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Hartford Multifactor Small Cap Index   

Hartford Multifactor Small Cap Index   
Ticker - LROSCX Index


  • Provide diversified exposure to small cap companies in the US
  • Seek to improve return potential while addressing risks common to small cap investing, including volatility and drawdown risks
  • Select small cap companies with favorable risk premia, including value, quality and momentum factors

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


(as of 8/31/2023)
(as of 8/31/2023)
Hartford Multifactor Small Cap Index 7.01 8.57 14.62 --- --- 9.80
(as of 6/30/2023)
(as of 6/30/2023)
Hartford Multifactor Small Cap Index 5.00 11.78 16.61 --- --- 9.71

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.


KEY FACTS (as of 9/28/2023)
Ticker LROSCX Index
Inception Date 06/28/2019
Current Index Value 1432.04
Last Closing Level 1417.70
Change %
52-Week-High 1546.36
52-Week-Low 1238.55
Number Of Holdings 331
Holdings Characteristics
EPS Growth Rate
Asset Weighted Market Cap (billions)
Return on Equity
Median Market Cap (billions)
Nominal Companies
Effective Companies
Nominal Countries
Effective Countries
Debt to Equity
Index Dividend Yield (%)
Sector Exposure (%)
Industrials 18
Health Care 16
Information Technology 14
Financials 14
Consumer Discretionary 14
Materials 7
Consumer Staples 6
Real Estate 5
Communication Services 4
Energy 1
Utilities 0
Health Care 18
Industrials 17
Information Technology 15
Financials 14
Consumer Discretionary 14
Materials 6
Consumer Staples 6
Real Estate 5
Communication Services 3
Energy 2
Utilities 1
Important Notes

Hartford Multifactor Small Cap 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 (%)
Super Micro Computer Inc 2.43
Boise Cascade Co 1.49
Vishay Intertechnology Inc. 1.19
Patterson Cos Inc 1.10
Mueller Industries Inc. 1.03
Schneider National Inc 1.03
Corcept Therapeutics Inc 1.03
Telephone and Data Systems Inc 1.02
Cross Country Healthcare Inc 0.97
Amkor Technology Inc 0.93
Total Portfolio % 12.22
Super Micro Computer Inc 2.24
Vishay Intertechnology Inc. 1.29
Boise Cascade Co 1.25
Patterson Cos Inc 1.23
Mueller Industries Inc. 1.18
Vir Biotechnology Inc 1.08
Cross Country Healthcare Inc 1.07
Kulicke and Soffa Industries Inc 1.05
Schneider National Inc 1.04
Amkor Technology Inc 1.01
Total Portfolio % 12.44
Market Cap Distribution (%)

Market Cap Header3

Less than $2B 59
$2B - $10B 38
$10B - $100B 2
Greater than $100B 0

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


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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, or ETF summary prospectus and/or prospectus, which can be obtained from a financial professional and should be read carefully before investing.

Mutual funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA|SIPC. ETFs 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 (SIMNA). Schroder Investment Management North America Ltd. (SIMNA Ltd) serves as a secondary sub-adviser to certain funds. HFMC, Lattice, Wellington Management, SIMNA, and SIMNA Ltd. are all SEC registered investment advisers. Hartford Funds refers to HFD, Lattice, and HFMC, 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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