Effective 9/11/19, the Hartford Multifactor Emerging Markets Equity ETF ("ROAM") will change its principal investment strategy. The proprietary custom benchmark index tracked by ROAM will change from Hartford Risk Optimzied Multifactor Emerging Markets Index to Hartford Multifactor Emerging Markets Equity Index.
Hartford Multifactor Emerging Markets ETF ("ROAM") seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index based upon the emerging markets of the world.
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
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 7/31/2019)
|Total of Top 10 Countries(%)||75|
|Other (6 countries)|
|MSCI Emerging Markets Index|
|Total of Top 10 Countries(%)||89|
|Other (19 countries)|
|Index||MSCI Emerging Markets Index|
|Return on Equity||10.5%||11.8%|
|Standard Deviation (3 Year)||12.70%|
|Alpha (3 Year)||-2.29|
|Beta (3 Year)||0.86|
|R Squared (3 Year)||85.72|
|Information Ratio (3 Year)||-0.66|
|Up Capture (3 Year)||81.95|
|Sharpe Ratio (3 Year)||0.33|
|Down Capture (3 Year)||94.41|
Fundamental characteristics are based on industry-standard calculation methodologies and determined by Hartford Funds.
Top Ten Holdings (%)
|TELEFONICA BRASIL S.A. PREF PREFERENCE||1.14|
|INFOSYS LTD SP ADR ADR||1.13|
|DR. REDDY S LABORATORIES ADR ADR||1.01|
|ICICI BANK LTD SPON ADR ADR||1.00|
|HDFC BANK LTD ADR ADR||0.94|
|CHINA TELECOM CORP LTD H COMMON STOCK CNY1.0||0.90|
|BANCO DAVIVIENDA SA PREFERENCE||0.88|
|SAN MIGUEL CORP COMMON STOCK PHP5.||0.86|
|ENEL AMERICAS SA COMMON STOCK||0.86|
|WALMART DE MEXICO SAB DE CV COMMON STOCK||0.85|
|Total of Top Ten Holdings||9.57|
|Fund||MSCI Emerging Markets Index|
|Less than $2B||19||8|
|$2B - $10B||53||38|
|$10B - $100B||27||35|
|Greater than $100B||1||19|
Sector Exposure (%)
|Ex-Dividend Date||Record Date||Payable Date||Ordinary Income||Short Term Capital Gains||Long Term Capital Gains||Total Distribution|
Past distributions are not indicative of future distributions.
% (as of 7/31/2019)
Average Annual Total Returns % (as of 7/31/2019)
|Hartford Multifactor Emerging Markets ETF(ROAM, NAV)||5.68||0.49||4.99||---||0.42|
|Hartford Multifactor Emerging Markets ETF(ROAM, Market Price)||4.74||-1.44||4.21||---||0.10|
|Underlying Index (Hartford Risk-Optimized Multifactor Emerging Markets Index - LROAMX)||5.69||0.68||5.41||---||0.95|
|MSCI Emerging Markets Index||9.24||-2.18||8.42||1.84||---|
% (as of 6/30/2019)
Average Annual Total Returns % (as of 6/30/2019)
|Hartford Multifactor Emerging Markets ETF(ROAM, NAV)||7.55||6.87||6.66||---||0.83|
|Hartford Multifactor Emerging Markets ETF(ROAM, Market Price)||8.00||7.11||6.48||---||0.81|
|Underlying Index (Hartford Risk-Optimized Multifactor Emerging Markets Index - LROAMX)||7.46||6.96||7.11||---||1.35|
|MSCI Emerging Markets Index||10.59||1.21||10.66||2.49||---|
Performance data quoted represents past performance and does not guarantee future results. 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 lower or higher than the performance data quoted.
Index performance returns do not reflect any management fees, transaction costs, or expenses.
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. Brokerage commissions apply and will reduce returns.
1 Index "inception" return is based on the fund's inception date.
|Inception||February 25, 2015|
|Distributor||ALPS Distributors, Inc.|
|Stock Exchange||NYSE Arca|
|Net Asset Value(NAV)||$21.65|
|NAV Change %||0.52%|
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06/30/2019 | pdf
This Fact Sheet summarizes the ETF's investment approach, portfolio statistics, top holdings, and current performance.
01/26/2018 | pdf
A concise summary of the Fund’s investment strategy, performance, expenses, risks, and management team.
03/31/2019 | pdf
A semi-annual update on the Fund that includes a manager discussion of the Fund’s performance and financial statements.
09/30/2018 | pdf
An annual update on the Fund that includes a manager discussion of the Fund’s performance and financial statements.
06/30/2019 | pdf
Exchange-traded funds (ETFs) designed by Hartford Funds - both strategic beta and actively managed - seek to provide investors with the tools to take greater control over the risks and opportunities in their portfolios.
06/30/2019 | pdf
This Pitchbook reviews the ETFs' investment approach, investment team, investment process, portfolio statistics, top holdings, and current performance.
06/30/2019 | pdf
Hartford Multifactor ETF Introductory Pitchbook
06/30/2019 | pdf
This Pitchbook reviews the ETFs investment approach, investment team, investment process, and general portfolio parameters.
04/15/2019 | pdf
This flyer explains how Hartford Multifactor ETFs pursue growth by taking better risk.
05/11/2018 | pdf
An annual update on the Fund that includes information about the Fund’s investment manager, sub-adviser, and operations.
01/26/2018 | pdf
A supplementary document to the Fund’s prospectus that includes additional information about the Fund and its operations.
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.