Efficient looking on the surface secretly obsessed with small value and mildly allergic to optimization
Report created on Apr 10, 2026Risk profile
- Secure Speculative
The risk profile, derived from past market volatility, reflects the level of risk the portfolio is exposed to. This assessment helps align your investments with your financial goals and comfort with market fluctuations.
Diversification profile
- Focused Diversified
The diversification assessment evaluates the spread of investments across asset classes, regions, and sectors. This ensures a balanced mix, reducing risk and maximizing returns by not concentrating in any single area.
Positions
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VO Vanguard S&P 500 ETF
VOO - US9229083632 36.00% -
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 24.00% -
VX Vanguard Total International Stock Index Fund ETF Shares
VXUS - US9219097683 24.00% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 16.00%
This thing is four funds pretending to be a simple core portfolio but actually screaming “I read factor investing Twitter.” You’ve got a plain-vanilla S&P 500 and total international core, then you slam 40% into small cap value like you’re trying to speedrun a Fama-French backtest. It’s coherent but aggressive: two building blocks plus two turbochargers. The issue is the mix is frozen in place with no rebalancing assumption, so the whole thing slowly morphs over time depending on which side wins. Think of it as a sensible skeleton with a bodybuilder’s upper body and skipped leg day — functional, but definitely stylized rather than neutral.
Growth
Historically, the portfolio did the “I’m smart but not that smart” thing: 14.31% CAGR versus 15.22% for the US market, but ahead of the global market at 12.92%. CAGR (compound annual growth rate) is basically your average speed on a long road trip. You got to $2,391 from $1,000 — solid — but the price was a nasty -38.46% max drawdown during COVID, worse than both benchmarks. So you dialed up risk with that small value tilt and didn’t get fully paid for it versus the US benchmark. Translation: good returns, but you took the scenic, bumpier route and got overtaken by the boring US market bus.
Projection
The Monte Carlo results basically say, “Temper your backtest ego.” Monte Carlo is just a fancy way of running thousands of alternate futures using historical-style randomness to see how things might play out. Median outcome: $2,680 from $1,000 after 15 years — decent but nowhere near your recent 14% party. Annualized return across simulations is 8%, which is reality knocking on the door. The range is wide: flat at the low end, almost 8x at the high end. Past data is yesterday’s weather: useful for packing a jacket, not for scheduling a beach wedding. Expect okay odds of success, but not destiny-level outperformance.
Asset classes
- Stocks 100%
Asset classes: 100% stocks, 0% chill. This isn’t a portfolio, it’s an equity theme park. For a growth profile that’s not insane, but there’s no ballast at all — no bonds, no cash buffer, no “I’d like to sleep during recessions” section. In good times, that’s fun. In bad times, you get the full emotional rollercoaster with no exit gate for a while. The tradeoff is simple: more potential growth, more gut-punch during crashes. Anyone holding something like this has clearly decided that volatility is a character-building exercise and that future-you can deal with the emotional damage.
Sectors
- Technology 18%
- Financials 18%
- Industrials 14%
- Consumer Discretionary 13%
- Energy 9%
- Basic Materials 7%
- Health Care 7%
- Telecommunications 6%
- Consumer Staples 5%
- Utilities 2%
- Real Estate 2%
Sector-wise, this is surprisingly grown-up for a portfolio that clearly loves small value. Tech and financials are tied at 18%, industrials at 14%, consumer discretionary at 13%, and the rest spread in mostly reasonable doses. No single sector is screaming addiction-level overweight. Tech isn’t running the show like it does in a lot of US-heavy portfolios, which is quietly sensible. The roast is: you’ve built a factor-nerd portfolio but left sector exposure looking almost index-like, which is either deliberate balance or accidental sanity. Either way, sector risk isn’t the drama queen here; the real spice is coming from size and value bets, not sectors.
Regions
- North America 63%
- Europe Developed 15%
- Japan 9%
- Asia Developed 4%
- Asia Emerging 3%
- Australasia 3%
- Africa/Middle East 2%
- Latin America 1%
Geographically, this is “USA is home base but I’ve at least looked at a world map.” About 63% in North America with the rest spread across Europe, Japan, developed Asia, emerging Asia, and a sprinkling of everything else. That’s actually more global than many US investors who act like foreign markets are urban legends. Still, you’re clearly betting the US remains the main engine, with other regions as supporting cast. The risk is simple: if US leadership cracks for a decade, the portfolio feels that. But for a growth-tilted setup, the international exposure is surprisingly measured rather than reckless or purely patriotic.
Market capitalization
- Mega-cap 28%
- Small-cap 20%
- Large-cap 20%
- Mid-cap 20%
- Micro-cap 11%
Market cap breakdown: 28% mega-cap, 20% each in large, mid, and small caps, and an 11% micro-cap kicker. That’s not “a tilt”; that’s “I signed a lease in Small Value City.” Most broad index investors have way more in mega and large, so this is a conscious (or heavily influenced) choice to lean into the scrappy end of town. The upside: more room for mispricing and long-term growth. The downside: when markets panic, the tiny stuff usually falls down the stairs first and hits every step on the way. This profile likes drama and is fully okay with it.
