Hartford Multifactor Diversified International Index

Objective

De-concentrate country, currency, and individual company risks in developed market economies (ex US) and emerging markets
Seek reduced volatility and drawdown risk and improve returns (relative to capitalization weighted international equity indexes over a complete market cycle)

Description of Methodology

The rules-based proprietary methodology utilizes an optimization process to help achieve the desired composition and targeted characteristics, including reduced volatility, relative sector, country and size constraints and positive value, momentum, and quality relative factor scores at the portfolio level.

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Performance

PERFORMANCE %

	CUMULATIVE % (as of 6/30/2021)			AVERAGE ANNUAL TOTAL RETURNS % (as of 6/30/2021)
	YTD	1YR	3YR	5YR	10YR	SI ¹
Hartford Multifactor Diversified International Index	10.98	32.06	---	---	---	7.20

	CUMULATIVE % (as of 6/30/2021)			AVERAGE ANNUAL TOTAL RETURNS % (as of 6/30/2021)
	YTD	1YR	3YR	5YR	10YR	SI¹
Hartford Multifactor Diversified International Index	10.98	32.06	---	---	---	7.20

Past performance does not guarantee future results.
Performance reflects cumulative total returns for periods of less than one year and average annual total returns for periods of one year or greater.

Indices are unmanaged and not available for direct investment.

SI = Since Inception. Index Inception: 06/28/2019

Characteristics

KEY FACTS (as of 7/28/2021)


Ticker	LRODEX Index
Inception Date	06/28/2019
Current Index Value	1138.76
Last Closing Level	1136.55
Change	2.21
Change %	0.19%
52-Week-High	1163.94
52-Week-Low	877.20
Number Of Holdings	322

Holdings Characteristics



Price/Book	1.4x
Price/Earnings	11.6x
Return on Equity	16.3%
Nominal Companies	321
Effective Companies	197
Nominal Countries	34
Effective Countries	17
Debt to Equity	95.5%
Index Dividend Yield (%)	3.25

Sector Exposure (%)

Financials	20
Industrials	12
Consumer Discretionary	11
Information Technology	11
Health Care	10
Communication Services	8
Consumer Staples	8
Materials	8
Real Estate	5
Energy	5
Utilities	3

Financials	20
Consumer Discretionary	12
Information Technology	12
Industrials	11
Health Care	10
Consumer Staples	9
Communication Services	8
Materials	7
Energy	5
Real Estate	5
Utilities	4

Important Notes

Hartford Multifactor Diversified International Index is the exclusive property of Lattice Strategies LLC (a wholly owned subsidiary of Hartford Funds Management Company, LLC) which has contracted with Solactive AG to maintain and calculate the Index. Solactive AG uses its best efforts to ensure that the Index is calculated correctly. Irrespective of its obligations towards Lattice Strategies, Solactive AG has no obligation to point out errors in the Index to third parties.

Index returns do not represent actual fund or portfolio returns. A fund or portfolio may differ significantly from the index. The index does not reflect any management fees, transaction fees, brokerage expenses, or other expenses that may reduce returns. Index returns assume that dividends have been reinvested. Investors cannot invest directly in the Index.

Top Ten Holdings (%)

VTech Holdings Ltd	1.15
Investor Ab, Stockholm	1.11
Novo Nordisk A/S	1.00
Roche Holding AG	0.97
Fortescue Metals Group Ltd	0.95
Iwatani Corp	0.95
Koninklijke Ahold Delhaize NV	0.93
EBOS Group Ltd	0.91
Great Wall Motor Co	0.90
Bank of China Ltd	0.89
Total Portfolio %	9.76

VTech Holdings Ltd	1.06
Iwatani Corp	1.05
Investor Ab, Stockholm	1.01
Roche Holding AG	0.96
Koninklijke Ahold Delhaize NV	0.95
Bank of China Ltd	0.95
Great Wall Motor Co	0.94
Novo Nordisk A/S	0.91
Fortescue Metals Group Ltd	0.88
Bouygues, Guyancourt	0.88
Total Portfolio %	9.59

Market Cap Distribution (%)

Market Cap Header
Market Cap Header3
Less than $2B	11
$2B - $10B	33
$10B - $100B	45
Greater than $100B	11

Top Ten Countries

Represents 64% of total country allocation

Investing involves risk, including the possible loss of principal.

Sources for all data: Bloomberg and Hartford Funds.

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