Benchmark Returns

BenchmarkReturns as of 08/31/2022Month End YTD
as of
08/31/2022
Average Annual Total
Returns as of 08/31/2022
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index–3.30%–2.75% –14.30%–12.34%6.89%7.46% 8.48%
Bloomberg 1 Year Municipal Index–0.79% –0.23%–1.49%–1.59% 0.32%0.85%0.81%
Bloomberg 1-15 Year Municipal Index–1.73% –0.38%–6.37%–6.59% –0.37%1.29%2.01%
Bloomberg 1-5 Year Municipal Index–1.33% –0.25%–3.78%–4.07% –0.03%0.85%1.17%
Bloomberg CA Municipal Index–2.14% –0.94%–8.53%–8.47% –0.91%1.25%2.45%
Bloomberg Commodity Index TR0.09%–6.89% 23.59%27.72%17.15%8.75%–1.15%
Bloomberg GA Credit Idx Hedged USD–2.97% –2.48%–12.74%–13.57% –2.32%0.89%2.36%
Bloomberg GA ex-USD FlAdjRIC Cp Hgd–3.46% –2.05%–10.21%–11.34% –3.26%0.66%
Bloomberg MA Municipal Index–2.02% –1.10%–8.46%–8.51% –0.94%1.08%2.05%
Bloomberg Municipal Bond Index–2.19% –1.25%–8.62%–8.63% –0.83%1.28%2.25%
Bloomberg Municipal CA Intermed Idx–1.72% 0.20%–6.36%–6.72%–0.62% 1.05%2.04%
Bloomberg NJ Municipal Index–2.16% –0.73%–8.92%–9.07% –0.31%2.32%2.82%
Bloomberg NY Municipal Index–2.49% –1.95%–9.23%–9.13% –1.18%0.93%2.08%
Bloomberg OH Municipal Index–2.38% –1.27%–8.69%–8.79% –0.86%1.18%2.35%
Bloomberg PA Municipal Index–2.12% –1.17%–8.85%–8.96% –0.73%1.55%2.52%
Bloomberg US 0-5 Year TIPS Index–1.53% –1.24%–1.14%–0.02% 3.36%2.93%1.58%
Bloomberg US 1-5 Year Credit Index–1.26% –1.13%–5.26%–6.10% –0.02%1.27%1.69%
Bloomberg US 1-5 Year Treasury Idx–1.37% –1.24%–4.75%–5.73% –0.57%0.63%0.76%

BenchmarkReturns as of 08/31/2022Month End YTD
as of
08/31/2022
Average Annual Total
Returns as of 08/31/2022
1 Month3 Month1 Year3 Year5 Year10 Year
Bloomberg US 1-5 Yr Corporate Index–1.25% –1.10%–5.37%–6.19% 0.08%1.37%1.86%
Bloomberg US 1-5 Yr Government Idx–1.36% –1.24%–4.74%–5.72% –0.57%0.63%0.76%
Bloomberg US 10+ Year Corp Index–4.50% –4.23%–22.67%–23.03% –4.53%0.67%2.78%
Bloomberg US 5-10 Year Corp Index–3.12% –2.45%–12.70%–13.83% –1.67%1.19%2.57%
Bloomberg US 5-10 Year Credit Index–3.09% –2.38%–12.46%–13.60% –1.71%1.14%2.45%
Bloomberg US 5-10 Yr Treasury Index–3.39% –1.85%–10.04%–11.44% –2.16%0.39%0.99%
Bloomberg US Agg Float Adj Index–2.75% –2.02%–10.88%–11.65% –2.01%0.54%1.36%
Bloomberg US GNMA Index–3.11%–1.79% –7.87%–8.48%–1.81% 0.12%0.90%
Bloomberg US Long Treasury Index–4.43% –3.32%–22.73%–22.64% –6.76%–0.42%1.22%
Bloomberg US LongCredit A/Better Ix–4.50% –3.72%–21.93%–22.37% –4.99%0.30%2.46%
Bloomberg US MBS Float Adj Index–3.35% –1.87%–8.80%–9.46% –1.89%0.09%1.04%
Bloomberg US Treas Bellwether:1Yr–0.15% –0.40%–0.86%–0.94% 0.56%1.19%0.82%
Bloomberg US Trsy Inflat Prtcd Idx–2.66% –1.64%–7.49%–5.98% 2.65%3.22%1.73%
Bloomberg US Universal Index–2.60% –2.15%–11.07%–11.85% –1.82%0.63%1.64%
Bloomberg USD EmergMkt GovRIC CapIx–1.15% –4.05%–18.01%–19.72% –4.60%–0.99%
CA Tax-Exempt Money Mkt Funds Avg0.10%0.18%0.23% 0.24%0.27%0.49%0.27%
Communication Services Spliced Idx–3.43% –8.69%–30.26%–36.57% 3.57%1.65%5.55%
Conservative Growth Composite Index–3.13% –3.28%–13.11%–12.87% 2.51%3.82%5.13%

