Objective
Hartford Multifactor Emerging Markets ETF (”ROAM”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Risk-Optimized Multifactor Emerging Markets Index (Bloomberg Ticker: LROAMX), which tracks the performance of emerging market equity securities.
Overview
Designed to provide equity exposure to emerging markets
Our systematic, rules-based index methodology is designed to simultaneously address risks while seeking exposures to return-enhancing factors:
Set Risk Parameters
Seek to improve diversification versus a cap-weighted benchmark by reducing concentration at the country, sector, and individual company levels
Select Securities
Seek companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors
Reconstitute and Rebalance
Rebalance twice a year in March and September and reapply the investment process annually in March to ensure the portfolio stays true to the rules-based index methodology
Country Allocation(%)
(as of 5/31/2017)
| ROAM | ||
|---|---|---|
| Taiwan | 10.28 | |
| South Korea | 9.42 | |
| Thailand | 8.19 | |
| Malaysia | 7.83 | |
| China | 7.23 | |
| Indonesia | 7.15 | |
| Philippines | 6.66 | |
| South Africa | 6.06 | |
| India | 6.03 | |
| Poland | 5.90 | |
| Total of Top 10 Countries(%) | 74.75 | |
| Other (6 countries) | ||
| MSCI Emerging Markets Index | ||
|---|---|---|
| China | 27.65 | |
| South Korea | 15.65 | |
| Taiwan | 12.23 | |
| India | 8.75 | |
| Brazil | 6.85 | |
| South Africa | 6.81 | |
| Mexico | 3.53 | |
| Russia | 3.39 | |
| Indonesia | 2.51 | |
| Malaysia | 2.44 | |
| Total of Top 10 Countries(%) | 89.82 | |
| Other (14 countries) | ||
Country allocations are subject to change.
| Index | MSCI Emerging Markets Index | |
|---|---|---|
| Price-to-Book | 1.50 | 1.63 |
| Price-to-Earnings | 14.02 | 15.45 |
| Return on Equity(%) | 10.80 | 11.04 |
| Debt to Equity | 1.17 | 1.12 |
| Dividend Yield(%) | 2.84 | 2.30 |
| 30-Day SEC Yield(%) | 1.74 | - |
| Nominal Countries | 16 | 24 |
| Effective Countries | 15 | 7 |
| Nominal Companies | 328 | 813 |
| Effective Companies | 217 | 107 |
| Fund | MSCI Emerging Markets Index | |
|---|---|---|
| Standard Deviation (last 12-months)(%) | 12.46 | 13.20 |
Fundamental characteristics are based on industry-standard calculation methodologies and determined by Hartford Funds.
Top Ten Holdings (%)
| Samsung Electronics Co Ltd Common Stock Krw5000.0 | 1.16 |
| Polski Koncern Naftowy Orlen Common Stock Pln1.25 | 1.05 |
| Coca Cola Femsa Sab Ser L Common Stock | 0.95 |
| Tata Motors Ltd Spon Adr Adr Usd.1 | 0.93 |
| Telekomunikasi Indonesia Per Common Stock Idr50. | 0.92 |
| Malayan Banking Bhd Common Stock Myr1. | 0.90 |
| Bidvest Group Ltd Common Stock Zar.05 | 0.87 |
| Icici Bank Ltd Spon Adr Adr | 0.85 |
| Hon Hai Precision Industry Common Stock Twd10. | 0.82 |
| United Tractors Tbk Pt Common Stock Idr250.0 | 0.81 |
| Total of Top Ten Holdings | 9.26 |
Holdings are subject to change. Percentages may be rounded.
| Fund | MSCI Emerging Markets Index | |
|---|---|---|
| Less than $2B | 4.1 | 1.8 |
| $2B - $10B | 46.7 | 27.7 |
| $10B - $100B | 46.9 | 51.5 |
| Greater than $100B | 2.3 | 19.0 |
| Sectors | Fund 5/31/2017 | MSCI Emerging Markets Index 5/31/2017 |
|---|---|---|
| Financials | 31.5 | 23.7 |
| Consumer Staples | 11.3 | 7.0 |
| Energy | 9.7 | 6.8 |
| Telecommunication Services | 7.4 | 5.5 |
| Utilities | 4.2 | 2.6 |
| Industrials | 6.7 | 5.8 |
| Real-Estate | 3.2 | 2.6 |
| Health Care | 2.1 | 2.3 |
| Materials | 5.9 | 7.1 |
| Consumer Discretionary | 7.0 | 10.9 |
| Information Technology | 11.0 | 25.6 |
| Ex-Dividend Date | Record Date | Payable Date | Ordinary Income | Short Term Capital Gains | Long Term Capital Gains | Total Distribution |
|---|---|---|---|---|---|---|
| 6/23/2017 | 6/27/2017 | 6/29/2017 | $0.219143 | $0.000000 | $0.000000 | $0.219143 |
| 12/23/2016 | 12/28/2016 | 12/30/2016 | $0.183365 | $0.000000 | $0.000000 | $0.183365 |
| 6/22/2016 | 6/24/2016 | 6/29/2016 | $0.205786 | $0.000000 | $0.000000 | $0.205786 |
| 12/23/2015 | 12/28/2015 | 12/30/2015 | $0.218415 | $0.000000 | $0.000000 | $0.218415 |
| 6/24/2015 | 6/26/2015 | 6/30/2015 | $0.210359 | $0.000000 | $0.000000 | $0.210359 |
|
Average Annual Total Returns % (as of 5/31/2017)
|
|||||
| 1YR | 3YR | 5YR | SI1 | ||
|---|---|---|---|---|---|
| Multifactor Emerging Markets ETF (ROAM, NAV) | 18.57 | --- | --- | -1.25 | |
| Multifactor Emerging Markets ETF (ROAM, Market Price) | 19.10 | --- | --- | -1.14 | |
| Underlying Index (Hartford Risk-Optimized Multifactor Emerging Markets Index - LROAMX) | 19.64 | --- | --- | -0.48 | |
| Reference Index (MSCI Emerging Markets Index) | 27.41 | 1.62 | 4.54 | --- | |
|
Average Annual Total Returns % (as of 3/31/2017)
|
|||||
| 1YR | 3YR | 5YR | SI1 | ||
|---|---|---|---|---|---|
| Multifactor Emerging Markets ETF (ROAM, NAV) | 8.45 | --- | --- | -3.20 | |
| Multifactor Emerging Markets ETF (ROAM, Market Price) | 9.41 | --- | --- | -2.83 | |
| Underlying Index (Hartford Risk-Optimized Multifactor Emerging Markets Index - LROAMX) | 9.37 | --- | --- | -2.44 | |
| Reference Index (MSCI Emerging Markets Index) | 17.22 | 1.18 | 0.81 | --- | |
Performance data quoted represents past performance. Past performance does not guarantee future results. Current performance may be higher or lower than actual data quoted. The investment return and principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than the performance quoted.
