Benchmark Returns

BenchmarkReturns as of 07/31/2019Month End YTD
as of
07/31/2019
Average Annual Total
Returns as of 07/31/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index0.96%2.31%14.79% 7.81%8.84%7.99%10.19%
BloomBarc 1 Year Municipal Index0.33%1.01%1.91% 2.47%1.34%1.12%1.16%
BloomBarc 1-15 Year Municipal Index0.79%2.43% 5.22%6.62%2.51%3.15%3.82%
BloomBarc 1-5 Year Municipal Index0.61%1.82%3.36% 4.15%1.72%1.76%2.14%
BloomBarc CA Municipal Index0.84%2.66%6.01% 7.06%2.72%3.77%5.13%
BloomBarc GA Credit Index Hedged0.90%4.06%9.19% 9.77%3.92%4.32%5.30%
BloomBarc GA ex-USD FlAdjRIC Cp Hgd1.36%4.28% 7.63%9.51%3.76%4.70%
BloomBarc MA Municipal Index0.79%2.44%5.69% 7.17%2.43%3.50%4.25%
BloomBarc Municipal Bond Index0.81%2.57%5.94% 7.31%2.80%3.77%4.63%
BloomBarc Municipal CA Intermed Idx0.90%2.70% 5.37%6.80%2.40%3.11%4.39%
BloomBarc NJ Municipal Index1.04%3.37%7.32% 8.70%4.05%4.60%5.03%
BloomBarc NY Municipal Index0.79%2.50%5.79% 7.17%2.62%3.65%4.44%
BloomBarc OH Municipal Index0.72%2.45%5.67% 7.17%2.69%3.81%4.78%
BloomBarc PA Municipal Index0.82%2.68%6.44% 8.05%3.17%4.08%4.76%
BloomBarc US 0-5 Year TIPS Index0.02%1.21%3.36% 3.41%1.68%0.99%
BloomBarc US 1-5 Year Credit Index0.06%1.78%4.56% 5.96%2.38%2.40%3.25%
BloomBarc US 1-5 Year Treasury Idx–0.18% 1.52%2.92%4.88%1.25%1.53%1.69%
BloomBarc US 1-5 Yr Corporate Index0.08%1.82% 4.84%6.10%2.53%2.56%3.55%

BenchmarkReturns as of 07/31/2019Month End YTD
as of
07/31/2019
Average Annual Total
Returns as of 07/31/2019
1 Month3 Month1 Year3 Year5 Year10 Year
BloomBarc US 1-5 Yr Government Idx–0.17% 1.51%2.91%4.86%1.27%1.54%1.67%
BloomBarc US 10+ Year Corp Index1.20%7.79%17.17% 14.65%4.82%6.02%7.89%
BloomBarc US 5-10 Year Corp Index0.42%4.24%10.59% 11.25%3.67%4.41%6.20%
BloomBarc US 5-10 Year Credit Index0.41%4.17% 10.30%11.13%3.55%4.28%6.03%
BloomBarc US 5-10 Yr Treasury Index–0.18% 3.58%5.87%9.37%1.26%3.02%3.87%
BloomBarc US Agg Float Adj Index0.21%3.33%6.46% 8.15%2.16%3.05%3.79%
BloomBarc US GNMA Index0.31%2.39%4.43% 6.41%1.99%2.52%3.25%
BloomBarc US Long Treasury Index0.16%8.14%11.16% 14.16%0.64%5.63%6.48%
BloomBarc US LongCredit A/Better Ix1.08%7.82% 15.39%14.29%3.84%6.08%7.59%
BloomBarc US MBS Float Adj Index0.41%2.35%4.48% 6.59%2.11%2.65%3.14%
BloomBarc US Treas Bellwether:1Yr0.08%0.82%1.89% 2.93%1.53%1.13%0.80%
BloomBarc US Trsy Inflat Prtcd Idx0.36%2.89%6.53% 5.72%1.91%1.82%3.67%
BloomBarc USD EmergMkt GovRIC CapIx1.21%5.26% 11.45%11.22%5.08%5.08%
Bloomberg Commodity Index TR–0.67% –1.44%4.35%–5.36%–0.68% –8.34%–4.11%
CA Tax-Exempt Money Mkt Funds Avg0.07%0.25%0.60% 1.01%0.60%0.36%0.18%
Communication Services Spliced Idx3.47%1.39%21.18% 7.35%–1.43%3.31%8.64%
Conservative Growth Composite Index0.50%2.43% 10.90%6.59%5.98%5.45%7.02%
Consumer Discretionary Spliced Idx1.20%0.45%21.31% 6.80%13.97%12.85%18.06%

