First Quarter 2018 (as of December 31, 2017) The Factor Report. What s driving factor performance?

First Quarter 2018 (as of December 31, 2017) The Factor Report What s driving factor performance?

Table of Contents Page Q4 Summary.................................................................................. 3 Structural Factor Performance: Regions, Sectors, and Size Performance of 15 developed markets: Largest market cap to smallest................................ 4 Performance of 16 emerging markets: Largest market cap to smallest................................. 5 The cyclical nature of US sector performance...................................................... 6 US market returns (%) by size quintiles............................................................ 7 The cyclical nature of developed markets (ex US) sector performance................................. 8 Developed markets (ex US) market returns (%) by size quintiles....................................... 9 Excess Factor Performance: US Markets The cyclical nature of factor-based portfolios....................................................... 10 Q4 factor-based portfolio performance............................................................ 11 Historical excess returns of factor-based portfolios................................................. 12 Range of excess returns in factor-based portfolios: Current vs historical............................... 13 Value and momentum sub-factor portfolios........................................................ 14 Excess Factor Performance: Developed Markets (ex US) Q4 factor-based portfolio performance............................................................ 15 Historical excess returns of factor-based portfolios................................................. 16 Range of excess returns in factor-based portfolios: Current vs historical............................... 17 Value and momentum sub-factor portfolios........................................................ 18 Hartford ETFs.................................................................................. 19 Appendix (more on factors, Hartford ETFs, and the risks in cap-weighted indexes)............................. 20-32 2

Q4 Summary Global equities continued their momentum by pushing higher in Q4. Emerging market equities gained 7.5%, European equities gained 2.3%, US equities gained 6.5%, and Japanese equities gained 8.5%. Consumer discretionary, information technology, and financials were the bestperforming US sectors, and utilities was the worst-performing sector in both the US and developed markets (ex US). Quality was the best-performing factor for US equities, and the momentum factor was the best performing for developed markets (ex US). As of 12/31/17. Emerging market equities are represented by the MSCI Emerging Markets Index, which is a free float-adjusted market capitalization index that is designed to measure equity market performance of emerging markets. European equities are represented by the MSCI Europe Index, which is a free-float adjusted market-capitalization-weighted index designed to measure the equity market performance of the developed markets in Europe: Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, and the United Kingdom. US equities are represented by the MSCI USA Index, which is designed to measure the performance of the large and mid cap segments of the US market. With 627 constituents, the index covers approximately 85% of the free float-adjusted market capitalization in the US. Japanese equities are represented by the MSCI Japan Index, which is a free-float adjusted market-capitalization index designed to measure large- and mid-cap Japanese equity market performance. MSCI performance is shown gross of dividend withholding tax. Sector performance for US equities and developed markets (ex US) equities is calculated from a universe of developed market equities as defined by Hartford Funds. To be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million. Data Sources: Morningstar, MSCI, and Compustat. Calculations by Hartford Funds. Past performance is no guarantee of future results. Indices are unmanaged and not available for direct investment. 3

Structural Factor Performance Performance of 15 developed markets: Largest market cap to smallest The rally in developed markets has been broad based, extending beyond the largest nations in which passive capitalization-weighted indexes are concentrated (as of 12/31/17) 60% 50% 1-Year Return 5-Year Return 10-Year Return Country Returns 40% 30% 20% 10% 0% -10% United States MSCI World Index Weight Japan United Kingdom France Germany Canada Australia Hong Kong Switzerland Netherlands Spain Sweden Italy Denmark Singapore Other 58.9% 8.9% 6.6% 4.0% 3.7% 3.6% 3.0% 2.6% 1.3% 1.3% 1.2% 1.0% 0.9% 0.7% 0.5% 1.8% Country portfolios are capitalization-weighted with free-float market cap. The portfolios are theoretical and assume no fees, trading costs, or short-selling restrictions. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes, or transaction costs. A simple average was used to calculate the return for countries in the Other category. MSCI World Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of 23 developed markets. MSCI performance is shown net of dividend withholding tax. MSCI World Index weightings are rounded. Data source: Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Indices are unmanaged and not available for direct investment. Past performance is no guarantee of future results. 4

Structural Factor Performance Performance of 16 emerging markets: Largest market cap to smallest Emerging markets rebounded dramatically over the past year, with most countries turning in doubledigit gains (as of 12/31/17) 60% 50% 1-Year Return 5-Year Return 10-Year Return Country Returns 40% 30% 20% 10% 0% -10% MSCI EM Index Weight China South Korea Taiwan India South Africa Brazil Russia Mexico Malaysia Thailand Indonesia Poland Chile Philippines Turkey Colombia 29.7% 15.4% 11.3% 8.8% 7.1% 6.8% 3.3% 2.9% 2.4% 2.3% 2.2% 1.3% 1.3% 1.1% 1.1% 0.4% Country portfolios are capitalization-weighted with free-float market cap. The portfolios are theoretical and assume no fees, trading costs, or any short selling restrictions. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes, or transaction costs. MSCI EM Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance in the global emerging markets. MSCI performance is shown net of dividend withholding tax. MSCI Emerging Markets Index weightings are rounded. Data source: Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Indices are unmanaged and not available for direct investment. Past performance is no guarantee of future results. 5

