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Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index    Ticker - LRODMX Index


TICKER
LRODMX Index
Actions

Overview

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

Description of Methodology

The rules-based proprietary methodology employs a multi-layered risk-optimized approach that seeks to achieve its diversification, risk-reduction, and return objectives by selecting companies with favorable diversified risk premia expression, including valuation, momentum, quality, and volatility characteristics. The methodology seeks to further address active risks versus the capitalization-weighted universe by managing size, and liquidity risks. The Index seeks to harvest risk premia factors through systematic risk- and factor-weighting twice annually, with a reconstitution occurring in March and September.

download metholodogy document  Hartford Multifactor Index Methodologies

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 Risk-Optimized Multifactor Developed Markets (ex-US) Index 10.14 29.41 5.71 8.67 --- 6.18
 
CUMULATIVE %
(as of 6/30/2021)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 6/30/2021)
YTD 1YR 3YR 5YR 10YR SI1
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 10.14 29.41 5.71 8.67 --- 6.18

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: 12/31/2013

Characteristics

KEY FACTS (as of 8/4/2021)
Ticker LRODMX Index
Inception Date 12/31/2013
Current Index Value 1600.24
Last Closing Level 1601.58
Change -1.34
Change % -0.08%
52-Week-High 1601.58
52-Week-Low 1235.08
Number Of Holdings 485
Holdings Characteristics
Price/Book
1.6x
Price/Earnings
15.5x
Return on Equity
14.9%
Nominal Companies
485
Effective Companies
290
Nominal Countries
22
Effective Countries
10
Debt to Equity
94.0%
Index Dividend Yield (%)
3.00
Sector Exposure (%)
Financials 15
Industrials 15
Health Care 13
Consumer Staples 11
Consumer Discretionary 11
Communication Services 8
Materials 7
Information Technology 6
Utilities 6
Real Estate 6
Energy 2
Financials 15
Industrials 14
Health Care 12
Consumer Discretionary 12
Consumer Staples 11
Communication Services 8
Materials 7
Information Technology 7
Utilities 7
Real Estate 6
Energy 2
Important Notes

Hartford Risk-Optimized Multifactor Developed Markets (ex-US) 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 (%)
Kuehne & Nagel International Ag, Schindellegi 0.88
Investor Ab, Stockholm 0.82
Merck Kgaa 0.81
Novo Nordisk A/S 0.79
Roche Holding AG 0.78
Koninklijke Ahold Delhaize NV 0.78
Loblaw Cos Ltd 0.75
Fujitsu Ltd 0.73
Fortescue Metals Group Ltd 0.71
Wesfarmers Ltd 0.71
Total Portfolio % 7.76
Koninklijke Ahold Delhaize NV 0.76
Kuehne & Nagel International Ag, Schindellegi 0.76
Merck Kgaa 0.75
Investor Ab, Stockholm 0.74
Loblaw Cos Ltd 0.71
Roche Holding AG 0.70
Bouygues, Guyancourt 0.70
Wesfarmers Ltd 0.67
Swisscom AG, Ittigen 0.66
Novo Nordisk A/S 0.66
Total Portfolio % 7.11
Market Cap Distribution (%)

Market Cap Header3

Less than $2B 0
$2B - $10B 41
$10B - $100B 52
Greater than $100B 7
TOP 10 COUNTRIES (%)
Represents 84% of total country allocation

Sources for all data: Bloomberg and Hartford Funds.
Investing involves risk, including the possible loss of principal.

 

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The material on this site is for informational and educational purposes only. The material should not be considered tax or legal advice and is not to be relied on as a forecast. The material is also not a recommendation or advice regarding any particular security, strategy or product. Hartford Funds does not represent that any products or strategies discussed are appropriate for any particular investor so investors should seek their own professional advice before investing. Hartford Funds does not serve as a fiduciary. Content is current as of the publication date or date indicated, and may be superseded by subsequent market and economic conditions.

Investing involves risk, including the possible loss of principal. Investors should carefully consider a fund's investment objectives, risks, charges and expenses. This and other important information is contained in the mutual fund, ETF or closed-end interval fund prospectus or summary prospectus, which can be obtained from a financial professional and should be read carefully before investing.

Mutual funds and the closed-end interval fund are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA/SIPC. Exchange-traded products are distributed by ALPS Distributors, Inc. (ALPS). Advisory services may be provided by Hartford Funds Management Company, LLC (HFMC) or its wholly owned subsidiary, Lattice Strategies LLC (Lattice). Certain funds are sub-advised by Wellington Management Company LLP and/or Schroder Investment Management North America Inc. Schroder Investment Management North America Ltd. serves as a secondary sub-adviser to certain funds. Hartford Funds refers to Hartford Funds Management Group, Inc. and its subsidiaries, including HFD, HFMC, and Lattice, which are not affiliated with any sub-adviser or ALPS. The funds and other products referred to on this Site may be offered and sold only to persons in the United States and its territories.

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