BenchmarkReturns as of 07/31/2019Month End YTD
as of
07/31/2019
Average Annual Total
Returns as of 07/31/2019
1 Month3 Month1 Year3 Year5 Year10 Year
CRSP US Total Market Index1.45%1.55%20.44% 7.00%13.11%10.94%
Dividend Growth Spliced Index2.14%3.94%21.33% 12.85%13.70%11.70%13.32%
FTSE All-World ex US Index–1.17%–0.81% 12.16%–2.26%7.24%2.44%5.73%
FTSE All-World Index0.29%0.56%16.58% 3.13%10.50%6.89%9.60%
FTSE AW ex US High Div Yield Idx–1.89% –1.95%9.53%–2.72%7.00%0.76% 5.31%
FTSE Emerging Index–0.54%–1.61% 11.15%0.17%8.35%2.38%4.86%
FTSE Global All Cap Index Hdg.1.01%0.74%17.63% 4.46%11.43%8.76%10.67%
FTSE Global Small-Cap ex US Index–1.01% –1.54%10.99%–7.89%4.79% 1.86%6.90%
FTSE High Dividend Yield Index0.74%0.57%14.64% 5.18%9.72%9.60%13.40%
Global Wellesley Income Comp Index0.25%2.38%9.80% 6.25%
Global Wellington Composite Index0.55%1.96%14.24% 5.82%
Growth Composite Index0.44%1.22%15.02% 4.38%9.23%7.15%10.03%
High-Yield Corporate Composite Idx0.57%2.13%10.56% 8.13%6.13%4.96%7.82%
iMoneyNet MFR Treasury Funds Avg0.14%0.45%1.06% 1.75%0.91%0.55%0.27%
Income Composite Index0.53%3.03%8.86% 7.61%4.32%4.51%5.54%
Information Technology Spliced Idx3.52%2.61%31.73% 18.92%25.32%19.27%18.17%
JP Morgan EMBI Global Diversified1.21%5.08%12.66% 10.98%5.27%5.47%7.58%
Managed Payout Composite Index0.40%1.55%12.76% 4.69%7.37%5.60%7.82%

BenchmarkReturns as of 07/31/2019Month End YTD
as of
07/31/2019
Average Annual Total
Returns as of 07/31/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Moderate Growth Composite Index0.47%1.83%12.96% 5.52%7.61%6.33%8.67%
Money Market Funds Average0.17%0.50%1.21% 1.97%1.14%0.69%0.35%
MSCI US Broad Market Index1.52%1.60%20.54% 6.94%13.12%10.98%14.06%
MSCI US Prime Market 750 Index1.58%1.82%20.75% 8.09%13.45%11.30%14.13%
MSCI US Small Cap 1750 Index1.02%–0.35% 18.71%–2.48%10.06%8.35%13.43%
NASDAQ Intl DividendAchieversSel Ix–1.21% 1.66%17.34%2.75%7.36%
NASDAQ US Dividend Achievers Select2.14%3.94% 21.33%12.85%13.70%11.70%13.26%
NY Tax-Exempt Money Mkt Funds Avg0.08%0.28%0.66% 1.11%0.64%0.38%0.20%
Real Estate Spliced Index1.60%3.47%21.25% 13.23%3.24%8.12%14.56%
Russell 1000 Growth Index2.26%2.38%24.23% 10.82%17.13%14.25%15.74%
Russell 1000 Index1.55%1.76%20.69%8.00% 13.31%11.15%14.10%
Russell 1000 Value Index0.83%1.12%17.20% 5.20%9.44%8.01%12.40%
Russell 2000 Growth Index0.98%0.69%21.54% –1.22%12.66%10.21%13.67%
Russell 2000 Index0.58%–0.69% 17.66%–4.42%10.36%8.53%12.47%
Russell 2000 Value Index0.16%–2.16% 13.65%–7.71%7.96%6.74%11.19%
Russell 2500 Growth Index1.56%2.19%25.85% 5.81%14.51%11.47%14.99%
Russell 2500 Value Index0.65%–0.92% 16.01%–3.21%7.60%6.73%12.26%
Russell 3000 Index1.49%1.59%20.48%7.05% 13.11%10.96%13.98%