US Structural Markets Factor Performance The cyclical nature of US sector performance (1/1/08-12/31/17) Information technology, materials, healthcare, and consumer discretionary led the way in 2017, while telecom and energy lagged 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017-16% 62% 31% 17% 28% 44% 27% 7% 26% 37% -23% 50% 28% 14% 25% 42% 26% 7% 24% 24% -27% 47% 27% 11% 24% 42% 25% 5% 22% 23% -28% 35% 26% 7% 19% 41% 17% 5% 21% 23% -36% 22% 23% 7% 17% 32% 16% 3% 21% 22% -37% 23% 18% 5% 17% 27% 12% 2% 18% 20% -41% 21% 14% 4% 15% 27% 9% -2% 14% 13% -41% 15% 14% 0% 14% 25% 6% -4% 8% 13% -43% 13% 13% -1% 11% 15% 6% -6% 6% 9% -46% 12% 7% -8% 5% 14% 2% -10% 6% -1% -50% 7% 6% -18% 2% 6% -5% -25% -3% -3% Consumer Discretionary Consumer Staples Energy Financials Healthcare Industrials Information Technology Materials Real Estate Telecom Utilities The chart ranks the performance of various sectors using the US universe as defined by Hartford Funds. To be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Data Source: Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Past performance is no guarantee of future results. 6

Structural Factor Performance US market returns (%) by size quintiles While long-term performance has been similar across market caps, large-cap companies outperformed in 2017 (as of 12/31/17) 25 1 Year 3 Year 5 Year 10 Year 21.6 20 17.8 Percentage (%) 15 10 5 14.5 13.3 13.0 9.6 9.7 7.8 10.3 9.8 14.1 15.1 12.8 15.1 15.7 9.8 9.9 9.8 9.9 9.2 0 Smallest Quintile ($932 Million Avg Market Cap = small cap) 2nd Quintile ($1.5 Billion Avg Market Cap = small/mid cap) 3rd Quintile ($3 Billion Avg Market Cap = mid cap) 4th Quintile ($8 Billion Avg Market Cap = mid cap) Largest Quintile ($49.9 Billion Avg Market Cap = large cap) The chart illustrates the performance of companies ranked by size using the US universe as defined by Hartford Funds. To be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Each quintile represents 20% of the universe. Data Source: Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Past performance is no guarantee of future results. 7

US Structural Markets Factor Performance The cyclical nature of developed markets (ex US) sector performance (1/1/08-12/31/17) Information technology was the best-performing sector in 2017, while energy lagged on a relative basis 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017-20% 68% 25% 5% 40% 43% 6% 9% 28% 41% -29% 45% 23% 4% 30% 36% 6% 8% 25% 32% -31% 43% 21% 0% 25% 31% 5% 6% 8% 32% -31% 42% 19% -4% 18% 30% 0% 3% 4% 26% -40% 40% 15% -13% 18% 27% -1% 2% 2% 25% -43% 35% 14% -14% 18% 25% -4% 0% 2% 25% -47% 32% 8% -16% 12% 17% -4% -2% -1% 22% -50% 26% 7% -17% 10% 14% -5% -3% -1% 21% -51% 20% 3% -19% 6% 11% -5% -5% -2% 20% -51% 17% 0% -20% 3% 7% -10% -15% -6% 16% -53% 4% -3% -23% 1% -2% -17% -24% -11% 15% Consumer Discretionary Consumer Staples Energy Financials Healthcare Industrials Information Technology Materials Real Estate Telecom Utilities The chart ranks the performance of various sectors using the developed markets (ex US) universe as defined by Hartford Funds. To be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Data Source: Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Past performance is no guarantee of future results. 8

Structural Factor Performance Developed markets (ex US) returns (%) by size quintiles While long-term performance has been similar across market caps, the smallest companies have outperformed over the past 1 year, 3 years, and 5 years (as of 12/31/17) 35 30 31.9 1 Year 3 Year 5 Year 10 Year 31.5 29.6 28.4 27.5 Percentage (%) 25 20 15 10 15.1 13.1 12.2 12.2 10.7 12.8 11.2 10.7 11.4 9.7 5 4.9 5.7 4.6 4.9 4.3 0 Smallest Quintile ($1.2 Billion Avg Market Cap = small cap) 2nd Quintile ($2.1 Billion Avg Market Cap = small cap) 3rd Quintile ($4.3 Billion Avg Market Cap = mid cap) 4th Quintile ($13 Billion Avg Market Cap = large cap) Largest Quintile ($22.9 Billion Avg Market Cap = large cap) The chart illustrates the performance of companies ranked by size using the developed markets ex US universe as defined by Hartford Funds. To be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Each quintile represents 20% of the universe. Data Source: Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Past performance is no guarantee of future results. 9

Excess Factor Performance: US Markets The cyclical nature of factor-based portfolios Excess factor returns* of US factor-based hypothetical portfolios (1/1/08-12/31/17) 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 Top Performing Low Volatility 6.9% Value 39.3% Small Size 17.3% Low Volatility 3.7% Momentum 3.4% Momentum 16.3% Low Volatility -0.3% Low Volatility 0.8% Small Size 12.8% Momentum 0.9% Value 2.6% Quality 16.2% Quality 14.8% Quality 1.1% Small Size 3.3% Small Size 13.5% Value -3.2% Momentum -2.0% Value 10.0% Quality 0.7% Quality 1.4% Small Size 11.6% Momentum 11.9% Momentum -3.7% Value 2.0% Value 12.4% Quality -6.1% Quality -4.2% Low Volatility 3.5% Low Volatility -1.0% Small Size -0.5% Low Volatility 1.5% Value 10.7% Value -4.0% Low Volatility -0.5% Quality 9.0% Momentum -6.6% Value -8.7% Momentum -0.6% Small Size -7.4% Lower Performing Momentum -0.8% Momentum -15.8% Low Volatility 5.6% Small Size -6.3% Quality -1.5% Low Volatility 5.9% Small Size -12.8% Small Size -8.9% Quality -1.4% Value -8.2% MSCI USA Index -37.1% 27.1% 15.4% 2.0% 16.1% 32.6% 13.4% 1.3% 11.6% 21.9% Value: Companies that are considered undervalued relative to their fundamentals Quality: Companies that have historically exhibited strong profitability and healthy balance sheets Momentum: Companies that are appreciating in price and benefiting from positive sentiment Small Size: Smaller companies Low Volatility: Companies exhibiting lower price volatility than the market average or portfolios that seek to take advantage of diversification benefits by holding lower-correlated assets SEE THE GLOSSARY ON PAGE 31 FOR DEFINITIONS. *Excess factor returns are factor returns after subtracting market beta (i.e., the returns of a market index). Market beta is represented by the MSCI USA Index. The chart ranks the performance of various factor-based hypothetical portfolios using the US universe as defined by Hartford Funds. Portfolios were rebalanced monthly. From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Value, Momentum, Quality, Small Size, and Low Volatility represent factor-based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal-weights them. The portfolios are theoretical and assume no fees or trading costs. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes or transaction costs. Data Sources: Compustat and MSCI. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. MSCI USA Index is designed to measure the performance of the large- and mid-cap segments of the US market. MSCI performance is shown gross of dividend withholding tax. Annual Returns for MSCI USA Index are shown from 2008 to 2017. Indices are unmanaged and not available for direct investment. Past performance is no guarantee of future results. 10

