About Hartford Multifactor Small Cap ETF (ROSC)

The Hartford Multifactor Small Cap ETF (ROSC) is an exchange-traded fund that seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Hartford Multifactor Small Cap Index. The index is designed to capture the overall performance of small-cap U.S. companies with favorable exposure to target style factors. The ETF employs a multi-factor investment approach that combines four factors: value, momentum, quality, and low volatility. By incorporating these factors, ROSC aims to provide investors with exposure to small-cap stocks that have attractive valuations, strong price trends, solid financial metrics, and lower volatility compared to the broader market.

ROSC has a unique approach to constructing its portfolio. It starts with a universe of small-cap stocks and applies various screens to identify companies with desirable factor exposures. The ETF then weights the selected stocks based on a combination of market capitalization, industry diversification, and the four target style factors. This methodology helps to ensure that ROSC maintains a diversified portfolio of small-cap stocks while emphasizing those with the highest factor exposures.