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Hartford Multifactor Emerging Markets Equity Index   

TICKER
LROEMX Index
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Hartford Multifactor Emerging Markets Equity Index   
Ticker - LROEMX Index

Overview

  • De-concentrate country, currency, and individual company risks in emerging markets
  • Select companies with favorable valuation, momentum, and quality characteristics
  • Seek reduced volatility and drawdown risk and improved risk-adjusted returns (relative to capitalization weighted U.S. equity indexes) over a complete market cycle

Description of Methodology

Hartford Multifactor Emerging Markets Equity Index seeks to enhance risk-adjusted return potential available from investment in emerging market companies. 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 score at the portfolio level. 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 3/31/2025)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 3/31/2025)
YTD 1YR 3YR 5YR 10YR SI
Hartford Multifactor Emerging Markets Equity Index 1.96 5.90 6.00 12.94 --- 5.08
 
CUMULATIVE %
(as of 3/31/2025)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 3/31/2025)
YTD 1YR 3YR 5YR 10YR SI1
Hartford Multifactor Emerging Markets Equity Index 1.96 5.90 6.00 12.94 --- 5.08

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 4/30/2025)
Ticker LROEMX Index
Inception Date 06/28/2019
Current Index Value 1350.32
Last Closing Level 1342.00
Change 8.32
Change % 0.62%
52-Week-High 1409.62
52-Week-Low 1197.92
Number Of Holdings 306
Holdings Characteristics
% in Foreign Equities
100
% in Equities
100
Price/Earnings
9.6x
Price/Book
1.4x
EPS Growth Rate
19.7%
Asset Weighted Market Cap (billions)
$61.8
Price/Earnings
10.4x
Return on Equity
16.8%
Median Market Cap (billions)
$11.1
Nominal Companies
306
Effective Companies
202
Nominal Countries
16
Effective Countries
8
Debt to Equity
66.9%
Index Dividend Yield (%)
4.67
Sector Exposure (%)
Financials 23
Information Technology 22
Consumer Discretionary 11
Communication Services 8
Industrials 7
Materials 6
Health Care 6
Consumer Staples 6
Energy 6
Utilities 4
Real Estate 2
Financials 24
Information Technology 24
Consumer Discretionary 9
Communication Services 8
Industrials 7
Energy 6
Materials 6
Health Care 5
Utilities 5
Consumer Staples 4
Real Estate 1
Important Notes

Hartford Multifactor Emerging Markets Equity 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 (%)
Samsung Electronics Co Ltd 1.03
China Construction Bank Corp 1.02
Petroleo Brasileiro S.A.- Petrobras 1.01
Hcl Technologies Ltd 1.00
Bank of China Ltd 0.98
Industrial and Commercial Bank of China Limited 0.98
SK Hynix Inc 0.97
COWAY Co Ltd 0.94
Taiwan Semiconductor Manufacturing Co Ltd 0.90
Agricultural Bank of China Ltd 0.88
Total Portfolio % 9.71
Agricultural Bank of China Ltd 1.32
China Construction Bank Corp 1.21
Industrial and Commercial Bank of China Limited 1.20
Bank of China Ltd 1.16
Xiaomi Corporation 1.16
Lenovo Group Ltd 1.05
Taiwan Semiconductor Manufacturing Co Ltd 1.05
Hon Hai Precision Industry Co Ltd 1.00
COSCO SHIPPING Holdings Co Ltd 1.00
Radiant Opto-Electronics Corp 1.00
Total Portfolio % 11.15
Market Cap Distribution (%)

Market Cap Header3
Less than $2B 0
$2B - $10B 34
$10B - $100B 52
Greater than $100B 14
TOP 10 COUNTRIES (%)
Represents 90% 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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