Excess Factor Performance: US Markets Q4 factor-based portfolio performance The quality factor turned in positive performance while other factors struggled (10/1/17-12/31/17) 8% 6% 4% 2% 0% -2% -4% -6% 6.5% -0.8% 0.2% 6.5% 6.5% 6.5% 6.5% -1.0% Market Return -3.9% Value Momentum Quality Small Size Excess Return -1.5% Low Volatility US equities continued their upward trend in Q4 with a 6.5% return. In 2017 the US equity market saw 12 months of positive returns for the first time on record. Quality slightly outperformed for the quarter with a 0.2% excess return over the broad market. Stocks with stable earnings, good return on equity, and consistent sales growth were in favor. Momentum performed well for most of the year, slowing down toward the end. Innovative, disruptive technology companies drove its strong performance in 2017. Neutralizing the sector and market-cap weighted impact from the momentum factor, it underperformed for the quarter. The value factor, strong in 2016, underperformed the market each quarter of 2017, underperforming the broad market by 0.8% in Q4. Small size underperformed by 3.9% in Q4. US large-cap stocks significantly outperformed small cap for the quarter and year. Low-volatility stocks also underperformed the broad market for the quarter by 1.5%. See the Glossary on page 31 for definitions. The chart ranks the performance of various factor-based hypothetical portfolios using the US universe as defined by Hartford Funds. Portfolios were rebalanced monthly. From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Value, Momentum, Quality, Small Size, and Low Volatility represent factor-based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal-weights them. The portfolios are theoretical and assume no fees or trading costs. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes, or transaction costs. Market return is represented by the MSCI USA Index, which is designed to measure the performance of the large- and mid-cap segments of the US market. MSCI performance is shown gross of dividend withholding tax. Data Sources: Compustat and MSCI. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Inidices are unmanaged and not available for direct investment. Past performance is no guarantee of future results. 11

Excess Factor Performance: US Markets Historical excess returns of factor-based portfolios Value has turned in the strongest excess factor returns over the past 10 years, while momentum and quality delivered the highest excess returns over the past year (as of 12/31/17) 4% 2% 0% -2% -4% -6% 0.9% 1 Year 3 Year 5 Year 10 Year 4.0% 0.7% -1.0% -2.7% -0.7% -1.8% 1.1% 0.9% -0.3% -0.9% -1.7% -1.6% 1.6% -0.2% 2.4% 1.2% Value Momentum Quality Small Size Low Volatility 2.9% -8% -10% -8.2% -7.4% The chart ranks the performance of various factor-based hypothetical portfolios using the US universe as defined by Hartford Funds. Portfolios were rebalanced monthly. From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Value, Momentum, Quality, Small Size, and Low Volatility represent factor-based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal-weights them. The portfolios are theoretical and assume no fees or trading costs. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes or transaction costs. Data Source: Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Past performance is no guarantee of future results. 12

Excess Factor Performance: US Markets Range of excess returns in factor-based portfolios: Current vs historical (Calendar quarters from 1/1/08-12/31/17) The Q4 returns for the momentum and quality factors were close to their long-term averages, while value, small size, and low volatility lagged 25% 20% 20.1% Highest Qtr 15% Current Qtr Avg. Lowest Qtr. 10% 5% 0% -5% -10% 1.2% -8.2% -0.8% 7.6% 8.7% 6.8% 5.5% 0.1% 0.7% 0.6% 0.6% -1.0% 0.2% -3.9% -3.0% -5.2% -9.2% -9.7% -1.5% -15% -20% Value Value Momentum Momentum Quality Quality Small Size Small Size Low Volatility Low Volatility Date of Highest Qtr June 2009 June 2008 June 2009 June 2009 June 2010 Date of Lowest Qtr September 2011 June 2009 September 2015 September 2014 June 2009 The chart ranks the performance of various factor-based hypothetical portfolios using the US universe as defined by Hartford Funds. From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Value, Momentum, Quality, Small Size, and Low Volatility represent factor-based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal-weights them. The portfolios are theoretical and assume no fees or trading costs. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes or transaction costs. Data Source: Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Past performance is no guarantee of future results. 13

