A shockingly sensible three fund portfolio wearing a fake aggressive costume for dramatic effect
as of Mar 14, 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.
What type of investor this portfolio is suitable for
Aggressive Investors
This setup suits someone who likes markets but doesn’t want investing to become a second job. Comfortable with real volatility, but not eager to watch a 100% equity portfolio implode during crashes, this person aims for long-term growth with a side of sanity. They probably have a multi-decade horizon, believe in broad index exposure, and aren’t chasing lottery-ticket trades. The low fees and simple core funds hint at someone who has done at least basic homework and values efficiency over excitement. They’re willing to ride out rough patches, but they also like knowing bonds are there to keep their future self from panic-selling.
Positions
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Fidelity 500 Index Fund
FXAIX - US3159117502 68.01% -
FIDELITY U.S. BOND INDEX FUND INSTITUTIONAL PREMIUM CLASS
FXNAX - US3161463563 15.22% -
FIDELITY INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASS
FSPSX - US3159117270 14.90% -
State Street® SPDR® Portfolio S&P 500® ETF
SPYM - US78464A8541 1.06% -
VANGUARD TARGET RETIREMENT 2050 FUND INVESTOR SHARES
VFIFX - US92202E8628 0.80% -
Fidelity® Government Money Market Fund
SPAXX - US31617H1023 0.00%
This “aggressive” portfolio is basically the classic Boglehead starter kit with a couple of random souvenirs stapled on. Roughly 68% S&P 500, 15% US bonds, 15% international stocks, then a rounding-error sprinkle of a second S&P 500 ETF and a target-date fund that accomplish… nothing. It’s like you built a clean three-fund setup, then panicked and added 2% of “just in case” fluff. Structurally it’s fine, even textbook, but the tiny satellite funds just create overlap and noise. Cleaning this up to a pure core set of holdings would make tracking, rebalancing, and mental accounting a lot easier without changing the actual risk in any meaningful way.
True holdings
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NVIDIA Corporation 0.08%Part of fund(s):
- State Street® SPDR® Portfolio S&P 500® ETF
-
Apple Inc 0.07%Part of fund(s):
- State Street® SPDR® Portfolio S&P 500® ETF
-
Microsoft Corporation 0.06%Part of fund(s):
- State Street® SPDR® Portfolio S&P 500® ETF
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Amazon.com Inc 0.04%Part of fund(s):
- State Street® SPDR® Portfolio S&P 500® ETF
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Alphabet Inc Class A 0.04%Part of fund(s):
- State Street® SPDR® Portfolio S&P 500® ETF
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Alphabet Inc Class C 0.03%Part of fund(s):
- State Street® SPDR® Portfolio S&P 500® ETF
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Broadcom Inc 0.03%Part of fund(s):
- State Street® SPDR® Portfolio S&P 500® ETF
-
Meta Platforms Inc. 0.03%Part of fund(s):
- State Street® SPDR® Portfolio S&P 500® ETF
-
Tesla Inc 0.02%Part of fund(s):
- State Street® SPDR® Portfolio S&P 500® ETF
-
Berkshire Hathaway Inc 0.02%Part of fund(s):
- State Street® SPDR® Portfolio S&P 500® ETF
- Top 10 total 0.41%
The look-through data here is basically useless: 0.4% coverage means we’re only seeing the top of one ant on the elephant. Those tiny NVIDIA, Apple, Microsoft exposures showing up are coming from ETFs that already copy broad indexes, so this is just confirming that large US stocks exist, not telling much about risks. Overlap is labeled as understated because only ETF top-10 holdings are used, which is a polite way of saying “we really don’t know the full duplication picture.” For a mostly vanilla index portfolio, that’s not fatal, but treat this look-through as a blurry snapshot, not a forensic x-ray.
Historical data is limited for this portfolio, which reduces the confidence in the calculated values.
Growth
That “CAGR 161.96% with max drawdown -2.34%” is not performance, it’s a data hallucination. If this were real, you’d be beating every famous investor in history while experiencing less pain than a high-yield savings account. Historic returns should be understood like a highlight reel: useful, but there should be bruises. An aggressive 84% equity portfolio normally has real drawdowns in ugly markets, not a gentle -2%. Treat these numbers as broken speedometers, not proof of genius. The sane way to judge this setup is to compare long-term index returns versus basic benchmarks, not chase fantasy CAGRs that confuse luck, bugs, and reality.