BenchmarkReturns as of 07/31/2019Month End YTD
as of
07/31/2019
Average Annual Total
Returns as of 07/31/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Russell 3000 Value Index0.78%0.89%16.96% 4.23%9.36%7.93%12.31%
Russell Midcap Growth Index2.33%3.22%29.03% 14.15%15.51%12.30%15.41%
Russell Midcap Value Index0.83%0.73%19.00% 1.78%7.75%7.53%13.59%
S&P 500 Growth Index1.16%1.71%21.58% 9.55%15.94%13.64%15.47%
S&P 500 Index1.44%1.69%20.24%7.99% 13.36%11.34%14.03%
S&P 500 Value Index1.76%1.66%18.76%6.28% 10.30%8.64%12.39%
S&P Completion Index1.63%1.01%21.44% 1.89%11.70%9.02%13.76%
S&P EPAC SmallCap Index–1.25%–2.00% 11.12%–8.19%6.05%4.38%8.39%
S&P Global ex U.S. Property Index–0.91% 0.91%12.09%3.03%5.32%3.55%
S&P MidCap 400 Growth Index1.25%1.49%20.54% 1.81%10.44%10.15%14.31%
S&P MidCap 400 Index1.19%0.24%19.38% 0.79%9.79%9.23%13.82%
S&P MidCap 400 Value Index1.12%–1.07% 18.18%–0.24%8.85%8.03%13.21%
S&P National AMT-Free Muni Bond Idx0.79%2.67% 5.95%7.11%2.70%3.64%4.43%
S&P SmallCap 600 Growth Index1.12%0.20%14.88% –4.81%12.29%11.49%15.04%
S&P SmallCap 600 Index1.14%–0.82% 14.98%–6.75%10.54%9.89%14.00%
S&P SmallCap 600 Value Index1.15%–1.81% 15.18%–8.48%8.81%8.32%12.98%
Spl BloomBarc US 5-10Yr G/Cr FltAdj0.09%3.85% 7.87%10.16%2.35%3.62%4.91%
Spl BloomBarc US Long Treasury Idx0.16%8.14%11.16% 14.16%0.74%5.61%6.48%

BenchmarkReturns as of 07/31/2019Month End YTD
as of
07/31/2019
Average Annual Total
Returns as of 07/31/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Spl BloomBarc US Treas 1-3 Yr Idx–0.12% 1.15%2.35%3.91%1.28%1.22%1.20%
Spl BloomBarc US Treas 3-10 Yr Idx–0.23% 2.87%4.88%7.93%1.30%2.58%3.26%
Spl BloomBarc US1-5YrGov/Cr FlAdjIx–0.10% 1.60%3.46%5.22%1.66%1.84%2.15%
Spl BloomBarc USLongGv/Cr FltAdj Ix0.73%7.80% 14.29%14.36%3.14%5.76%7.30%
Spl Total International Stock Index–1.15% –0.88%12.05%–2.84%6.99% 2.39%5.56%
Spliced BloomBarc USAgg Flt AdjIx0.21%3.33%6.46% 8.15%2.16%3.05%3.78%
Spliced Developed ex US Index–1.36% –0.73%12.30%–3.48%6.74% 2.62%5.98%
Spliced Emerging Markets Index–0.43% –1.57%11.69%–0.25%7.54% 1.74%4.46%
Spliced Energy Index–2.66%–4.04% 9.84%–12.05%4.26%–4.24% 2.50%
Spliced Equity Income Index0.74%0.57%14.64% 5.18%9.72%9.60%13.40%
Spliced European Stock Index–2.00% –1.23%13.60%–3.88%7.15% 1.99%5.94%
Spliced Extended Market Index1.63%1.01%21.44% 1.89%11.70%9.02%13.76%
Spliced Global Capital Cycles Index–0.47% 1.79%16.77%–3.81%2.09%–2.26% –0.56%
Spliced Global Equity Index0.29%0.52%16.57% 2.95%10.17%6.48%9.25%
Spliced Growth Index2.27%2.30%25.25% 10.23%15.65%12.90%15.21%
Spliced Health Care Index–1.13%2.64% 8.15%2.49%6.17%7.04%12.35%
Spliced Inst Total Stock Market Idx1.45%1.55% 20.44%7.00%13.11%10.94%14.03%
Spliced International Index–1.21%–0.88% 12.23%–2.27%7.20%2.12%5.02%

