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 9/30/2021)			AVERAGE ANNUAL TOTAL RETURNS % (as of 9/30/2021)
	YTD	1YR	3YR	5YR	10YR	SI ¹
Hartford Multifactor Diversified International Index	9.26	25.78	---	---	---	5.64

	CUMULATIVE % (as of 9/30/2021)			AVERAGE ANNUAL TOTAL RETURNS % (as of 9/30/2021)
	YTD	1YR	3YR	5YR	10YR	SI¹
Hartford Multifactor Diversified International Index	9.26	25.78	---	---	---	5.64

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.

Characteristics

KEY FACTS (as of 10/22/2021)

Ticker	LRODEX Index
Inception Date	06/28/2019
Current Index Value	1151.19
Last Closing Level	1150.70
Change	0.49
Change %	0.04%
52-Week-High	1181.49
52-Week-Low	877.20
Number Of Holdings	312

Holdings Characteristics

Price/Book	1.3x
Price/Earnings	9.1x
Return on Equity	17.6%
Nominal Companies	312
Effective Companies	200
Nominal Countries	35
Effective Countries	15
Debt to Equity	111.9%
Index Dividend Yield (%)	4.51

Sector Exposure (%)

Financials	16
Information Technology	12
Industrials	12
Consumer Discretionary	12
Health Care	11
Consumer Staples	10
Communication Services	9
Materials	6
Energy	6
Real Estate	4
Utilities	3

Financials	19
Industrials	13
Consumer Discretionary	11
Information Technology	11
Health Care	10
Consumer Staples	9
Communication Services	8
Materials	8
Real Estate	5
Energy	5
Utilities	3

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 (%)

Petrochina Co Ltd	1.18
Koninklijke Ahold Delhaize NV	0.99
Fujitsu Ltd	0.96
Sanofi	0.94
Roche Holding AG	0.92
Lenovo Group Ltd	0.90
Merck Kgaa	0.89
Glaxosmithkline PLC	0.89
Bank of China Ltd	0.89
Investor Ab, Stockholm	0.88
Total Portfolio %	9.44

Wan Hai Lines Ltd	1.27
VTech Holdings Ltd	1.19
Investor Ab, Stockholm	1.11
Novo Nordisk A/S	1.07
Roche Holding AG	1.06
Great Wall Motor Co	1.05
Fujitsu Ltd	0.99
Iwatani Corp	0.98
Koninklijke Ahold Delhaize NV	0.97
Fortescue Metals Group Ltd	0.97
Total Portfolio %	10.66

Market Cap Distribution (%)

Market Cap Header3
Less than $2B	3
$2B - $10B	33
$10B - $100B	53
Greater than $100B	11

Top Ten Countries

Represents 67% 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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