Excess Factor Performance: US Markets Value and momentum sub-factor portfolios (1/1/08-12/31/17) VALUE 1 Year 3 Year 5 Year 10 Year Standard Deviation (10 Year) Sharpe Ratio (10 Year) Sales to Enterprise Value 13.9% 10.4% 16.9% 12.2% 21.5% 0.57 EBIDTA to Enterprise Value 15.2% 9.5% 15.6% 12.0% 21.9% 0.56 Operating Cash Flow to Enterprise Value 14.6% 9.4% 15.6% 11.6% 21.1% 0.56 Earnings Yield 14.4% 7.6% 14.1% 11.8% 22.3% 0.54 Dividend Yield 9.2% 7.0% 12.0% 11.0% 19.2% 0.56 MOMENTUM 1 Year 3 Year 5 Year 10 Year Standard Deviation (10 Year) Sharpe Ratio (10 Year) Short-Term Momentum 23.3% 10.6% 16.8% 8.9% 18.6% 0.47 Long-Term Momentum 22.7% 10.2% 16.0% 8.5% 18.8% 0.45 REFERENCE BENCHMARKS 1 Year 3 Year 5 Year 10 Year Standard Deviation (10 Year) Sharpe Ratio (10 Year) Cap-Weighted US Universe 20.8% 10.8% 15.4% 8.7% 15.4% 0.52 MSCI USA Index 21.9% 11.3% 15.7% 8.5% 15.1% 0.52 See the Glossary on page 31 for definitions. Earnings Yield and Dividend Yield refer to the impact of specific underlying stocks on the performance of the hypothetical portfolios and do not reflect the earnings yield or dividend yield of Hartford ETFs or their indices. Short-term momentum measures recent price appreciation over the last 6 months, excluding the most recent month, and long-term momentum measures recent price appreciation over the last 12 months, excluding the most recent month. The chart illustrates sub-factor performance of value and momentum factor-based hypothetical portfolios using the US universe as defined by Hartford Funds. Portfolios were rebalanced monthly. From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Value and Momentum represent factor-based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal-weights them. The portfolios are theoretical and assume no fees or trading costs. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes or transaction costs. The Cap-Weighted US universe, as defined by Hartford Funds, includes approximately 2,500 stocks as ranked by total market cap. Components are weighted according to the total market value of their outstanding shares. MSCI USA Index is designed to measure the performance of the large- and mid-cap segments of the US market. MSCI performance is shown gross of dividend withholding tax. Data Source: Compustat and MSCI. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Indices are unmanaged and not available for direct investment. Past performance is no guarantee of future results. 14

Excess Factor Performance: Developed Markets (ex US) Q4 factor-based portfolio performance Momentum was the best-performing factor-based portfolio, while value lagged (10/1/17-12/31/17) 10% 8% 6% 4% 2% 0% -2% 0.6% 4.2% 3.3% 2.3% Market Return 1.9% 1.6% 4.2% 4.2% 4.2% 4.2% Value Momentum Quality Small Size Excess Return Low Volatility Developed international equities underperformed US equities during Q4 but finished ahead of US equities for the year. Momentum was the best performing factor in the developed markets (ex-us) for the quarter. International companies with strong price momentum thrived as the momentum factor outperformed the broad developed markets (ex-us) by more than 3% for the quarter. Momentum also significantly outperformed for the year. The quality and small-size factors both worked well, outperforming the broad market by approximately 2% in Q4. Companies with stable earnings growth were rewarded in the quarter. Developed international small-cap stocks outperformed large-cap stocks for both the quarter and year. Outside of the US, value stocks slightly outperformed the broad developed market for the quarter and year. Stocks with high earnings yield, one value characteristic we measure, performed particularly well in 2017. The chart ranks the performance of various factor-based hypothetical portfolios using the developed markets (ex US) universe as defined by Hartford Funds. Portfolios were rebalanced monthly. From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Value, Momentum, Quality, Small Size, and Low Volatility represent factor-based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal-weights them. The portfolios are theoretical and assume no fees or trading costs. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes or transaction costs. Market return is represented by the MSCI World ex USA Index, which captures large- and mid-cap representation across 22 of 23 developed market countries excluding the United States. MSCI performance is shown net of dividend withholding tax. Data Sources: MSCI and Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Indices are unmanaged and not available for direct investment. Past performance is no guarantee of future results. 15

Excess Factor Performance: Developed Markets (ex US) Historical excess returns of factor-based portfolios While quality has the highest long-term excess returns, momentum had the strongest excess returns in 2017 (as of 12/31/17) 1 Year 3 Year 5 Year 10 Year 12% 10% 8% 6% 7.3% 11.1% 9.0% 8.3% 7.7% 7.8% 7.8% 7.8% 5.0% 6.7% 4.9% 7.4% 5.5% 5.3% 5.8% 5.4% Value Momentum Quality Small Size Low Volatility 6.4% 5.2% 4% 2% 3.9% 3.1% 0% The chart ranks the performance of various factor-based hypothetical portfolios using the developed markets (ex US) universe as defined by Hartford Funds. Portfolios were rebalanced monthly. From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Value, Momentum, Quality, Small Size, and Low Volatility represent factor-based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal-weights them. The portfolios are theoretical and assume no fees or trading costs. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes or transaction costs. Data Source: Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Past performance is no guarantee of future results. 16

Excess Factor Performance: Developed Markets (ex US) Range of excess returns in factor-based portfolios: Current vs historical (Calendar quarters from 1/1/08-12/31/17) The Q4 return for momentum was well above its long-term average, while other factors were close to their long-term averages Highest Qtr 20% 15% 16.5% 13.6% Current Qtr Avg. Lowest Qtr. 10% 5% 0% 1.5% 0.6% 7.2% 7.7% 5.5% 3.3% 2.3% 1.9% 1.0% 1.6% 1.0% 1.1% 1.6% -5% -10% -4.3% -4.3% -4.1% -6.6% -4.3% -15% Value Momentum Quality Small Size Low Volatility -20% Date of Highest Qtr June 2009 March 2013 June 2010 June 2009 September 2011 Date of Lowest Qtr June 2008 June 2009 December 2016 June 2012 December 2012 The chart ranks the performance of various factor-based hypothetical portfolios using the developed markets (ex US) universe as defined by Hartford Funds. Portfolios were rebalanced monthly. From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Value, Momentum, Quality, Small Size, and Low Volatility represent factor-based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal-weights them. The portfolios are theoretical and assume no fees or trading costs. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes or transaction costs. Data Source: Compustat. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Past performance is no guarantee of future results. 17