BenchmarkReturns as of 08/31/2022Month End YTD
as of
08/31/2022
Average Annual Total
Returns as of 08/31/2022
1 Month3 Month1 Year3 Year5 Year10 Year
Consumer Discretionary Spliced Idx–4.35% 0.41%–24.27%–19.05%14.53% 14.19%15.12%
CRSP US Total Market Index–3.73%–3.49% –17.19%–13.66%11.78%11.24% 12.72%
Dividend Growth Spliced Index–3.44% –3.28%–13.02%–7.18% 9.75%11.85%11.97%
FTSE All-World ex US Index–3.04%–8.32% –17.87%–19.00%3.48%2.12% 4.90%
FTSE All-World Index–3.58%–5.60% –17.39%–15.48%8.41%7.31% 9.12%
FTSE AW ex US High Div Yield Idx–2.33% –10.37%–11.57%–10.66% 4.66%2.12%4.45%
FTSE Emerging Index1.19%–4.99% –14.69%–18.38%3.52%1.57% 3.47%
FTSE Global All Cap Index Hdg.–2.67% –3.38%–13.86%–11.25% 9.85%8.89%10.72%
FTSE Global Small-Cap ex US Index–3.08% –8.96%–21.41%–22.86% 3.98%1.18%5.08%
FTSE High Dividend Yield Index–2.43% –5.98%–6.03%–0.52% 9.88%8.97%11.17%
Global Wellesley Income Comp Index–3.03% –4.59%–11.03%–10.27% 1.22%2.55%
Global Wellington Composite Index–3.71% –4.43%–15.60%–14.13% 5.22%5.70%
Growth Composite Index–3.32%–4.66% –15.83%–14.60%6.91%6.62% 8.48%
High-Yield Corporate Composite Idx–2.59% –3.55%–10.79%–10.26% 0.97%2.65%4.25%
iMoneyNet MFR Treasury Funds Avg0.14%0.28%0.31% 0.32%0.34%0.74%0.39%
Income Composite Index–3.04%–2.64% –11.85%–12.15%0.13%2.25% 3.35%
Information Technology Spliced Idx–5.61% –3.06%–23.39%–17.38% 19.05%19.58%18.53%
JP Morgan EMBI Global Diversified–0.95% –4.41%–18.78%–20.82% –5.24%–1.33%1.91%

BenchmarkReturns as of 08/31/2022Month End YTD
as of
08/31/2022
Average Annual Total
Returns as of 08/31/2022
1 Month3 Month1 Year3 Year5 Year10 Year
Managed Allocation Composite Index–3.08% –4.19%–12.99%–12.03% 5.75%5.66%6.39%
Moderate Growth Composite Index–3.22% –3.96%–14.43%–13.68% 4.78%5.28%6.84%
MSCI AC World Growth ex US–3.90%–6.87% –23.75%–25.30%2.78%2.81% 5.49%
MSCI AC World Index ex USA Net–3.22% –8.51%–18.34%–19.52% 2.87%1.67%4.48%
MSCI AC World Index Net–3.68%–5.64% –17.75%–15.88%8.03%6.97% 8.70%
MSCI All Country World Index Value–2.74% –7.55%–11.36%–8.64% 5.67%4.07%6.72%
MSCI US Broad Market Index–3.76%–3.49% –16.94%–13.31%12.06%11.38% 12.83%
MSCI US Prime Market 750 Index–3.88% –3.62%–17.07%–13.16% 12.22%11.72%13.05%
MSCI US Small Cap 1750 Index–2.62% –2.31%–15.68%–14.69% 10.62%8.39%10.95%
NY Tax-Exempt Money Mkt Funds Avg0.11%0.17%0.22% 0.23%0.28%0.52%0.28%
Real Estate Spliced Index–6.03%–5.52% –18.77%–11.91%3.77%6.04% 7.60%
Russell 1000 Growth Index–4.66%–1.67% –23.19%–19.06%14.51%14.78% 15.09%
Russell 1000 Index–3.84%–3.69% –16.90%–12.96%12.14%11.61% 12.98%
Russell 1000 Value Index–2.98%–5.58% –9.85%–6.23%8.87%7.86%10.52%
Russell 2000 Growth Index–0.94%3.33% –22.29%–25.26%5.93%6.69% 10.16%
Russell 2000 Index–2.05%–0.72% –17.16%–17.88%8.59%6.95% 10.01%
Russell 2000 Value Index–3.16%–4.28% –12.17%–10.18%10.37%6.56% 9.49%
Russell 2500 Growth Index–1.90%1.73% –22.89%–25.68%7.27%9.12% 11.56%

