Globally diversified equity portfolio with strong value tilt and balanced factor driven growth potential

Report created on Mar 18, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

3/5
Moderately Diversified
Less diversification More diversification

Positions

The portfolio is a pure equity mix, with roughly all assets in stocks and a tiny cash slice. Two positions dominate by size: a broad U.S. core equity fund and a Canada ETF, each at 25%. The remaining 50% is split evenly across international value, emerging markets value, international small cap value, a Dimensional equity ETF, and a momentum-focused U.S. ETF. This structure leans on diversified core holdings, then layers in style tilts like value, small cap, and momentum. For someone comfortable with stock-market ups and downs, this setup aims squarely at long‑term growth, not capital preservation or short‑term stability.

Growth Info

Historically, the portfolio’s compound annual growth rate (CAGR) of 14.65% is very strong for an equity-heavy mix, and broadly in line with or above long‑run equity benchmarks in many periods. Max drawdown of about ‑21% is meaningful but moderate compared with major bear markets, suggesting volatility that fits a “balanced‑risk but growth‑oriented” profile. Only 19 days make up 90% of returns, which highlights how a handful of big days drive long‑term results. Missing those days can hurt outcomes a lot. The main takeaway is that staying invested through market noise has historically mattered more than trying to time entries and exits.

Projection Info

The Monte Carlo analysis runs 1,000 simulations using historical return and volatility patterns to estimate a range of future outcomes. Think of it as replaying the market with slightly different “dice rolls” each time. The median result (about 639% of starting value) suggests strong potential growth, while the 5th percentile around 117% highlights that even in tougher paths, capital still grows modestly in the model. An average simulated return of 16.58% is impressive but based on past behavior, which may not repeat. The big message: results could vary widely, so it’s wise to plan for a spectrum of possibilities rather than any single forecast.

Asset classes Info

  • Stocks
    99%
  • Cash
    1%

Asset‑class exposure is straightforward: about 99% in equities, 1% in cash, and effectively nothing in bonds or alternatives. That means almost all risk and return comes from the stock market. Compared with a typical “balanced” portfolio that might include 30–50% bonds, this is much more growth‑heavy and will swing more with equity markets. The small cash holding offers almost no shock absorber. For someone with a long horizon and willingness to tolerate drawdowns, this can be perfectly fine, but it’s not aligned with goals that require short‑term income stability or protection against equity bear markets.

Sectors Info

  • Financials
    26%
  • Technology
    16%
  • Industrials
    12%
  • Energy
    10%
  • Basic Materials
    10%
  • Consumer Discretionary
    6%
  • Telecommunications
    5%
  • Consumer Staples
    5%
  • Health Care
    4%
  • Consumer Discretionary
    3%
  • Utilities
    2%
  • Real Estate
    1%

Sector exposure is nicely spread, but with some notable tilts. Financial services are the largest slice at 26%, supported strongly by Canadian and international value holdings. Technology is next at 16%, followed by industrials at 12% and energy and basic materials each at 10%. Consumer and communication‑oriented sectors are smaller, and healthcare is modest at 4%. Versus broad global benchmarks, this is more tilted to financials, energy, and materials, and less to healthcare and some defensive areas. That’s consistent with a value and Canada‑heavy approach. In environments where financials and commodities do well, this can shine, but it may lag when growth or defensives lead.

Regions Info

  • North America
    72%
  • Europe Developed
    11%
  • Japan
    5%
  • Asia Emerging
    5%
  • Asia Developed
    4%
  • Australasia
    1%
  • Africa/Middle East
    1%
  • Latin America
    1%

Geographically, the portfolio leans heavily on North America at 72%, supported not only by the U.S. core fund and momentum ETF but also the dedicated Canada ETF. Developed Europe sits at 11%, Japan at 5%, and developed Asia at 4%, with emerging Asia, Latin America, and Africa/Middle East each around 1–5%. This is somewhat more North America‑concentrated than a typical global market‑cap mix, which usually has more Europe and broader emerging markets. The benefit is alignment with markets that have led in the last decade; the trade‑off is higher sensitivity to North American cycles and policy changes, especially in Canada and the U.S.

Market capitalization Info

  • Mega-cap
    35%
  • Large-cap
    27%
  • Mid-cap
    19%
  • Small-cap
    13%
  • Micro-cap
    5%

Market‑cap exposure is broad: 35% mega cap, 27% big, 19% medium, 13% small, and 5% micro. That’s a healthy spread across company sizes, with more small and micro exposure than a typical market‑weighted global index. Larger companies often bring more stability and liquidity, while small and micro caps can offer higher long‑term return potential but bumpier rides. This mix matches well with the strong size factor tilt, aiming to capture the historical small‑cap premium. It also means the portfolio might be more volatile than a pure large‑cap index, particularly during periods when smaller companies fall out of favor.

True holdings Info

  • NVIDIA Corp.
    3.01%
    Part of fund(s):
    • DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS
    • EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS
  • Apple, Inc.
    2.50%
    Part of fund(s):
    • DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS
    • EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS
  • Microsoft Corp.
    2.06%
    Part of fund(s):
    • DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS
    • EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS
  • Royal Bank of Canada
    1.96%
    Part of fund(s):
    • iShares MSCI Canada ETF
  • Amazon.com, Inc.
    1.55%
    Part of fund(s):
    • DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS
    • EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS
  • DFA Short Term Investment Fund
    1.46%
    Part of fund(s):
    • DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS
    • EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS
  • DFA Investment Trust Co.
    1.38%
    Part of fund(s):
    • DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS
    • EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS
  • Toronto Dominion Bank
    1.37%
    Part of fund(s):
    • iShares MSCI Canada ETF
  • Alphabet, Inc.
    1.34%
    Part of fund(s):
    • DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS
    • EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS
    • U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS
  • Shopify Inc
    1.31%
    Part of fund(s):
    • iShares MSCI Canada ETF
  • Top 10 total 17.93%

Looking through the ETFs, a few individual companies stand out as recurring exposures. NVIDIA, Apple, Microsoft, Amazon, Alphabet, and Shopify all appear via multiple funds, with NVIDIA around 3% of the overall portfolio and several others above 1%. Big Canadian banks like Royal Bank of Canada and TD Bank also feature prominently through the Canada ETF. Because only ETF top‑10 holdings are captured, overlap is likely understated, but it still shows a meaningful tilt toward mega‑cap U.S. tech and Canadian financials. The key implication is that a downturn in those names or segments could ripple through several layers of the portfolio at once.