Excess Factor Performance: Developed Markets (ex US) Value and momentum sub-factor portfolios (1/1/08-12/31/17) VALUE 1 Year 3 Year 5 Year 10 Year Standard Deviation (10 Year) Sharpe Ratio (10 Year) Sales to Enterprise Value 29.6% 14.7% 14.1% 7.9% 21.0% 0.39 EBIDTA to Enterprise Value 31.3% 13.4% 11.4% 6.6% 21.2% 0.34 Operating Cash Flow to Enterprise Value 30.5% 13.8% 11.3% 6.7% 20.8% 0.34 Earnings Yield 31.1% 13.3% 11.1% 5.8% 22.5% 0.30 Dividend Yield 27.8% 15.2% 14.0% 8.5% 20.5% 0.43 MOMENTUM 1 Year 3 Year 5 Year 10 Year Standard Deviation (10 Year) Sharpe Ratio (10 Year) Short-Term Momentum 36.3% 15.8% 14.7% 4.9% 18.7% 0.27 Long-Term Momentum 34.2% 15.2% 15.0% 5.9% 18.9% 0.32 REFERENCE BENCHMARKS 1 Year 3 Year 5 Year 10 Year Standard Deviation (10 Year) Sharpe Ratio (10 Year) Cap-Weighted DM Universe 25.9% 8.5% 8.4% 2.9% 18.5% 0.17 MSCI World ex USA Index 24.2% 7.4% 7.5% 1.9% 18.4% 0.11 See the Glossary on page 31 for definitions. Earnings Yield and Dividend Yield refer to the impact of specific underlying stocks on the performance of the hypothetical portfolios and do not reflect the earnings yield or dividend yield of Hartford ETFs or their indices. Short-term momentum measures recent price appreciation over the last 6 months, excluding the most recent month, and long-term momentum measures recent price appreciation over the last 12 months, excluding the most recent month. The chart illustrates sub-factor performance of value and momentum factor-based hypothetical portfolios using the developed markets ex-us universe as defined by Hartford Funds, which includes the top 2,000 stocks of the large-cap universe as ranked by free-float market cap. Portfolios were rebalanced monthly. From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million, resulting in a universe of approximately 2,500 stocks. Value and Momentum represent factor-based portfolios that select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal-weights them. The portfolios are theoretical and assume no fees, trading costs, or any short selling restrictions. Actual results may differ significantly. Performance is based on annual total returns, which includes reinvested dividends but not interest, capital gains, taxes or transaction costs. The Cap-Weighted Developed Markets (ex-us) universe, as defined by Hartford Funds, includes approximately 2,500 companies across 22 countries. Components are weighted according to the total market value of their outstanding shares. MSCI World ex USA Index captures large and mid cap representation across 22 of 23 developed market countries excluding the United States. MSCI performance is shown net of dividend withholding tax. Data Sources: Compustat and MSCI. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Indices are unmanaged and not available for direct investment. Past performance is no guarantee of future results. 18

Hartford ETFs Multifactor ETFs ROAM RODM ROGS RORE ROUS LVIN LVUS Hartford Multifactor Emerging Markets ETF Hartford Multifactor Developed Markets (ex-us) ETF Hartford Multifactor Global Small Cap ETF Hartford Multifactor REIT ETF Hartford Multifactor US Equity ETF Hartford Multifactor Low Volatility International Equity ETF Hartford Multifactor Low Volatility US Equity ETF Active ETFs HCOR HMOP HQBD HTRB Hartford Corporate Bond ETF Hartford Municipal Opportunities ETF Hartford Quality Bond ETF Hartford Total Return Bond ETF 19

Appendix: Page What are factors?....................................................................... 21 Defining the five-factor investment portfolio............................................... 22 Unintended factor exposure can create conflicts within a portfolio............................ 23 The space between active and passive.................................................... 24 ROAM: Addressing country risk........................................................... 25 RODM: Addressing valuation and volatility risk............................................. 26 ROGS: Addressing valuation risk.......................................................... 27 RORE: Addressing concentration risk...................................................... 28 ROUS: Addressing concentration risk...................................................... 29 Hartford ETFs.......................................................................... 30 Glossary and Hartford ETF Objectives..................................................... 31 20

What are factors? Factors are the building blocks of securities. Equities exhibit positive or negative exposures to these factors, which can explain the drivers of risk and return. Equities Value Low Volatility Quality Small Size Momentum Source: Hartford Funds. For illustrative purposes only. 21

Defining the five-factor investment portfolio While there are dozens of factors that drive investment returns, we believe the five factors below have been well documented by academic research, economic logic, and empirical evidence to be the most impactful drivers of long-term returns. Factor Definition: Investment Logic: Value Companies that are considered undervalued Entry price matters to future returns relative to their fundamentals Quality Companies that have historically exhibited strong profitability and healthy balance sheets Considered good defense as companies exhibiting quality characteristics may better withstand a weak economy and turbulent markets; helps avoid value traps Momentum Companies that are appreciating in price and benefiting from positive sentiment Directional market trends, once established, tend to continue Small Size Smaller companies Opportunities to exploit market inefficiencies may exist further down the market-cap spectrum Low Volatility Companies exhibiting lower price volatility than the market average or portfolios that seek to take advantage of diversification benefits by holding lower-correlated assets Contrary to traditional financial theory which asserts that greater risk results in greater return, lower-volatility securities have demonstrated outperformance over higher-volatility securities over long time periods See the Glossary on page 31 for definitions. Source: Hartford Funds. For illustrative purposes only. 22

