Financials at 17% and industrials at 13% add some old-school ballast, while energy, materials, and telecom are more like spicy side dishes. Health care is oddly muted at 6%, and real estate is basically an afterthought at 2%. So the portfolio isn’t a single-sector meme, but if tech decides to stop being the hero, a lot of this “clever factor construction” just turns into old-fashioned concentrated growth risk.

Regions Info

  • North America
    63%
  • Europe Developed
    13%
  • Asia Developed
    7%
  • Japan
    7%
  • Asia Emerging
    4%
  • Africa/Middle East
    2%
  • Latin America
    2%
  • Australasia
    1%

Geographically, it’s “US first, world as a supporting cast.” North America at 63% dominates, then Europe and developed Asia mop up most of the rest, with emerging markets getting only a token 9% or so across Asia EM, Latin America, and Africa/Middle East. For a “broadly diversified” label, this is more “World Tour, heavily US headliner.” It’s better than a pure home-country bubble, but still clearly built on “America plus some seasoning.” If the US keeps leading, this looks genius; if leadership rotates for a decade, it’s more like dragging an anchor tied to yesterday’s winner.

Market capitalization Info

  • Mega-cap
    33%
  • Large-cap
    28%
  • Mid-cap
    18%
  • Small-cap
    13%
  • Micro-cap
    8%

The market-cap mix is a bit of a split personality: 33% mega-cap and 28% large-cap dominate like a classic index, but then 18% mid, 13% small, and a spicy 8% micro-cap show the factor tinkering. That’s not a tiny tilt; that’s an intentional lean into the wobbly end of the market. It’s like adding extra hot sauce after the dish was already spicy. Mega-caps will drive the headlines and smooth some bumps, but the micro and small-cap value slice will happily amplify volatility when things get rough. This isn’t a calm blue-chip cruise; it’s a cruise ship towing a speedboat.

True holdings Info

  • NVIDIA Corporation
    2.64%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Large-Cap ETF
  • Alphabet Inc Class A
    1.70%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Apple Inc
    1.65%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Broadcom Inc
    1.59%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Large-Cap ETF
  • Alphabet Inc Class C
    1.35%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Micron Technology Inc
    1.20%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Microsoft Corporation
    1.03%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Samsung Electronics Co Ltd
    0.87%
    Part of fund(s):
    • Invesco S&P Emerging Markets Momentum ETF
    • Schwab Fundamental International Large Company Index ETF
    • Schwab International Equity ETF
  • Amazon.com Inc
    0.86%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Exxon Mobil Corp
    0.85%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • Top 10 total 13.74%

Look-through holdings are a who’s-who of mega-cap darlings, all showing up across multiple ETFs. NVIDIA at 2.64%, Alphabet (both share classes) over 3% combined, Apple, Broadcom, Microsoft, Amazon — this is basically the Magnificent Whatever-Number-We’re-On sneaking in from every angle. And that’s with only 26% ETF coverage from top-10s, so the real overlap is probably higher. Hidden concentration 101: own multiple “diversified” funds that all worship the same giants. It’s not dangerous by itself, but it absolutely means this portfolio will move with the big tech narrative more than the long ETF list suggests.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 84%
Size
Exposure to smaller companies
Neutral
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 77%
Quality
Preference for financially healthy companies
Neutral
Data availability: 70%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 97%

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-wise, this portfolio has one loud opinion: value. A 70% value exposure is a clear tilt, not an accident. The rest — size, momentum, quality, yield, low volatility — all hover in neutral territory, meaning they’re roughly market-like. Factor exposure is basically the ingredient list that explains behavior, and here the label reads: “value-forward, everything else medium.” So you’ve built a portfolio that preaches “cheap is good” while quietly letting momentum and quality ride shotgun. If value has its long-awaited comeback, this thing will look inspired; if growth keeps running the show, it’s just dragging a ball and chain for ideology.

