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.

download metholodogy document Hartford Multifactor Index Methodologies

Performance

PERFORMANCE %

	CUMULATIVE % (as of 12/31/2022)			AVERAGE ANNUAL TOTAL RETURNS % (as of 12/31/2022)
	YTD	1YR	3YR	5YR	10YR	SI ¹
Hartford Multifactor Diversified International Index	-11.99	-11.99	-0.18	---	---	0.87

	CUMULATIVE % (as of 12/31/2022)			AVERAGE ANNUAL TOTAL RETURNS % (as of 12/31/2022)
	YTD	1YR	3YR	5YR	10YR	SI¹
Hartford Multifactor Diversified International Index	-11.99	-11.99	-0.18	---	---	0.87

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 1/27/2023)

Ticker	LRODEX Index
Inception Date	06/28/2019
Current Index Value	1093.33
Last Closing Level	1091.16
Change	2.17
Change %	0.20%
52-Week-High	1189.58
52-Week-Low	901.48
Number Of Holdings	326

Holdings Characteristics

Price/Book	1.1x
Price/Earnings	6.3x
Return on Equity	22.8%
Nominal Companies	326
Effective Companies	197
Nominal Countries	33
Effective Countries	15
Debt to Equity	103.2%
Index Dividend Yield (%)	6.24

Sector Exposure (%)

Financials	18
Health Care	13
Information Technology	12
Industrials	11
Consumer Staples	10
Consumer Discretionary	10
Materials	7
Communication Services	7
Energy	5
Utilities	4
Real Estate	4

Financials	18
Information Technology	12
Health Care	12
Industrials	11
Consumer Staples	10
Consumer Discretionary	10
Communication Services	8
Materials	7
Energy	5
Utilities	4
Real Estate	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 (%)

Novo Nordisk A/S	1.19
Sanofi	1.13
BAE Systems PLC	1.11
Novartis AG	1.07
GSK plc	1.05
Bangkok Chain Hospital PCL	1.01
Koninklijke Ahold Delhaize NV	1.00
Loblaw Cos Ltd	0.94
Bank of China Ltd	0.94
Roche Holding AG	0.94
Total Portfolio %	10.38

Roche Holding AG	1.11
BAE Systems PLC	1.08
Novartis AG	1.03
Sanofi	1.02
Koninklijke Ahold Delhaize NV	1.01
Novo Nordisk A/S	1.00
GSK plc	1.00
Loblaw Cos Ltd	0.96
Bank of China Ltd	0.96
Bangkok Chain Hospital PCL	0.92
Total Portfolio %	10.09

Market Cap Distribution (%)

Market Cap Header3
Less than $2B	4
$2B - $10B	35
$10B - $100B	47
Greater than $100B	15

Top Ten Countries

Represents 68% 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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