AVES
Avantis Emerging Markets Value ETF
stock NYSE ETF

VOO, VXUS, and AVUV is a great core. I'd say 16% international weighting is light in the ass and perhaps you could add AVDV & AVES since you already like avantis factor tilting and overseas markets may stand to benefit from their methodology even moreso than the US. I keep a 24% international concentration which is well below the cap weighting of ~40% better tax treatment, mature market, and no risk of war based account freezing makes an active tilt to the US a no broane for me.

currently in the process of transitioning my international from VXUS into IDMO, AVDV, AVES.

I hope both SPMO and XMMO because while they’re both ‘momentum’, the sectors they have tended to represent (SPMO is mostly tech and XMMO has been mostly financials and industrials) and their cap sizes have performed well at different times, so you do get a bit of a diversification benefit.
I’d consider dumping the small momentum though - SCV is a stronger factor bet (from academic data) and you’ll bet a better diversification/inverse correlation hedge from your SPMO.
I also agree with the international suggestion for AVNM or AVNV over IDMO. Cheaper, more exposure, higher factor loading (at least for AVNV) but AVNM is an excellent choice for a long term hold as well. (Don’t think ‘aggressive’ just means more momentum in your race to 100k - especially in international markets. The most aggressive choice would actually be high exposure to undervalued emerging markets (AVES/AVEE) - but that isn’t as sexy as developed international momentum (IDMO).

Thanks! I know I'm driving us all crazy, but the previous ratio of developed to developing international markets was pretty close to 3:1 like vxus.  How about this small tweak to give more emerging market exposure 
42% VTI / 5% AVLV / 19% AVUV / 15% VEA / 8% AVDV / 8% VWO / 3% AVES

It might be an error on schwabs end but idk.
One month AVES gave me $0.26 and another month it gave me $14.36. It's not the same as QQQi or SPYi but it was interesting seeing the income estimate adjust itself in response.

Dropping AVMV and DISV makes it cleaner, but you still keep the main idea: broad US core, heavy US small value tilt, developed markets, EM, and international small value. AVES is still the one I’d question a bit. At 3% it probably won’t move the portfolio much, but it does add some tax drag. I don’t think it’s crazy to keep it if you really want EM value exposure, just realize it’s more of a completeness/behavioral choice than something that will drive the whole outcome. VEA/VWO split is fine too, especially if you like controlling EM separately or want separate TLH opportunities. Otherwise VXUS would be simpler, but your split isn’t weird. Overall this looks much more reasonable than the 9 fund version. Still factor tilted, still aggressive, but no longer feels like the taxable account is becoming a science project.

Thank you for your thoughtful reply!!

I agree the 9 funds is probably too much. How about this instead, I settled on this 7 fund (I think?): how about this version, what are your thoughts? 42% VTI / 5% AVLV / 19% AVUV / 17% VEA / 8% AVDV / 6% VWO / 3% AVES

Honestly I think this is pretty well thought out, maybe even too well thought out. Like, nothing here looks dumb to me. But some of the tiny slices probably don’t matter much in real life. AVES at 2%, AVMV at 4%, splitting AVDV and DISV... I get why you’re doing it, but I’m not sure it changes the outcome enough to be worth the extra moving parts. I’d probably simplify it a bit. Something like broad US, US small value, maybe large value/profitability, international beta, and one international small value fund. You still get the same general factor tilt without making the taxable account feel like a research project. The bigger thing I’d look at is asset location. If you can hold the higher yield / higher turnover factor stuff in tax advantaged accounts, that’s usually cleaner. Taxable is kind of where boring broad index funds shine. I like the idea. I just think the 9 fund version might be more precise than useful.
https://preview.redd.it/jvqf0kcyuu6h1.png?width=614&format=png&auto=webp&s=8c61c1dfd0f7403467363941b1400529cf320c1a

I settled on VTI + AVUV for US exposure, and for international exposure VXUS with some additional EM tilt through AVEM and AVES. I like things relatively tidy, so my goal was to minimize the number of funds while achieving broad market exposure with a modest 10-20% Fama French factor tilt toward small value.