Unintended factor exposure can create conflicts within a portfolio Focusing on a single factor may result in unintended negative exposure to other important factors 1.50 1.20 0.90 Valuation Score Momentum Score Quality Score Small Size Score Low Volatility Score Factor Exposure Score 0.60 0.30 0.00-0.30-0.60-0.90 Value Portfolio Momentum Portfolio Quality Portfolio Small Size Portfolio Low Volatility Portfolio As of 12/31/17. Data updated semiannually. Factor-based hypothetical portfolios were constructed using the Developed Markets (ex-us) universe as defined by Hartford Funds, which currently covers approximately 1,500 companies across 22 countries. Portfolios were rebalanced monthly. From the date of each rebalance, to be included in the universe, a stock must have had an average daily trading volume over the last 6 months > $1.5 million and a total market capitalization > $500 million. Low Valuation, High Momentum, High Quality, Small Size, and Low Volatility portfolios select the companies in the first quintile when ranked from highest to lowest score based on each respective factor, and equal-weights them. Companies within top quintiles are equal-weighted. The portfolios are theoretical and assume no fees, trading costs, or any short selling restrictions. Actual results may differ significantly. Performance is based on monthly total excess returns relative to the MSCI World ex USA Index, which includes reinvested dividends but not interest, capital gains, taxes or transaction costs. MSCI performance is shown net of dividend withholding tax. Data Sources: Compustat and S&P Capital IQ. Calculations by Hartford Funds. For illustrative purposes only. Results are subject to change. Indices are unmanaged and not available for direct investment. 23

The space between active and passive Hartford Multifactor ETFs are structured differently than passive cap-weighted ETFs. They seek to track indices that are designed to provide the outperformance potential of an active manager with the transparency, tax-, and cost-efficiency of an ETF. PASSIVE COMPLEMENT TO HARTFORD MULTIFACTOR ETFS COMPLEMENT TO ACTIVE Potential for improved returns beyond the benchmark Ability to decrease unintended concentration risks Can increase intended exposures Lower cost Potential for improved returns relative to low active share funds Greater tax-efficiency Greater transparancy Ordinary brokerage commissions may apply. 24

Hartford Multifactor Emerging Markets Equity ETF ROAM: Addressing country risk ROAM seeks to track an index that puts the "emerging" back in emerging markets. It is designed to provide greater diversification than passive capitalization-weighted strategies through more exposure to smaller, developing economies with fast-growing potential beyond China, Taiwan, and South Korea. 30 25 Capitalization-weighted Index ROAM Weight in Index/ETF 20 15 10 5 0 China South Korea Taiwan India South Africa Brazil Russia Mexico Malaysia Thailand Indonesia Poland Chile Philippines Turkey Colombia Other As of 12/31/17. Data Sources: Bloomberg and Hartford Funds. The chart compares the Hartford Multifactor Emerging Markets ETF (ROAM) to the capitalization-weighted MSCI Emerging Markets Index, which is a free-float-adjusted market-capitalization index designed to measure equity market performance of emerging markets. Country identifications sourced by Bloomberg differ from MSCI s representation. Adjustments for these differences would increase the capitalization-weighted index s concentration in China and ROAM s relative underweight to China would be larger. Holdings subject to change. 25

Hartford Multifactor Developed Markets ETF RODM: Addressing valuation and volatility risk RODM seeks attractive valuations... (and other risk/return factors) Hartford Funds Value Factor Score while reducing volatility (over a market cycle versus a capitalization-weighted benchmark) Volatility 0.8 0.7 0.6 0.5 0.4 RODM 0.71 MSCI World ex USA Index 0.57 15 12 9 RODM 10.9% MSCI World ex USA Index 12.7% 0.3 6 0.2 0.1 3 0.0 0 A higher score indicates a more attractive valuation as measured by the Hartford Funds Value Factor Score Standard Deviation Since ETF Inception (2/25/15 12/31/17) See the Glossary on page 31 for definitions. An important point of distinction: RODM s index methodology seeks to reduce volatility by selecting securities with lower correlations instead of limiting stock selection to a single factor (volatility) used in other popular approaches. Hartford Funds approach seeks to achieve volatility targets while avoiding unintended risks and gaining exposure to potentially return-enhancing factors: value, momentum, and quality. As of 12/31/17. Valuation Chart at Left: Compares the Hartford Funds Value Factor Score, a composite measure of relative valuation based on five measures of value, of the stocks that comprise RODM with the stocks within the MSCI World ex USA Index. Data Source: S&P Capital IQ/Compustat. Calculations by Hartford Funds. Volatility Chart at Right: Data reflects standard deviation of RODM and the MSCI World ex USA Index since ETF Inception (2/25/15) through 12/31/17. Data Sources: Bloomberg and Hartford Funds. Past performance is no guarantee of future results. 26

Hartford Multifactor Global Small Cap ETF ROGS: Addressing valuation risk ROGS seeks to track an index that is designed to provide the growth potential of smallcapitalization stocks across the globe, in order to improve valuations lower volatility relative to capitalization-weighted indexes. Compelling Valuations Beyond the US P/E Ratios as of 12/31/17 35.3X 40.4X 22.9X 15.2X EM Small Cap 3 ROGS US Small Cap 1 Developed Market Small Cap 2 P/E ratio (price-to-earning ratio) is the ratio of a stock s price to its earnings per share. 1 MSCI USA Small Cap Index is designed to measure the performance of the small cap segment of the US equity market. 2 MSCI World ex USA Small Cap Index is a free float-adjusted market capitalization index that captures small cap representation across Developed Markets countries (excluding the U.S.) 3 MSCI Emerging Markets Small Cap Index is a free float-adjusted market capitalization index that is designed to measure the performance of small capitalization equities in the emerging markets. MSCI performance is shown net of dividend withholding tax for all of the indices listed above. Data Source: Bloomberg, Hartford Funds analysis as of 12/31/17; holdings subject to change. Indices are unmanaged and not available for direct investment. 27