BenchmarkReturns as of 07/31/2019Month End YTD
as of
07/31/2019
Average Annual Total
Returns as of 07/31/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Large Cap Index1.51%1.73%20.43% 8.08%13.46%11.26%14.10%
Spliced Market Neutral Index USD0.20%0.61%1.42% 2.33%1.42%0.88%0.47%
Spliced Mega Cap Growth Index2.37%2.09%24.50% 9.55%16.33%13.35%15.31%
Spliced Mega Cap Index1.55%1.69%19.82% 8.41%13.93%11.57%14.03%
Spliced Mega Cap Value Index0.74%1.30%15.42% 6.92%11.67%9.97%12.84%
Spliced Mid Cap Growth Idx1.74%2.76%27.55% 11.94%13.32%11.11%14.80%
Spliced Mid Cap Index1.32%1.93%23.51% 6.54%11.16%9.70%14.42%
Spliced Mid Cap Value Index0.90%1.04%19.32% 1.19%9.03%8.26%13.93%
Spliced NJ Tax-Ex Money Mkt Fds Avg0.08%0.28% 0.68%1.16%0.71%0.43%0.22%
Spliced PA Tax-Ex Money Mkt Fds Avg0.08%0.28% 0.68%1.16%0.71%0.43%0.22%
Spliced Pacific Stock Index–0.76%–0.64% 8.74%–3.90%6.40%3.45%6.01%
Spliced Small and Mid Cap Index1.35%1.04%21.63% 2.84%11.19%9.58%14.32%
Spliced Small Cap Growth Index1.80%2.35%26.30% 7.63%14.15%10.49%14.60%
Spliced Small Cap Index1.26%0.53%21.04% 1.71%10.99%9.07%13.85%
Spliced Small Cap Value Index0.77%–1.09% 16.56%–3.22%8.32%7.82%13.05%
Spliced Social Index2.10%2.34%21.53% 9.72%15.08%12.42%14.96%
Spliced Total Stock Market Index1.45%1.55%20.44% 7.00%13.11%10.94%14.03%
Spliced Total World Stock Index0.31%0.51%16.70% 2.56%10.28%6.81%9.58%

BenchmarkReturns as of 07/31/2019Month End YTD
as of
07/31/2019
Average Annual Total
Returns as of 07/31/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced US IMI Consumer Stapl 25/502.29%2.94% 17.52%12.51%5.43%9.34%12.48%
Spliced US IMI Energy 25/50–2.37%–6.12% 9.43%–19.38%–0.93%–6.83% 3.47%
Spliced US IMI Financials 25/502.67%1.76%20.80% 2.78%15.27%11.54%12.69%
Spliced US IMI Health Care 25/50–1.29% 2.98%8.36%3.88%9.46%10.79%15.30%
Spliced US IMI Industrials 25/500.74%0.73%23.08% 3.21%12.04%10.32%14.78%
Spliced US IMI Materials 25/50–0.57% 1.06%16.34%–3.88%7.69%5.46%10.36%
Spliced US IMI Utilities 25/50–0.20% 2.21%14.23%16.03%8.82%11.74%12.12%
Spliced Value Index0.75%1.15%15.82%5.77% 11.41%9.74%13.03%
STAR Composite Index0.50%1.62%13.38% 5.67%8.08%6.49%8.77%
Target Retirement 2015 Composite Ix0.43%2.16% 10.35%5.87%6.19%5.36%7.91%
Target Retirement 2020 Composite Ix0.45%1.91% 11.95%5.54%7.21%6.07%8.78%
Target Retirement 2025 Composite Ix0.47%1.78% 13.15%5.36%7.99%6.50%9.37%
Target Retirement 2030 Composite Ix0.46%1.55% 13.92%4.94%8.60%6.81%9.88%
Target Retirement 2035 Composite Ix0.45%1.32% 14.70%4.51%9.20%7.11%10.37%
Target Retirement 2040 Composite Ix0.44%1.09% 15.47%4.08%9.80%7.41%10.68%
Target Retirement 2045 Composite Ix0.43%0.91% 16.05%3.79%10.02%7.54%10.75%
Target Retirement 2050 Composite Ix0.43%0.91% 16.05%3.79%10.02%7.54%10.75%
Target Retirement 2055 Composite Ix0.43%0.91% 16.05%3.79%10.02%7.54%

BenchmarkReturns as of 07/31/2019Month End YTD
as of
07/31/2019
Average Annual Total
Returns as of 07/31/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Target Retirement 2060 Composite Ix0.43%0.91% 16.05%3.79%10.02%7.54%
Target Retirement 2065 Composite Ix0.43%0.91% 16.05%3.79%
Target Retirement Income Compos. Ix0.42%2.32% 9.27%6.23%4.98%4.56%6.21%
Tax-Exempt Money Mkt Funds Average0.08%0.28%0.67% 1.17%0.73%0.44%0.22%
Tax-Managed Balanced Compos. Index1.18%2.14%12.82% 7.64%7.99%7.33%9.17%
US Gov't Money Market Funds Average0.15%0.45% 1.05%1.69%0.88%0.53%0.26%
Wellesley Income Composite Index0.51%2.91%10.73% 8.19%5.29%5.93%7.94%
Wellington Composite Index1.07%2.61%16.17% 8.85%9.71%8.81%10.94%

Index performance is provided as a benchmark. It is not illustrative of any particular investment. An investment cannot be made in an index.