In my deep-dive (thanks to the folks at Rational Reminder...) I made a few adjustments since then.cos wrote: ↑Thu Jun 17, 2021 3:40 pmTaking FNDE into account, what's your current ideal allocation? Does FNDE play a significant role, or are you sticking with what you shared earlier?MotoTrojan wrote: ↑Sun May 30, 2021 8:53 am I am still sold that this is the best ETF option out there for EM value exposure at the moment, until Avantis or DFA come out with something .
For reference:
MotoTrojan wrote: ↑Thu May 06, 2021 9:43 pm I am liking the following myself:
20% QVAL
20% AVUV
20% VFMO
20% IVAL
20% IMTM
I decided I wanted some Avantis exposure on the ex-US side (like the diverse, low-turnover, cheap-assets method of value as a barbell to the concentrated AA cheap-profits method).
I decided I didn't really have the conviction for momentum, in particular after trading costs. I also realized that the volatility reduction MTUM/IMTM generated since inception in my portfolio was less due to momentum factor, and more due to negative HmL/RmW loading, something I wanted to avoid. I decided to leave a bit of cheap US beta (VTI) to provide some exposure to US growth and avoid behavioral risk of being all-in on value.
I decided to incorporate EM value, originally via FNDE, although I plan to swap for Avantis' new AVES when available.
Thus I came to the following portfolio:
15% in VTI, AVES (FNDE for now), QVAL, & IVAL
20% in AVUV & AVDV