Hartford Multifactor REIT ETF RORE: Addressing concentration risk Only 10 real estate investment trusts (REITs) account for more than 1/3 of the capitalization-weighted MSCI US REIT Index, potentially resulting in higher risk and inadequate diversification relative to RORE s diversified approach. Investors may be missing opportunities with capitalization-weighted REIT ETFs Top Ten Holdings 34% Capitalizationweighted Index 23% RORE Portfolio Allocation (%) 7% 6% 5% 4% 3% 2% 1% 0% RORE Holdings RORE seeks to track an index that invests deeper into the opportunity set looking for quality and growth potential MSCI US REIT Holdings As of 12/31/17. REIT stands for Real Estate Investment Trust and is a company that owns or manages income-producing real estate. REITs are dependent upon the financial condition of the underlying real estate. Risks associated with REITs include credit risk, liquidity risk, and interest-rate risk. Top 10 holdings for RORE as of 12/31/17 were Ryman Hospitality Properties, Inc., National Storate Affiliates Trust, Xenia Hotels & Resorts, Inc., CubeSmart, Armada Hoffl er Properties, Inc., Summit Hotel Properties, Inc., Simon Property Group, Inc., Select Income, Tanger Factory Outlet Centers, Inc., Camden Property Trust. Data Sources: MSCI, Bloomberg, and Hartford Funds. 28

Hartford Multifactor US Equity ETF ROUS: Addressing concentration risk ROUS seeks to track an index that is designed to provide greater market-capitalization diversification than capitalization-weighted strategies, which have high concentrations in mega-cap stocks. 4.0% 3.5% Mega caps Large caps Mid caps 57.3 45.6 49.6 3.0% 16.6 25.7 Allocation 2.5% 2.0% 1.5% Capitalization-weighted approaches concentrate capital in mega caps > $100 billion $10 billion $100 billion MSCI USA Index ROUS 4.7 $2 billion $10 billion 1.0% ROUS allocates capital deeper into the US market in search of companies with favorable risk/return factors 0.5% 0.0% 0 50 100 150 200 250 300 350 400 450 500 550 600 650 Number of Holdings As of 12/31/17. The chart above depicts the number of holdings and position sizes in the MSCI USA Index (grey) and Hartford Multifactor US Equity ETF (ROUS, in green). The bar chart above illustrates the allocation differences between ROUS and the MSCI USA Index. Holdings subject to change. Data Sources: Bloomberg, Hartford Funds. Analysis: Hartford Funds. 29

Hartford ETFs Multifactor ETFs ROAM RODM ROGS RORE ROUS LVIN LVUS Hartford Multifactor Emerging Markets ETF Hartford Multifactor Developed Markets (ex-us) ETF Hartford Multifactor Global Small Cap ETF Hartford Multifactor REIT ETF Hartford Multifactor US Equity ETF Hartford Multifactor Low Volatility International Equity ETF Hartford Multifactor Low Volatility US Equity ETF Active ETFs HCOR HMOP HQBD HTRB Hartford Corporate Bond ETF Hartford Municipal Opportunities ETF Hartford Quality Bond ETF Hartford Total Return Bond ETF 30

Glossary Beta is a measure of risk that indicates the price sensitivity of a security or a portfolio relative to a specified market index. Correlation is a statistical measure of how two investments move in relation to each other. A correlation of 1.0 indicates the investments have historically moved in the same direction; a correlation of -1.0 means the investments have historically moved in opposite directions; and a correlation of 0 indicates no historical relationship in the Hartford movement ETFs of the investments. Dividend Yield is a ratio that indicates how much a company pays out in dividends each year relative to its share price. Earnings Per Share is a ratio that gauges how profitable a company is per share of its stock. Earnings Yield is the earnings per share for the most recent 12-month period divided by the current market price per share. The earnings yield (which is the inverse of the P/E ratio) shows the percentage of each dollar invested in the stock that was earned by the company. EBIDTA (earnings before interest, tax, depreciation, and amortization) is a way to measure a company s operating performance without having to factor in financing decisions, accounting decisions, or tax environments. Enterprise Value is a measure of a company s total value, often used as a more comprehensive alternative to equity market capitalization. The market capitalization of a company is its share price multiplied by the number of outstanding shares. Enterprise value is calculated as the market capitalization plus debt, minority interest, and preferred shares, minus total cash and cash equivalents. Excess Factor Performance is the performance of factor-based portfolios relative to a benchmark (e.g., MSCI Indexes). Operating Cash Flow is a measure of the amount of cash generated by a company s normal business operations and is used as an indicator of whether a company is able to generate sufficient positive cash flow to maintain and grow its operations. This metric is believed to be a more accurate measure of how much cash a company has generated or used than traditional profitability measures such as net income or EBIT (earnings before interest and tax). Price-to-book ratio is the ratio of a stock s price to its book value per share. Risk Premia is the return in excess of a risk-free rate of return that an investment generates. Sharpe Ratio measures risk-adjusted performance. A higher Sharpe ratio indicates better its risk-adjusted performance, while a negative Sharpe ratio indicates that a risk-free asset would have performed better than the security being analyzed. Standard Deviation measures the dispersion of a set of data from its mean and is used to measure the volatility of an investment. A high standard deviation indicates an investment has historically been more volatile, while a low standard deviation indicates an investment has historically been less volatile. 31

