Hartford Multifactor International Small Company Index

Objective

Designed to provide efficient exposure to the developed (ex-US) and emerging small-cap equity market.

Description of Methodology

The Index methodology seeks to enhance return potential through multifactor security selection while applying a comprehensive risk framework to overall Index construction. 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 Methodology

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 International Small Company Index	4.20	5.42	2.64	11.98	---	5.80

	CUMULATIVE % (as of 3/31/2025)			AVERAGE ANNUAL TOTAL RETURNS % (as of 3/31/2025)
	YTD	1YR	3YR	5YR	10YR	SI¹
Hartford Multifactor International Small Company Index	4.20	5.42	2.64	11.98	---	5.80

SI = Since Inception. Index Inception: 11/30/2019

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 4/29/2025)

Ticker	LROISOX Index
Inception Date	11/30/2019
Current Index Value	1410.26
Last Closing Level	1403.91
Change	6.35
Change %	0.45%
52-Week-High	1410.26
52-Week-Low	1245.09
Number Of Holdings	308

Holdings Characteristics

% in Equities	100
Price/Book	1.1x
EPS Growth Rate	5.3%
Asset Weighted Market Cap (billions)	$2.8
Price/Earnings	10.3x
Return on Equity	13.3%
Median Market Cap (billions)	$1.5
Nominal Companies	308
Effective Companies	198
Nominal Countries	31
Effective Countries	15
Debt to Equity	61.9%
Index Dividend Yield (%)	4.65

Sector Exposure (%)

Industrials	20
Information Technology	11
Financials	11
Consumer Discretionary	11
Health Care	9
Materials	9
Real Estate	8
Consumer Staples	8
Communication Services	6
Utilities	4
Energy	2

Industrials	19
Information Technology	11
Consumer Discretionary	10
Financials	10
Health Care	10
Materials	10
Real Estate	9
Consumer Staples	8
Communication Services	6
Utilities	5
Energy	2

Important Notes

The Index's Provider (Lattice Strategies LLC ("Lattice Strategies" or "Lattice"), a wholly owned subsidiary of Hartford Funds Management Company, LLC ("HFMC")), is responsible for the methodology and selection of each index component. The Index is calculated and distributed by Solactive AG. The Index is calculated as a price and total return index.

Top Ten Holdings (%)

Chambal Fertilisers & Chemicals	1.15
Bouygues SA	1.09
United Laboratories International Holdings Ltd	1.06
Arcadyan Technology Corp	1.03
Mapfre	1.03
Empire Co Ltd	1.03
E I D Parry (India) Ltd	0.98
Galenica AG	0.96
Plus500 Ltd	0.96
Logista Integral SA	0.94
Total Portfolio %	10.23

United Laboratories International Holdings Ltd	1.26
Empire Co Ltd	1.14
E I D Parry (India) Ltd	1.10
Plus500 Ltd	1.03
KT Corporation	0.99
Chambal Fertilisers & Chemicals	0.97
Galenica AG	0.96
Torunlar Gayrimenkul Yatirim Ortakligi AS	0.94
Hikma Pharmaceuticals Plc	0.94
China Railway Signal & Communication Corp Ltd	0.93
Total Portfolio %	10.26

Market Cap Distribution (%)

Market Cap Header3
Less than $2B	53
$2B - $10B	43
$10B - $100B	3
Greater than $100B	0

Sources for all data: Bloomberg and Hartford Funds.

Investing involves risk, including the possible loss of principal.

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