True holdings
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NV NVIDIA Corporation 2.64%
Part of fund(s):- Vanguard S&P 500 ETF
-
AA Apple Inc 2.39%
Part of fund(s):- Vanguard S&P 500 ETF
-
MS Microsoft Corporation 1.79%
Part of fund(s):- Vanguard S&P 500 ETF
-
AM Amazon.com Inc 1.25%
Part of fund(s):- Vanguard S&P 500 ETF
-
GO Alphabet Inc Class A 1.11%
Part of fund(s):- Vanguard S&P 500 ETF
-
AV Broadcom Inc 0.93%
Part of fund(s):- Vanguard S&P 500 ETF
-
GO Alphabet Inc Class C 0.89%
Part of fund(s):- Vanguard S&P 500 ETF
-
ME Meta Platforms Inc. 0.86%
Part of fund(s):- Vanguard S&P 500 ETF
-
23 Taiwan Semiconductor Manufacturing Co. Ltd. 0.82%
Part of fund(s):- Vanguard Total International Stock Index Fund ETF Shares
-
TS Tesla Inc 0.69%
Part of fund(s):- LS 1x Tesla Tracker ETP Securities GBP
- Vanguard S&P 500 ETF
- Top 10 total 13.36%
The look-through holdings scream “I love diversification but also can’t quit the megacap tech celebrities.” NVIDIA, Apple, Microsoft, Amazon, Alphabet, Meta, Tesla — the usual A-list are all there, sneaking in via broad index funds. You’re not directly buying them, but your ETFs do, so you still end up pretty dependent on a tiny group of giant companies for a chunk of returns. And remember, this only covers about 19% of the portfolio’s actual holdings, so overlap is likely higher under the hood. Takeaway: even with a “smart” small value tilt, you’re still quietly worshipping at the altar of the same tech overlords as everyone else.
Factors
The factor exposure is loudly shouting: high value (69%) and high size (62%) — you’re a fully paid-up member of the small value cult. Factors are basically the hidden ingredients that explain why a portfolio behaves differently from the plain market soup. You’ve gone hard on value and smaller companies, while momentum, quality, yield, and low volatility sit pretty neutral. Leaning into value and small means you’ll likely zig when growth megacaps zag, which is good… if you can emotionally survive multi-year stretches of underperformance. Flooring the value pedal while staying neutral on quality is bold: not reckless, but definitely “hope the research papers were right.”
Risk contribution
-
Vanguard S&P 500 ETF
Weight: 36.00% 33.9% -
Avantis® U.S. Small Cap Value ETF
Weight: 24.00% 31.0% -
Vanguard Total International Stock Index Fund ETF Shares
Weight: 24.00% 20.9% -
Avantis® International Small Cap Value ETF
Weight: 16.00% 14.2%
Risk contribution shows who’s actually shaking the portfolio, not just who looks big on paper. Your S&P 500 fund is 36% weight and contributes ~34% of risk — fine. The Avantis US Small Cap Value is 24% weight but 31% of total risk, so it’s punching above its weight like a hyperactive chihuahua. Top three positions deliver almost 86% of portfolio risk, so diversification is more about flavor than actual volatility control. Takeaway: trimming or dialing back the spiciest ingredient (small value) would shift the risk profile a lot more than fiddling with the more boring holdings.
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, your portfolio is that kid doing well but sitting noticeably below where they could be. A Sharpe ratio of 0.58 when the optimal combo of your *existing* funds hits 0.81 is a big “why are you like this?” moment. Sharpe just measures return per unit of risk — higher is better. You’re 1.09 percentage points below the efficient frontier at the same risk level, meaning you’re taking hits without squeezing out all the juice. The kicker: you don’t even need new funds. Just reweighting what you already own could get you more return with less drama. Lazy inefficiency is the only real crime here.
Dividends
- Avantis® International Small Cap Value ETF 2.80%
- Avantis® U.S. Small Cap Value ETF 1.30%
- Vanguard S&P 500 ETF 1.10%
- Vanguard Total International Stock Index Fund ETF Shares 2.80%
- Weighted yield (per year) 1.83%
Total yield at 1.83% is firmly in “nice side snack, not a full meal” territory. The international small value and total international funds pull their weight with higher yields, while the S&P 500 and US small value are more growth-tilted and stingier. So income is there, but this portfolio is clearly not built for someone trying to live off dividends; it’s more “reinvest everything and let compounding do the lifting.” The good news: you’re not chasing yield like a retiree in denial. The bad news: if you ever want serious cash flow from this setup, you’ll either need a much bigger balance or a different design.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis® U.S. Small Cap Value ETF 0.25%
- Vanguard S&P 500 ETF 0.03%
- Vanguard Total International Stock Index Fund ETF Shares 0.05%
- Weighted costs total (per year) 0.14%
Costs are almost suspiciously reasonable at a 0.14% total TER. The flashy factor funds are the expensive ones (0.25% and 0.36%), while the Vanguard funds are basically practically free. For a portfolio with a noticeable small value tilt and global exposure, that overall fee level is pretty lean. You’re not lighting money on fire for the privilege of feeling smart. If anything, the slight roast is that you’ve spent real effort building a nerd-approved structure and then actually kept costs low — which ruins the usual joke about clever portfolios being fee traps. You clicked the right ETFs on purpose, apparently.
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