I know you’re spinning out because you’re probably an engineer and must. Seek. Optimization. I feel that. Like, on a spiritual level. Truly.
The truth: you’ve done all the work to know that this is probably fine. Anything you tweak is going to be so far down the rabbit hole that any outcome deltas are equally likely to be just as good or different enough to be noise or just weird luck.
The part that is hard: if you do this you have to do it because constantly changing and tweaking and futzing to chase the last z-score of improvement is going to dock your returns and, worse, make you insane even if you could somehow optimize forward you’re going to experience significant tracking error. There’s just no avoiding it. When that happens you are going to reach for excel or Python and start banging out allocation scenarios which, unfortunately, probably won’t make much of a difference and certainly not permanently.
Finally, you’re way too in the weeds.
Look at AVES as an example. You’re stressing about it having tax drag. It’s currently paying 2.42%.
Pretend you have a $5 million dollar portfolio, 2% of which is AVES, or $100,000. 2.42% of that is $2,420. You’ll pay taxes in 20% of that, tops butt pretend you’ll owe 50%.
At your current pay rate is all of the work you’ve done to struggle over whether you should have 2% of your portfolio in AVES worth $1,200/year? $25/week. $5/business day. With a 30 minute community you likely spend almost that much driving to work and back and all for 5 digits or precision based on historical data that is only weakly correlated to the potential future returns.
Your contribution rate combined with any weighted combination of the assortment low cost, broad market funds is going to return millions over the next 20 years.
Pick. Automate. Leave it alone.
Now go and enjoy your life.

For broad exposure to emerging markets, consider holding VEE, XEC, or ZEM. These all follow different indexes so you should consider buying the one that complements your developed market exposure: XEF & XEC, VIU & VEE, ZEA & ZEM.
There’s evidence that, over long periods, small cap and value stock exposure provides higher returns. AVES (which is US-listed) provides both small-cap and value stock exposure in emerging markets, while AVDV and AVUV do the same for Europe/Asia and U.S. markets. If you’d rather hold everything in Canadian dollars then consider looking at CASV (global small-cap value).

This is a well-thought-out portfolio, but I think it may be more complicated than the evidence justifies.
\- Strong evidence for a factor doesn’t automatically make every factor ETF worth holding. Each fund still needs to add meaningful exposure after fees, taxes, turnover, dilution, and overlap.
\- Your dedicated factor allocation looks closer to 37% than 31%. That’s a meaningful tilt, so every position should have a clear reason for being there.
\- AVUV at 18% will make a real difference. AVMV fills a gap on paper, but I’m not sure it changes the portfolio enough to justify another fund. AVES at 2% looks too small to matter; I’d either make emerging-market value a meaningful allocation or keep the money in VWO.
\- Some overlap with VTI is expected. The real question is whether AVLV, AVMV, and AVUV add enough active factor exposure to justify the extra cost and complexity.
\- AVDV and DISV seem to serve very similar international small-value roles. I’d need more than the QDI argument to hold both. They diversify managers and methodologies, but probably not the underlying source of returns.
\- VOO isn’t a fair benchmark for this portfolio. Something like 66% VTI, 26% VEA, and 8% VWO would better separate the effect of the factor tilts from the geographic allocation.
\- The taxable account should also be viewed together with the 403(b), TIAA, and your spouse’s accounts. What matters is the allocation, factor exposure, and asset location across the whole household.
\- Automatic DRIP and a strict “never sell” rule don’t fully fit the rest of the strategy. DRIP makes cash-flow rebalancing less efficient and can complicate tax-loss harvesting. Contribution-first rebalancing makes sense, but there should be limited exceptions for drifting outside a preset rebalancing band, fund closure, or a material change in methodology.
Overall, the strategy is reasonable, but I’m not convinced all nine funds are doing enough to justify their place. A six- or seven-fund version could probably retain nearly all the meaningful exposure with less redundancy and cleaner implementation.