ROSC

Hartford Multifactor Small Cap ETF
*Unless otherwise stated, data provided by FactSet.

ROSC Fund Description

ROSC invests in US companies with small market capitalizations screened for risk, valuation, momentum and quality factors.

ROSC Factset Analytics Insight

ROSC is a passively-managed ETF that enters the US small-cap space, but it’s not a “vanilla” offering. It uses an integrated multi-factor approach: The optimizer searches for value, momentum and quality stocks—emphasizing value—and aims to dampen offsetting effects of one factor on another. Single-name position size caps and volatility also inform the weighting at the portfolio level. On October 24, 2016, the fund name and index name changed to reflect Hartford’s acquisition of Lattice (the former issuer and index provider). There were no changes to the investment objectives or index methodology resulting from the change. Prior to November 6, 2019, the fund traded as the Hartford Multifactor Global Small Cap ETF (ticker ROGS), and was a risk-optimized fund investing in global companies.

ROSC MSCI ESG Analytics Insight

Hartford Multifactor Small Cap ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.70 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Hartford Multifactor Small Cap ETF ranks in the 24th percentile within its peer group and in the 15th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ROSC MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ROSC -2.51% -3.28% 19.70% 49.17% 8.16% 10.90% --
ROSC (NAV) -1.49% -2.35% 20.67% 50.49% 8.55% 10.75% --
MSCI USA Small Cap Index 2.15% -1.06% 16.32% 51.51% 12.40% 14.60% 15.78%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ROSC Summary Data

The Hartford
Hartford
03/24/15
Open-Ended Fund
0.34%
$24.45M
$88.00K
0.31%

ROSC Portfolio Data

$2.16B
14.14
2.12
1.35%
N/A
328

ROSC Index Data

Hartford Multifactor Small Cap Index
Multi-Factor
Multi-Factor
MSCI USA Small Cap Index

ROSC Portfolio Management

0.34%
--
--
--

ROSC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ROSC Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Medium
Daily

ROSC Factset Analytics Block Liquidity

As of 09/23/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of ROSC. ROSC is rated a 4 out of 5.

ROSC Tradability

2,270
$88.00K
1,298
$49.59K
0.31%
$0.12
-0.10%
0.16% / -0.43%
None
97.00%
100,000
0.01
0.05%
0.26%
0
$38.03
4

ROSC Sector/Industry Breakdown


ROSC
Segment Benchmark
19.47%
22.39%
16.90%
13.62%
15.31%
15.72%
13.91%
14.96%
12.70%
14.12%
6.78%
3.99%
4.23%
5.11%
3.75%
3.53%
2.99%
0.66%
1.39%
2.07%

ROSC Countries


ROSC
Segment Benchmark
99.99%
100.00%
0.01%
--
0.00%
--

ROSC Regions


ROSC
Segment Benchmark
100.00%
100.00%
0.00%
--

ROSC Economic Development


ROSC
Segment Benchmark
100.00%
100.00%

ROSC Performance Statistics

0.89
0.96
1.02
0.87
0.38%
MSCI USA Small Cap Index

ROSC MSCI ESG Ratings

4.70 / 10
15.21
23.78
2.97%
7.27%
70.68

ROSC Benchmark Comparison Holdings

328
1858
302
10.89%

ROSC Benchmark Comparison Summary


ROSC
Segment Benchmark
328
1858
$2.16B
$5.50B
14.14
82.45
2.12
2.75
1.58%
1.02%
Low
Low

ROSC Benchmark Comparison Market Cap Size


ROSC
Segment Benchmark
0.01%
3.24%
29.70%
73.31%
60.16%
22.40%
10.13%
1.05%