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Hartford Multifactor Small Cap ETF

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Effective 11/6/19, the Hartford Multifactor Small Cap ETF changed its name, ticker symbol, principal investment strategy, custom underlying index and reference index. See the Fund’s prospectus, as supplemented, for more information.

Objective

Hartford Multifactor Small Cap ETF ("ROSC") seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of small capitalization exchange traded equity securities.

Overview

Designed to provide equity exposure to small cap markets with potentially less volatility over a complete market cycle than traditional capitalization-weighted indices

More About Hartford Multifactor Small Cap ETF 

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 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

Reapply the investment process twice a year in March and September to ensure the portfolio stays true to the rules-based index methodology

CharacteristicsAllocations, exposures and holdings are subject to change. Percentages may be rounded.

Allocations, exposures and holdings are subject to change. Percentages may be rounded.
Holdings Characteristics
(as of 9/30/2020)
Fund Russell 2000 Index
Price/Book 1.4x 1.7x
Price/Earnings 11.7x 17.8x
Return on Equity 16.0% -2.9%
Nominal Companies 347 2012
Effective Companies 191 842
Nominal Countries 1 14
Effective Countries 1 1
Debt to Equity 103.0% 175.7%
Index Dividend Yield (%) 2.37 1.66
Return Characteristics
(as of 8/31/2020)
Fund
Standard Deviation (5 Year) 17.23
Alpha (5 Year) -1.37
Beta (5 Year) 0.96
R Squared (5 Year) 97.00
Information Ratio (5 Year) -0.55
Up Capture (5 Year) 91.52
Sharpe Ratio (5 Year) 0.34
Down Capture (5 Year) 97.11

Fundamental characteristics are based on industry-standard calculation methodologies and determined by Hartford Funds.

Top Ten Holdings (%)

(as of 10/30/2020)
RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001 1.48
MERIDIAN BIOSCIENCE INC COMMON STOCK 1.41
CORCEPT THERAPEUTICS INC COMMON STOCK USD.001 1.37
VANDA PHARMACEUTICALS INC COMMON STOCK USD.001 1.08
SYKES ENTERPRISES INC COMMON STOCK USD.01 1.05
BIG LOTS INC COMMON STOCK USD.01 1.05
RENT A CENTER INC COMMON STOCK USD.01 1.04
DIODES INC COMMON STOCK USD.667 1.04
BMC STOCK HOLDINGS INC COMMON STOCK USD.01 0.97
GENWORTH FINANCIAL INC CL A COMMON STOCK USD.001 0.96
Total of Top Ten Holdings 11.45
Market Cap Distribution(%)
(as of 9/30/2020)
Fund Russell 2000 Index
Less than $2B 73 47
$2B - $10B 27 52
$10B - $100B 0 1
Greater than $100B 0 0

Sector Exposure (%)

(as of 9/30/2020)
label currentpercentage
Health Care 18
Financials 16
Industrials 14
Consumer Discretionary 13
Information Technology 13
Consumer Staples 6
Materials 5
Real Estate 5
Energy 5
Communication Services 3
Utilities 1

Based on Global Industry Classification Standard (GICS), which was developed by and is the exclusive property and a service mark of MSCI Inc. (MSCI) and Standard & Poor’s, a division of The McGraw-Hill Companies, Inc. (S&P). Excludes cash. May not total to 100% due to rounding and/or pooled vehicle allocations.

Distributions and Capital Gains
Ex-Dividend Date Record Date Payable Date Ordinary Income Short Term Capital Gains Long Term Capital Gains Total Distribution
9/25/2020 9/28/2020 9/30/2020 $0.0938 $0.0000 $0.0000 $0.0938
6/25/2020 6/26/2020 6/30/2020 $0.1875 $0.0000 $0.0000 $0.1875
12/20/2019 12/23/2019 12/26/2019 $0.6000 $0.0000 $0.0000 $0.6000

Past distributions are not indicative of future distributions.