Hartford ETFs Objectives and Risks Hartford Multifactor Emerging Markets ETF (ROAM): Seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Risk-Optimized Multifactor Emerging Markets Index, which tracks the performance of emerging market equity securities. Hartford Multifactor Developed Markets (ex-us) ETF (RODM): Seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Hartford Risk-Optimized Multifactor Developed Markets (ex-us) Index, which tracks the performance of companies located in major developed markets of Europe, Canada, and the Pacific Region. Hartford Multifactor Global Small Cap ETF (ROGS): Seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Risk-Optimized Multifactor Global Small Cap Index, which tracks the performance of small cap companies in the US, developed, and emerging markets. Hartford Multifactor REIT ETF (RORE): Seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Risk-Optimized Multifactor REIT Index, which tracks the performance of publicly traded real estate investment trusts (REITs). Hartford Multifactor US Equity ETF (ROUS): Seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Risk-Optimized Multifactor US Equity Index, which tracks the performance of publicly traded large-cap US equity securities. Risks Common to ROAM, RODM, ROGS, RORE, and ROUS: All investments are subject to risk, including the possible loss of principal. There is no guarantee any Fund will achieve its stated objective. Due to the investment strategy of these Funds, they may make higher capital gain distributions than other ETFs. Additional Risks for ROAM: Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. These risks are generally greater for investments in emerging markets. Diversification does not eliminate the risk of experiencing investment losses. Additional Risks for RODM: Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. Diversification does not eliminate the risk of experiencing investment losses. Additional Risks for ROGS: Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. These risks are generally greater for investments in emerging markets. Small-cap securities can have greater risk and volatility than large-cap securities. Diversification does not eliminate the risk of experiencing investment losses. Additional Risks for RORE: A concentration in real estate securities, such as REITs, may subject the Fund to risks associated with the direct ownership of real estate as well as the risks related to the way real estate companies are organized and operated. Real estate is sensitive to changes in interest rates and general and local economic conditions and developments. The fund is non-diversified, so it may be more exposed to the risks associated with single issuers than a diversified fund. Additional Risks for ROUS: Diversification does not eliminate the risk of experiencing investment losses. 32

Disclosure The Indexes are calculated and distributed by Solactive AG, a firm retained and paid by the Indexes Provider (Lattice Strategies). Lattice Strategies is responsible for the methodology and selection of each index component. The Indexes are calculated as price and total return indexes. Various indexes are included for reference. Reference to an index or benchmark does not imply that the strategy will achieve returns, experience volatility, or have other results similar to the index. Indexes do not include fees and expenses typically associated with client accounts and an investor cannot invest directly in an index. Bloomberg is the source for index data. Indexes do not necessarily reflect liquidity and/or tradability constraints. The MSCI World ex USA Index is a free float-adjusted market capitalization index that is designed to measure global equity performance. The MSCI USA Index is a free float adjusted market capitalization index designed to measure large and mid cap segments of the US. The MSCI ACWI Small Cap Index is a free float-adjusted market capitalization index that is designed to measure global small cap equity performance. The MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure emerging markets equity performance. The MSCI US REIT Index is a free float-adjusted market capitalization index that is comprised of equity REITs. The MSCI information may only be used for your internal use, may not be reproduced or re-disseminated in any form and may not be used as a basis for or a component of any financial instruments or products or indices. None of the MSCI information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. Historical data and analysis should not be taken as an indication or guarantee of any future performance analysis, forecast or prediction. The MSCI information is provided on an as is basis and the user of this information assumes the entire risk of any use made of this information. MSCI, each of its affiliates and each other person involved in or related to compiling, computing or creating any MSCI information (collectively, the MSCI Parties ) expressly disclaims all warranties (including, without limitation, any warranties or originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for a particular purpose) with respect to this information. Without limiting any of the foregoing, in no event shall any MSCI Party have any liability for any direct, indirect, special, incidental, punitive, consequential (including, without limitation, lost profits) or any other damages. (www. msci.com) Hartford Funds does not provide legal or tax advice; please consult your own legal and tax advisers for information regarding the legal and tax consequences of any investment. Investors should consult with an investment advisor; investment decisions should be made based on the investor s specific financials needs and objectives, goals, time horizon and risk tolerance. Hartford Funds refers to Hartford Funds Management Group, Inc., and its subsidiaries, including the mutual funds and active ETFs investment manager, Hartford Funds Management Company, LLC (HFMC), the mutual funds distributor, Hartford Funds Distributors, LLC, Member FINRA, as well as Lattice Strategies LLC, a wholly owned subsidiary of HFMC, which serves as the investment adviser to strategic beta exchange-traded funds (ETFs). Certain funds are sub-advised by Wellington Management Company LLP. All ETFs are distributed by ALPS Distributors, Inc. (ALPS). Hartford Funds is not affiliated with any fund sub-adviser or ALPS. Diversification does not eliminate the risk of experiencing investment losses. Investors should carefully consider a fund s investment objectives, risks, charges and expenses. This and other important information is contained in the fund s prospectus and summary prospectus (if available), which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing. 33

At Hartford Funds, your investment satisfaction is our measure of success. That s why we use an approach we call human-centric investing that considers not only how the economy and stock market impact your investments, but also how societal influences, generational differences, and your stage of life shape you as an investor. Instead of cookie-cutter recommendations and generic goals, we think you deserve personalized advice from a financial advisor who understands your financial situation and can build a financial plan tailored to your needs. Delivering strong performance is always our top priority. But the numbers on the page are only half the story. The true test is whether or not an investment is performing to your expectations. ETFFLIP_12017 205163 HFA000251 4/30/2018 hartfordfunds.com 888-843-7824 @hartfordfunds hartfordfunds.com/linkedin 34