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Hartford Multifactor Diversified International Index   

TICKER
LRODEX Index
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Hartford Multifactor Diversified International Index   
Ticker - LRODEX 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 11/30/2024)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 11/30/2024)
YTD 1YR 3YR 5YR 10YR SI 1
Hartford Multifactor Diversified International Index 9.36 15.71 6.32 5.76 --- 5.34
 
CUMULATIVE %
(as of 9/30/2024)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 9/30/2024)
YTD 1YR 3YR 5YR 10YR SI1
Hartford Multifactor Diversified International Index 14.57 24.26 7.06 7.33 --- 6.45

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 12/24/2024)
Ticker LRODEX Index
Inception Date 06/28/2019
Current Index Value 1309.44
Last Closing Level 1305.76
Change
Change %
52-Week-High 1400.65
52-Week-Low 1169.74
Number Of Holdings 325
Holdings Characteristics
% in Foreign Equities
100
% in Equities
100
Price/Earnings
9.7x
Price/Book
1.2x
EPS Growth Rate
6.0%
Asset Weighted Market Cap (billions)
$45.1
Price/Earnings
9.5x
Return on Equity
15.5%
Median Market Cap (billions)
$15.4
Nominal Companies
325
Effective Companies
198
Nominal Countries
35
Effective Countries
17
Debt to Equity
93.1%
Index Dividend Yield (%)
4.75
Sector Exposure (%)
Financials 26
Industrials 13
Information Technology 12
Health Care 11
Consumer Discretionary 8
Consumer Staples 7
Communication Services 7
Energy 6
Materials 5
Utilities 4
Real Estate 2
Financials 24
Industrials 13
Information Technology 12
Health Care 11
Consumer Discretionary 8
Consumer Staples 7
Communication Services 7
Energy 6
Materials 5
Utilities 4
Real Estate 2
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 (%)
Agricultural Bank of China Ltd 1.14
Jb Hi-Fi Ltd 1.10
China Construction Bank Corp 1.07
Industrial and Commercial Bank of China Limited 1.03
Hon Hai Precision Industry Co Ltd 1.02
Koninklijke Ahold Delhaize NV 1.01
Radiant Opto-Electronics Corp 0.96
Fairfax Financial Holdings Ltd 0.96
HSBC Holdings PLC 0.94
SK Telecom Co Ltd 0.91
Total Portfolio % 10.14
China Construction Bank Corp 1.03
Agricultural Bank of China Ltd 1.02
Industrial and Commercial Bank of China Limited 0.99
Sanofi 0.98
Jb Hi-Fi Ltd 0.98
Koninklijke Ahold Delhaize NV 0.97
Hon Hai Precision Industry Co Ltd 0.96
Radiant Opto-Electronics Corp 0.95
CSPC Pharmaceutical Group Ltd 0.92
Kia Corporation 0.92
Total Portfolio % 9.72
Market Cap Distribution (%)

Market Cap Header3

Less than $2B 1
$2B - $10B 34
$10B - $100B 52
Greater than $100B 13
Top Ten Countries
Represents 66% 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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