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Hartford Multifactor Diversified International Index

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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.

  Hartford Multifactor Index Methodologies

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

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

Country Allocation(%)
(as of 3/31/2021)

Sorry, your browser does not support inline SVG. JAPAN 15
Sorry, your browser does not support inline SVG. UNITED KINGDOM 8
Sorry, your browser does not support inline SVG. SOUTH KOREA 7
Sorry, your browser does not support inline SVG. AUSTRALIA 7
Sorry, your browser does not support inline SVG. TAIWAN 7
Sorry, your browser does not support inline SVG. CHINA 6
Sorry, your browser does not support inline SVG. HONG KONG 4
Sorry, your browser does not support inline SVG. CANADA 4
Sorry, your browser does not support inline SVG. FRANCE 3
Sorry, your browser does not support inline SVG. SWEDEN 3
Total of Top 10 Countries(%) 64
Sorry, your browser does not support inline SVG. Other (24 countries)
Holdings Characteristics
(as of 3/31/2021)
Fund
Price/Book 1.4x
Return on Equity 16.0%
Nominal Companies 321
Effective Companies 200
Nominal Countries 34
Effective Countries 17
Debt to Equity 97.0%
Index Dividend Yield (%) 3.32

Top Ten Holdings (%)

(as of 3/31/2021)
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 of Top Ten Holdings 9.59
Market Cap Distribution(%)
(as of 3/31/2021)
Index
Less than $2B 11
$2B - $10B 35
$10B - $100B 44
Greater than $100B 10
Sector Exposure (%)
Sectors 12/31/2020 3/31/2021
Financials 19 20
Consumer Discretionary 12 12
Information Technology 11 12
Industrials 10 11
Health Care 12 10
Consumer Staples 9 9
Communication Services 8 8
Materials 9 7
Energy 3 5
Real Estate 4 5
Utilities 4 4

Performance

Performance (%)
% (as of 3/31/2021)
Average Annual Total Returns % (as of 3/31/2021)
YTD 1YR 3YR 5YR SI1
Hartford Multifactor Diversified International Index 3.96 41.18 --- --- 4.31
Performance (%)
% (as of 3/31/2021)
Average Annual Total Returns % (as of 3/31/2021)
YTD 1YR 3YR 5YR SI1
Hartford Multifactor Diversified International Index 3.96 41.18 --- --- 4.31

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

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. 

Key Facts

Key Facts  (as of 4/15/2021)
Ticker LRODEX Index
Inception June 28, 2019
Current Index Value 1108.29
Last Closing Level 1101.69
Change 6.60
Change % 0.60%
52-Week-High 1108.29
52-Week-Low 781.22
Number Of Holdings 321

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.

A WORD ABOUT RISK

Investing involves risk, including the possible loss of principal.

Sources for all data: Bloomberg and Hartford Funds.

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