Due to limited historical data, this may show extreme values that are not realistic.
Projection
The Monte Carlo output saying 562% annualized returns and quintillions of percent ending values is full-on science fiction. Monte Carlo is supposed to be a nerdy dice-roll game that stress-tests thousands of future paths with realistic volatility, not a meme generator that assumes you’ll own half the planet by retirement. Past data is like yesterday’s weather; Monte Carlo is tomorrow’s weather guess, and here the model is clearly drunk. For a portfolio this plain, thinking in boring terms works better: long-term stock returns in the mid-single to low-double digits, bonds stabilizing the ride, and a wide range of possible outcomes instead of guaranteed rocket ships.
Asset classes
- Stocks 84%
- Bonds 15%
- Cash 0%
- Other 0%
- No data 0%
Asset class split: 84% stocks, 15% bonds, 0% cash. So despite the “aggressive” label, this is more “responsibly spicy” than truly wild. The 15% bond sleeve is doing grown-up work, tamping down volatility and making the ride less puke-inducing when markets crack. No meaningful cash means no big drag sitting on the sidelines, but also no dry powder for tactical moves if that’s your thing. If someone genuinely wants pedal-to-the-floor growth and can stomach deep drawdowns, stock exposure could be higher; if sleep-at-night is the priority, bond allocation can be nudged up. As-is, this lands in a reasonable aggressive-but-not-maniac zone.
Sectors
- Technology 25%
- Financials 12%
- Consumer Discretionary 9%
- Industrials 8%
- Telecommunications 8%
- Health Care 8%
- Consumer Staples 4%
- Energy 3%
- Utilities 2%
- Basic Materials 2%
- Real Estate 2%
Sector spread is perfectly boring, which is exactly what you want. Tech at 25% is heavy but roughly in line with modern index reality, not “all in on the next AI messiah.” Financials, industrials, healthcare, consumer sectors all show up with decent slices, and nothing screams “I built this while binging CNBC at 2am.” Because this is basically broad index exposure, you’re inheriting the market’s sector bets rather than inventing your own. That’s fine, just remember: when tech sneezes, this thing will catch a cold. Anyone wanting to dial down that dependence would need more deliberate sector balancing beyond just buying the market.
Regions
- North America 68%
- No data 15%
- Europe Developed 10%
- Japan 3%
- Australasia 1%
- Asia Developed 1%
- Asia Emerging 0%
- Africa/Middle East 0%
- Latin America 0%
- Europe Emerging 0%
Geography-wise, this is firmly “America first, everyone else when convenient”: 68% North America, about 15% “unknown” that’s likely bonds or classification noise, and a modest 10% Europe plus tiny bits of Japan and developed Asia. This mirrors the typical US-home-biased investor who trusts domestic markets and grudgingly admits foreign stocks exist. It’s not crazy, especially since US companies are globally exposed anyway, but it does lean on one economic engine pretty hard. Adding more deliberate non-US equity could help if the US cools off for a decade. For now, it’s a conservative global stance wrapped in an S&P comfort blanket.
Market capitalization
- Mega-cap 40%
- Large-cap 30%
- Mid-cap 13%
- Small-cap 1%
- Micro-cap 0%
Market cap breakdown is unapologetically large-cap heavy: 40% mega, 30% big, 13% mid, and tiny crumbs of small. So this thing is basically chained to the fate of the largest, most talked-about companies on earth. That’s good for stability and liquidity, but it gives up the historically higher (and bumpier) growth potential of smaller companies. It’s like ordering a flight of craft beers and getting mostly light lagers—safe, drinkable, but not exactly adventurous. Anyone wanting more “spice” in returns would tilt more toward smaller caps; anyone wanting less drama will be perfectly happy with this big-cap comfort zone.
Factors
The factor data is a hot mess of low coverage, but let’s use what little we have. Size exposure at 20% with 1.1% coverage tells us almost nothing. Momentum at 62.7% (full coverage) plus a supposed dominance of low volatility is essentially saying, “owning big popular winners that don’t swing too violently.” Factor exposure is like the ingredient label on your cereal; here, the label is partly smudged. You’re accidentally loading up on momentum and low-vol, which usually behaves fine in most markets but can hurt when hot trends reverse. If factor tilts are unintentional, it’s safer to just accept you’re hugging the broad market instead of pretending to be a factor guru.