Index performance returns do not reflect any management fees, transaction costs, or expenses.
Hartford Multifactor ETF Shares are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Total returns are calculated using the daily 4:00pm Eastern Time net asset value (NAV). Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times. The Fund is new and has a limited operating history.
1 For comparison purposes, index "inception" return is based on the fund's inception date.
| Ticker | ROAM |
| Inception | February 25, 2015 |
| Underlying Index | LROAMX |
| Net Assets | $39,770,675.44 |
| Shares Outstanding | 1,700,000 |
| Distributor | ALPS Distributors, Inc. |
| Ticker | ROAM |
| CUSIP | 518416201 |
| IOPV TICKER | ROAM.IV |
| Stock Exchange | NYSE Arca |
| Close | $23.55 |
| Change | $0.18 |
| Change % | 0.77% |
| Net Asset Value(NAV) | $23.39 |
| NAV Change | $0.15 |
| NAV Change % | 0.66% |
| Premium/Discount | 0.66% |
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Fund LiteratureSelect All
|
Fact Sheet
03/31/2017 | pdf
Max 100
|
Investment Case
05/03/2017 | pdf Available For |
Brochure
03/31/2017 | pdf |
Multifactor Emerging Markets ETF Summary Prospectus
05/11/2017 | pdf Available For |
Prospectus
10/22/2016 | pdf Available For |
Semi Annual Report
05/31/2017 | pdf Available For |
Annual Report
05/11/2017 | pdf Available For |
Flyer
05/10/2017 | pdf Available For |
Multifactor Emerging Markets ETF Statutory Prospectus
05/11/2017 | pdf Available For |
Multifactor Emerging Markets EFT SAI
05/11/2017 | pdf Available For |
Hartford Multifactor Emerging Markets ETF Flyer
03/31/2017 | pdf |
Hartford Multifactor ETFs Pitchbook
03/31/2017 | pdf |
Hartford Multifactor ETF Introductory Pitchbook
03/31/2017 | pdf |
Hartford Multifactor Emerging Markets ETF Pitchbook
03/31/2017 | pdf |
Financial Professionals:
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A WORD ABOUT RISK
All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. These risks are generally greater for investments in emerging markets. Diversification does not eliminate the risk of experiencing investment losses. Due to the investment strategy of this Fund it may make higher capital gain distributions than other ETFs. Please read the Fund’s prospectus for specific details regarding the Fund’s risk profile.
Transactions in ETF shares will result in brokerage commissions and will generate tax consequences. All regulated investment companies are obliged to distribute portfolio gains to shareholders.
IOPV, or Indicative Optimized Portfolio Value, is a calculation disseminated by the stock exchange that approximates the Fund’s NAV every fifteen seconds throughout the trading day.
Premium/discount reflects the relationship between an ETF’s market price and its net asset value (NAV). Because ETFs are traded on an exchange, their market prices are in part driven by supply and demand dynamics. The ETF’s market price may be above its NAV (reflecting a premium) or below its NAV (reflecting a discount).
Investors may acquire ETF Shares and tender them for redemption through the Fund in Creation Unit Aggregations only. Please see the prospectus for more details.
The MSCI information may only be used for your internal use, may not be reproduced or re-disseminated in any form and may not be used as a basis for or a component of any financial instruments or products or indices. None of the MSCI information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. Historical data and analysis should not be taken as an indication or guarantee of any future performance analysis, forecast or prediction. The MSCI information is provided on an “as is” basis and the user of this information assumes the entire risk of any use made of this information. MSCI, each of its affiliates and each other person involved in or related to compiling, computing or creating any MSCI information (collectively, the “MSCI Parties”) expressly disclaims all warranties (including, without limitation, any warranties or originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for a particular purpose) with respect to this information. Without limiting any of the foregoing, in no event shall any MSCI Party have any liability for any direct, indirect, special, incidental, punitive, consequential (including, without limitation, lost profits) or any other damages. (www. msci.com)
Sources for all data: Bloomberg, MSCI, and Hartford Funds.
201734 LAT000693