Risk contribution Info

  • Avantis® U.S. Small Cap Value ETF
    Weight: 15.00%
    18.1%
  • Invesco S&P 500® Momentum ETF
    Weight: 15.00%
    17.7%
  • Schwab U.S. Large-Cap ETF
    Weight: 15.00%
    14.5%
  • Schwab Fundamental U.S. Large Company Index ETF
    Weight: 15.00%
    12.5%
  • Invesco S&P International Developed Momentum ETF
    Weight: 7.00%
    7.2%
  • Top 5 risk contribution 69.9%

Risk contribution shows who’s actually rocking the boat, and the culprits are exactly who you’d expect. The Avantis US Small Cap Value ETF is 15% of the weight but over 18% of the risk — classic small-value chaos doing more than its share. The Invesco S&P 500 Momentum ETF is another 15% weight and nearly 18% risk. Together with the plain Schwab US Large-Cap ETF, the top three positions are half the portfolio’s total risk. That 50% risk from 45% weight is like three loud friends dominating every conversation: the rest of the holdings are mostly background noise on volatility days.

Redundant positions Info

  • Schwab Fundamental Emerging Markets Large Company Index ETF
    Schwab Emerging Markets Equity ETF
    High correlation
  • Schwab Fundamental International Large Company Index ETF
    Schwab International Equity ETF
    High correlation

The correlation picture shows a bit of copy-paste in fund selection. The Schwab Fundamental Emerging Markets Large Company ETF and the Schwab Emerging Markets Equity ETF move almost identically, as do the two international large-cap Schwab funds. That’s basically paying for two versions of the same movie with slightly different subtitles. High correlation means when one drops, the other usually drops too — not exactly the helpful kind of diversification. It’s not a crisis, but it does reveal that some of the ETF count here is cosmetic complexity rather than genuinely different risk sources.

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 efficient frontier, this portfolio is clearly underachieving relative to its own ingredients. With a Sharpe ratio of 1.43 sitting a full 5.1 percentage points below the frontier, it’s like running a sports car on underinflated tires. The “optimal” mix of the same holdings hits a Sharpe of 2.0 and higher return with only a bit more risk, while the minimum-variance version still beats the current Sharpe. The efficient frontier is just the curve of best possible risk/return combos given these funds, and this portfolio decided to live meaningfully below it. The parts are strong; the assembly is just inefficient.

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 1.80%
  • Schwab Fundamental Emerging Markets Large Company Index ETF 3.70%
  • Schwab Fundamental International Large Company Index ETF 2.90%
  • Schwab Fundamental U.S. Large Company Index ETF 1.50%
  • Invesco S&P International Developed Momentum ETF 3.50%
  • Schwab Emerging Markets Equity ETF 2.60%
  • Schwab International Equity ETF 3.00%
  • Schwab U.S. Large-Cap ETF 1.00%
  • Invesco S&P 500® Momentum ETF 0.70%
  • American Century ETF Trust 2.00%
  • Weighted yield (per year) 1.83%

The total yield of 1.83% confirms this is not a dividend hunter’s playground. A few funds spit out 3%+ yields, especially in international and emerging markets, but the big US momentum and growth-tilted holdings drag the average down with sub-1% payouts. Dividends here are more like background noise than a core feature — you’re getting some passive income, but the story is clearly about price movement, not getting paid while you wait. Relying on this stream for cash flow would feel a bit like trying to live off restaurant free bread: nice bonus, not the main meal.

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%
  • Schwab Emerging Markets Equity ETF 0.11%
  • Schwab International Equity ETF 0.06%
  • Schwab U.S. Large-Cap ETF 0.03%
  • Invesco S&P 500® Momentum ETF 0.13%
  • American Century ETF Trust 0.42%
  • Weighted costs total (per year) 0.20%

Costs are actually one of the few boringly sensible parts of this setup. A total TER of 0.20% for a portfolio full of factor and momentum products is pretty respectable — no obvious fee-gouging, even with a couple of 0.3–0.4% outliers and that 0.42% American Century ETF hitching a ride. It’s almost like the portfolio tried very hard to be fancy but accidentally stayed mostly cheap. Still, paying extra for highly correlated, overlapping funds is like buying three gym memberships when you only go to one. The headline fee is fine; the redundancy underneath is where the waste hangs out.

What next?

Ready to invest in this portfolio?

Select a broker that fits your needs and watch for low fees to maximize your returns.

Select broker

Create your own report?

Analyze your portfolio

Join our community!

Join Discord

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