Redundant positions
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High correlationVANGUARD TARGET RETIREMENT 2050 FUND INVESTOR SHARESState Street® SPDR® Portfolio S&P 500® ETFFIDELITY INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASSFidelity 500 Index FundFidelity® Government Money Market FundFIDELITY U.S. BOND INDEX FUND INSTITUTIONAL PREMIUM CLASS
Correlation here is basically “everything moves together, just a bit differently on bad days.” Your main funds—S&P 500, international, bonds, target-date, extra S&P ETF—are flagged as a highly correlated group, meaning the so-called diversification from those tiny side positions is mostly cosmetic. Think of correlation as whether your investments panic in sync; these mostly do, aside from bonds softening the blows a little. True diversification means owning stuff that behaves differently in real stress, not just rebranding the same exposure through multiple wrappers. Simplifying down to a tighter core of uncorrelated building blocks would cut redundancy without sacrificing stability.
Risk contribution
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Fidelity 500 Index Fund
Weight: 68.01% 64.8% -
FIDELITY INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASS
Weight: 14.90% 25.6% -
FIDELITY U.S. BOND INDEX FUND INSTITUTIONAL PREMIUM CLASS
Weight: 15.22% 7.6% -
VANGUARD TARGET RETIREMENT 2050 FUND INVESTOR SHARES
Weight: 0.80% 1.1% -
State Street® SPDR® Portfolio S&P 500® ETF
Weight: 1.06% 1.0% - Top 3 risk contribution 97.9%
Risk contribution spills the real tea: the top three holdings drive almost 98% of total portfolio risk. The S&P 500 fund does most of the work at 68% weight and ~65% risk share, which is fair. The international index is the drama queen: only 14.9% of weight but 25.6% of risk, clearly more volatile than its size suggests. Bonds, at 15.2% weight but only 7.6% risk, are the quiet adult in the room. Tiny positions like the target-date fund and extra S&P ETF just clutter things while adding marginal risk. Trimming overlap and keeping risk aligned with conviction would make this cleaner and more intentional.
Dividends
- FIDELITY INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASS 3.10%
- Fidelity 500 Index Fund 1.10%
- FIDELITY U.S. BOND INDEX FUND INSTITUTIONAL PREMIUM CLASS 3.40%
- Fidelity® Government Money Market Fund 1.80%
- VANGUARD TARGET RETIREMENT 2050 FUND INVESTOR SHARES 2.10%
- State Street® SPDR® Portfolio S&P 500® ETF 1.20%
- Weighted yield (per year) 1.76%
Total yield at 1.76% is very “modern index world”: enough to remind you dividends exist, not enough to live on. International stocks and bonds are doing the heavy lifting on income, while the S&P 500 sits there like a growth-obsessed teenager reinvesting everything. If the goal is cash flow, this setup is underwhelming and would force reliance on selling shares to fund spending. That’s not inherently bad—total return matters more than yield—but it does require emotional discipline when markets drop. Anyone craving a paycheck-like stream from investments would need a more income-focused structure, not this mostly growth-leaning layout.
Ongoing product costs
- FIDELITY INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASS 0.04%
- Fidelity 500 Index Fund 0.02%
- FIDELITY U.S. BOND INDEX FUND INSTITUTIONAL PREMIUM CLASS 0.02%
- VANGUARD TARGET RETIREMENT 2050 FUND INVESTOR SHARES 0.08%
- Weighted costs total (per year) 0.02%
Costs are almost suspiciously low: total expense ratio around 0.02%. That’s “did you bribe someone at the fund company?” cheap. Credit where it’s due: you avoided the fee traps and stuck to low-cost index funds, which is quietly one of the biggest performance edges an investor can have. The tiny target-date and extra S&P 500 ETF don’t kill you on fees, but they do add complexity for essentially zero benefit. Sticking with a minimal lineup of ultra-cheap core funds keeps more of the market’s return in your pocket instead of donating it to someone else’s bonus pool.
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.
On risk–return efficiency, this portfolio is decent but clearly not on its best behavior. The optimization output basically says: with the same risk, a cleaner mix could aim for an expected return around 74.81%, and your current setup isn’t quite hitting that mark. That doesn’t mean some magic free-money portfolio exists, just that you’re not squeezing the most juice out of each unit of risk. The main culprits are overlapping, highly correlated funds and a slightly clunky mix versus a more streamlined blend. Tightening the lineup and revisiting equity–bond splits could nudge you closer to the efficient frontier instead of cruising below it.
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