A broadly diversified US heavy growth tilted portfolio with moderate dividend and momentum exposure

Report created on Dec 11, 2025

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

Observation: The portfolio is equity heavy with 99% in stocks split across broad market and factor ETFs and a 1% cash position. The largest allocations are a US total market fund at 40% and international equities at 20% with meaningful tilts to dividend and momentum ETFs making up the remainder. Education: A portfolio’s composition tells you where risk and return will come from: broad market ETFs provide baseline market exposure while factor funds add style risks such as momentum or dividend bias. Recommendation: Keep the core low cost broad market ETFs as the anchor and treat factor ETFs as tactical tilts with explicit limits to avoid unintended concentration.

Growth Info

Observation: Historical metrics show a strong compounded annual growth rate (CAGR) of 11.65% and a maximum drawdown of −23.61%. For context imagine a $10,000 starting investment growing at the reported CAGR would have grown substantially though it experienced a peak loss near a quarter of its value during stress periods. Education: CAGR (Compound Annual Growth Rate) smooths returns to show average yearly growth like measuring average speed on a long trip, while max drawdown shows the worst peak to trough loss. Recommendation: Expect variability; use drawdown tolerance to set rebalancing rules and consider dollar cost averaging or stop-loss plans if drawdowns exceed comfort levels.

Projection Info

Observation: A Monte Carlo simulation with 1,000 runs gave a median end value near 324% and an annualized simulated return of 11.91%, with positive outcomes in 989 simulations. Education: Monte Carlo simulation uses random sampling of historical return behavior to model a range of possible future outcomes; it’s a probabilistic tool not a prediction. It shows that most simulated paths were positive but some adverse outcomes remain. Recommendation: Use these projections to set realistic expectations and plan for tail scenarios; maintain emergency liquidity and avoid over-reliance on the median projection since simulations depend on historical return assumptions.

Asset classes Info

  • Stocks
    99%
  • Cash
    1%

Observation: Asset class exposure is essentially all equities at 99% with 1% cash and negligible fixed income or alternative holdings. This is more aggressive than a balanced multi-asset benchmark which typically includes bonds for risk reduction. Education: Asset class mix drives overall portfolio volatility and drawdown behavior; equities deliver growth but also larger swings, while bonds or alternatives often smooth returns. Recommendation: If income stability or lower volatility is a goal consider introducing a dedicated fixed income sleeve or conservative alternatives sized to your risk tolerance and investment horizon to improve resilience during equity downturns.

Sectors Info

  • Technology
    24%
  • Financials
    17%
  • Industrials
    11%
  • Health Care
    9%
  • Consumer Discretionary
    9%
  • Telecommunications
    9%
  • Consumer Staples
    8%
  • Energy
    6%
  • Basic Materials
    3%
  • Utilities
    3%
  • Real Estate
    2%

Observation: Sector allocation shows a sizable tilt to Technology (24%) and Financials (17%) with other sectors fairly represented and Real Estate near the lower bound at 2%. Education: Sector concentration matters because different sectors react differently to macro shifts — for example tech can be more interest-rate sensitive and cyclical sectors suffer in downturns. Recommendation: Monitor sector exposures relative to your benchmark and goals; if sector tilts are unintentional consider trimming or reweighting to align with a target sector mix or add allocations that improve balance across economic cycles.

Regions Info

  • North America
    73%
  • Europe Developed
    13%
  • Japan
    4%
  • Asia Emerging
    4%
  • Asia Developed
    3%
  • Australasia
    2%
  • Africa/Middle East
    1%
  • Latin America
    1%

Observation: Geographic exposure is heavy to North America at 73% with Europe Developed at 13% and limited exposure to emerging markets or Asia. This is more home biased than a global market-cap benchmark which typically has a larger international share. Education: Geographic diversification reduces country specific and currency risks; heavy domestic exposure can add concentration to a single economy’s performance. Recommendation: If broad global diversification is an objective, consider gradually increasing allocations to underweighted regions or using international funds with emerging market exposure to improve long-term diversification.

Market capitalization Info

  • Mega-cap
    38%
  • Large-cap
    37%
  • Mid-cap
    18%
  • Small-cap
    4%
  • Micro-cap
    1%

Observation: Market cap exposure skews to large caps with 38% mega and 37% big cap and only 23% mid and small caps combined. Education: Larger caps tend to be more stable and liquid but may grow slower than mid and small caps which historically offered higher return potential with greater volatility. Market-cap mix affects expected return, volatility, and diversification because small caps are less correlated with mega caps at times. Recommendation: Decide whether the large-cap tilt is intentional; if higher expected return and diversification from smaller caps is desired add a measured allocation to mid or small cap exposures.

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.

Observation: An Efficient Frontier analysis can find allocations among the current assets that offer the best risk-return tradeoff but only by reallocating between the same available ETFs. Education: The Efficient Frontier is a portfolio theory tool that identifies portfolios giving the highest expected return for a given level of risk using historical return and volatility inputs. This optimization improves the risk-return ratio but does not add new asset classes or change inherent market risks. Recommendation: Use optimization as a guide to rebalance toward more efficient mixes, but constrain solutions to practical limits and temper results with judgment about forward-looking fundamentals and scenario risks.

Dividends Info

  • Invesco S&P International Developed Momentum ETF 1.70%
  • Schwab U.S. Dividend Equity ETF 3.70%
  • Schwab International Dividend Equity ETF 3.50%
  • Invesco S&P 500® Momentum ETF 0.60%
  • Vanguard Total Stock Market Index Fund ETF Shares 1.10%
  • Vanguard Total International Stock Index Fund ETF Shares 2.70%
  • Weighted yield (per year) 1.88%

Observation: The portfolio’s blended yield is modest at about 1.88% driven mostly by dividend-focused ETFs with yields near 3–3.7% and lower yields from momentum and total market funds. Education: Dividends contribute to total return and provide income; dividend yield is like a small cash bonus on top of capital gains but yields fluctuate and are not guaranteed. Recommendation: If income generation is a priority, consider increasing allocation to dividend strategies or adding bond income, but balance the tradeoff with growth objectives as higher-yielding allocations can reduce long-term capital appreciation.

Ongoing product costs Info

  • Invesco S&P International Developed Momentum ETF 0.25%
  • Schwab U.S. Dividend Equity ETF 0.06%
  • Schwab International Dividend Equity ETF 0.14%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Vanguard Total Stock Market Index Fund ETF Shares 0.03%
  • Vanguard Total International Stock Index Fund ETF Shares 0.05%
  • Weighted costs total (per year) 0.07%

Observation: The portfolio’s total TER is low at 0.07% driven by very low cost broad market ETFs and modestly higher fees on some factor funds; individual fees range from 0.03% up to 0.25%. Education: TER (Total Expense Ratio) measures ongoing fund fees similar to a subscription cost; over decades even small differences compound materially and can drag performance. Recommendation: Keep core exposure in the lowest-cost funds and periodically review higher fee factor ETFs to ensure their expected incremental return justifies the cost; consider cheaper alternatives if factor exposure can be replicated more cheaply.

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