Factors Info

Value
Preference for undervalued stocks
Very high
Data availability: 40%
Size
Exposure to smaller companies
Very high
Data availability: 45%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 100%
Quality
Preference for financially healthy companies
No data
Data availability: 0%
Yield
Preference for dividend-paying stocks
No data
Data availability: 0%
Low Volatility
Preference for stable, lower-risk stocks
High
Data availability: 45%

Factor exposure is a major defining feature here. Value and size both show high readings (around 85%), meaning strong tilts toward cheaper stocks and smaller companies relative to the broad market. Momentum exposure is also elevated at about 71%, reflecting the dedicated S&P 500 momentum ETF and other trend‑friendly holdings. Low volatility has some presence, while quality and yield data are limited. Factor investing targets traits like value, size, and momentum that research associates with long‑term return patterns. This combination may outperform in environments favoring value, smaller firms, or trending markets, but can underperform when growth and mega caps dominate or factor leadership rotates sharply.

Risk contribution Info

  • U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS
    Weight: 25.00%
    26.2%
  • iShares MSCI Canada ETF
    Weight: 25.00%
    26.0%
  • Dimensional ETF Trust
    Weight: 10.00%
    12.5%
  • Invesco S&P 500® Momentum ETF
    Weight: 10.00%
    10.3%
  • DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS
    Weight: 10.00%
    9.4%
  • Top 5 risk contribution %

Risk contribution measures how much each holding drives the portfolio’s overall ups and downs, which can differ from simple weights. Here, the U.S. core equity fund and the Canada ETF each contribute about 26% of total risk, roughly matching their 25% weights, so they’re proportionate drivers. The Dimensional ETF Trust, at only 10% weight, adds 12.5% of risk, signalling it’s somewhat more volatile or differently correlated than others. The top three holdings together account for about 65% of total risk, showing a moderate concentration. Adjusting weights among these core positions could meaningfully change the portfolio’s overall risk without altering the fund lineup.

Redundant positions Info

  • DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS
    DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS
    High correlation

Correlation describes how investments move together: a value near 1 means they tend to rise and fall in sync, while near 0 means more independent moves. The international value and international small cap value funds are highly correlated, suggesting they behave similarly despite different size targets. That reduces the diversification benefit between them during global value‑driven moves, as both may respond in the same direction. At the overall portfolio level, equities across regions are still linked during big global shocks, so diversification helps but doesn’t eliminate drawdowns. The key is understanding that some holdings may be “different labels, same behavior.”

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 mix can be compared with a minimum‑risk blend and an optimal blend that offers the best risk‑adjusted return (highest Sharpe ratio). The analysis hints that some holdings are highly correlated and may not add much diversification, especially the overlapping international value strategies. That suggests the current portfolio likely sits somewhat below the efficient frontier. The good news is that moving closer to the frontier doesn’t require new products—just adjusting weights among existing funds. Rebalancing toward a combination that reduces redundant exposures could keep a similar risk level while nudging expected return, or slightly lower risk without sacrificing much return.

Dividends Info

  • U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS 1.10%
  • EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS 3.50%
  • DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS 4.00%
  • Dimensional ETF Trust 1.50%
  • DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS 5.50%
  • iShares MSCI Canada ETF 1.40%
  • Invesco S&P 500® Momentum ETF 0.70%
  • Weighted yield (per year) 2.14%

The portfolio’s overall dividend yield of about 2.14% is moderate—higher than a pure growth portfolio but lower than an income‑focused one. The international and small cap value funds contribute strong yields, with one above 5%, while the U.S. momentum ETF is understandably low at 0.7%. Dividends can provide a steady return component and help soften the impact of flat markets, especially when reinvested. For someone primarily targeting growth, this yield level nicely complements the value tilt without overly sacrificing total‑return potential. It’s more of a supportive income stream than a primary cash‑flow engine.

Ongoing product costs Info

  • U.S. CORE EQUITY 1 PORTFOLIO U.S. CORE EQUITY 1 PORTFOLIO - INSTITUTIONAL CLASS 0.15%
  • EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS 0.44%
  • DFA INTERNATIONAL VALUE PORTFOLIO DFA INTERNATIONAL VALUE PORTFOLIO- INSTITUTIONAL CLASS 0.28%
  • Dimensional ETF Trust 0.31%
  • DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS 0.43%
  • iShares MSCI Canada ETF 0.50%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Weighted costs total (per year) 0.32%

Costs are impressively low for an actively tilted, globally diversified equity mix. The overall total expense ratio of about 0.32% is very competitive, especially given the use of specialized value, small cap, and momentum strategies that often charge more. The cheapest building blocks include the U.S. core fund and the momentum ETF, while the more niche international and emerging markets value funds are a bit higher but still reasonable. Low costs matter because fees compound in reverse over time—every 0.1% saved each year can translate into a meaningful difference over decades. This cost structure strongly supports better long‑term outcomes.

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