Performance

Performance (%)
% (as of 9/30/2020)
Average Annual Total Returns % (as of 9/30/2020)
YTD 1YR 3YR 5YR SI1
Hartford Multifactor Small Cap ETF(ROSC, NAV) -14.78 -7.05 -2.57 5.25 3.07
Hartford Multifactor Small Cap ETF(ROSC, Market Price) -14.94 -7.01 -2.75 5.07 3.03
Underlying Index (Hartford Multifactor Small Cap Spliced Index) -14.71 -6.81 -2.30 5.70 ---
Russell 2000 Index -8.69 0.39 1.77 8.00 ---
Performance (%)
% (as of 9/30/2020)
Average Annual Total Returns % (as of 9/30/2020)
YTD 1YR 3YR 5YR SI1
Hartford Multifactor Small Cap ETF(ROSC, NAV) -14.78 -7.05 -2.57 5.25 3.07
Hartford Multifactor Small Cap ETF(ROSC, Market Price) -14.94 -7.01 -2.75 5.07 3.03
Underlying Index (Hartford Multifactor Small Cap Spliced Index) -14.71 -6.81 -2.30 5.70 ---
Russell 2000 Index -8.69 0.39 1.77 8.00 ---

SI = Since Inception.
Fund Inception: 03/23/2015
Operating Expenses:  
Net  0.34%  |   Gross  0.34%

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.

Effective 11/6/19, the Fund's custom underlying index changed from the Hartford Risk-Optimized Multifactor Global Small Cap Equity Index ("Global Small Cap Equity Index") to Hartford Multifactor Small Cap Index ("Small Cap Index"). The Hartford Multifactor Small Cap Spliced Index reflects the performance of the Global Small Cap Equity Index through 11/6/19 and the performance of the Small Cap Index thereafter. The Fund’s performance and historical returns shown for the periods prior to 11/6/19 are not necessarily indicative of the performance that the Fund would have generated based on its current custom underlying index.

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.

Key Facts & Trading Details

Key Facts  (as of 10/29/2020)
Ticker ROSC
Inception March 23, 2015
Underlying Index LROSCX
Net Assets $7,883,240.08
Shares Outstanding 300,000
Distributor ALPS Distributors, Inc.
Trading Details  (as of 10/29/2020)
Ticker ROSC
CUSIP 518416508
IOPV TICKER ROSC.IV
Stock Exchange NYSE Arca
Close $26.27
Change $0.26
Change % 0.98%
Net Asset Value(NAV) $26.28
NAV Change $0.25
NAV Change % 0.96%
Premium/Discount -0.04%
30 Day Median Bid/Ask Spread 0.44%

Insights & Literature

pdf

How Risk Efficient Is Your Strategic Beta? 

08/17/2020
Make equity risk work harder to enhance capital growth potential.
pdf

Pursuing Long-Term Capital Growth Through Risk Efficiency 

02/20/2020
Investor interest in multifactor strategies continues to accelerate as a potential means to enhance capital growth beyond market beta.
pdf

3 Myths About ETF Liquidity 

02/06/2020
On the surface, ETFs and mutual funds generally share common characteristics. But underneath the surface, ETF liquidity is significantly different.

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pdf

Fact Sheet

09/30/2020 | pdf

This Fact Sheet summarizes the ETF's investment approach, portfolio statistics, top holdings, and current performance.

View FINRA Letter

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Multifactor Small Cap ETF Summary Prospectus

pdf

A concise summary of the Fund’s investment strategy, performance, expenses, risks, and management team.

Semi Annual Report

pdf

A semi-annual update on the Fund that includes a manager discussion of the Fund’s performance and financial statements.

Annual Report

pdf

An annual update on the Fund that includes a manager discussion of the Fund’s performance and financial statements.

Hartford Multifactor ETF Flyer

09/30/2020 | pdf

Hartford Multifactor ETFs are designed for growth and structured for resilience.

View FINRA Letter

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Hartford Multifactor Small Cap ETF Pitchbook

09/30/2020 | pdf

This Pitchbook reviews the ETF's investment approach, investment team, investment process, and general portfolio parameters.

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Hartford Multifactor ETFs Pitchbook

09/30/2020 | pdf

This Pitchbook reviews the ETF's investment approach, investment team, investment process, and general portfolio parameters.

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Hartford Multifactor ETF Introductory Pitchbook

09/30/2020 | pdf

This Pitchbook reviews the ETF's investment approach, investment team, investment process, and general portfolio parameters.

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Hartford Funds ETF Flyer

06/30/2020 | 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.

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Multifactor Small Cap ETF SAI

pdf

A supplementary document to the Fund’s prospectus that includes additional information about the Fund and its operations.  

Multifactor Small Cap ETF Statutory Prospectus

pdf

An annual update on the Fund that includes information about the Fund’s investment manager, sub-adviser, and operations.

Important Risks: Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Small cap securities can have greater risk and volatility than large-cap securities. • Investments focused in a particular sector or industry are subject to greater market volatility risk. The Fund is not actively managed but rather attempts to track the performance of an index. The Fund's returns may diverge from that of the index.

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.



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