BenchmarkReturns as of 08/31/2022Month End YTD
as of
08/31/2022
Average Annual Total
Returns as of 08/31/2022
1 Month3 Month1 Year3 Year5 Year10 Year
Russell 2500 Value Index–3.14%–5.39% –11.46%–8.34%9.93%7.03% 9.88%
Russell 3000 Index–3.73%–3.51% –16.92%–13.28%11.90%11.29% 12.77%
Russell Midcap Growth Index–3.28%0.45% –25.09%–26.69%6.98%10.16% 12.06%
Russell Midcap Value Index–3.06%–6.29% –11.80%–7.80%9.55%7.49% 10.81%
S&P 500 Growth Index–5.34%–2.04% –22.69%–17.43%13.95%14.04% 14.63%
S&P 500 Index–4.08%–3.88% –16.14%–11.23%12.39%11.82% 13.08%
S&P 500 Value Index–2.84%–5.57% –8.84%–4.51%9.59%8.77%10.95%
S&P Completion Index–2.11%–2.06% –22.38%–25.00%8.22%7.82% 10.73%
S&P EPAC SmallCap Index–4.71%–10.35% –24.71%–28.03%1.98%0.37% 6.46%
S&P Global ex U.S. Property Index–4.85% –9.56%–19.23%–22.14% –4.99%–1.83%2.82%
S&P MidCap 400 Growth Index–3.37%–1.98% –18.25%–15.47%8.86%8.40% 10.97%
S&P MidCap 400 Index–3.10%–2.92% –13.58%–10.37%10.58%8.71% 11.32%
S&P MidCap 400 Value Index–2.85%–3.78% –8.78%–5.18%11.71%8.61% 11.34%
S&P National AMT-Free Muni Bond Idx–2.42% –1.67%–8.44%–8.34% –0.85%1.21%2.06%
S&P SmallCap 600 Growth Index–4.61% –2.08%–18.70%–16.12% 9.36%9.01%11.77%
S&P SmallCap 600 Index–4.39%–3.80% –14.74%–12.12%10.40%8.65% 11.50%
S&P SmallCap 600 Value Index–4.19% –5.29%–10.67%–8.11% 10.98%8.06%11.07%
S&P U.S. Dividend Growers Index TR–3.44% –3.28%–13.02%–7.11%

BenchmarkReturns as of 08/31/2022Month End YTD
as of
08/31/2022
Average Annual Total
Returns as of 08/31/2022
1 Month3 Month1 Year3 Year5 Year10 Year
Spl Bloomberg US 5-10Yr G/Cr FltAdj–3.26% –2.08%–11.12%–12.39% –1.79%0.84%1.75%
Spl Bloomberg US Long Treasury Idx–4.43% –3.32%–22.73%–22.64% –6.76%–0.42%1.24%
Spl Bloomberg US Treas 1-3 Yr Idx–0.80% –1.01%–3.38%–4.03% –0.18%0.74%0.71%
Spl Bloomberg US Treas 3-10 Yr Idx–2.87% –1.73%–8.58%–9.99% –1.70%0.42%0.96%
Spl Bloomberg US1-5YrGov/Cr FlAdjIx–1.33% –1.20%–4.91%–5.84% –0.36%0.86%1.07%
Spl Bloomberg USLongGv/Cr FltAdj Ix–4.39% –3.75%–22.51%–22.69% –5.24%0.37%2.18%
Spl S&P Global Ex-US Dividend Growers Idx USD NTR–4.61% –7.38%–19.50%–19.43% 5.16%4.53%
Spl Total International Stock Index–3.04% –8.38%–18.24%–19.39% 3.52%2.02%4.91%
Spliced Alternative Strategies Idx0.15%0.32%0.43% 0.44%0.78%2.87%
Spliced Bloomberg USAgg Flt AdjIx–2.75% –2.02%–10.88%–11.65% –2.01%0.54%1.36%
Spliced Developed ex US Index–4.49% –9.55%–19.34%–19.82% 3.45%2.13%5.47%
Spliced Emerging Markets Index1.17%–4.85% –14.95%–18.16%3.97%1.59% 3.24%
Spliced Energy Index0.98%–5.38% 12.84%21.80%0.05%0.43%–0.70%
Spliced Equity Income Index–2.43%–5.98% –6.03%–0.52%9.88%8.97%11.17%
Spliced European Stock Index–6.47% –11.92%–23.14%–23.15% 2.36%1.31%4.96%
Spliced Extended Market Index–2.11% –2.06%–22.38%–25.00% 8.22%7.82%10.73%
Spliced Global Capital Cycles Index–3.01% –8.59%–16.21%–15.14% 8.62%3.11%–0.30%
Spliced Global Equity Index–3.68%–5.64% –17.75%–15.88%8.03%6.97% 8.70%

BenchmarkReturns as of 08/31/2022Month End YTD
as of
08/31/2022
Average Annual Total
Returns as of 08/31/2022
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Growth Index–5.01%–1.66% –25.20%–21.55%13.74%13.73% 14.23%
Spliced Health Care Index–5.91%–5.79% –13.36%–12.27%9.89%8.42% 11.29%
Spliced Inst Total Stock Market Idx–3.73% –3.49%–17.19%–13.66% 11.78%11.24%12.73%
Spliced International Index–3.22%–8.51% –18.34%–19.52%2.87%1.67% 4.48%
Spliced Large Cap Index–3.92%–3.69% –17.35%–13.27%12.18%11.69% 13.01%
Spliced Market Neutral Index USD0.15%0.32%0.43% 0.44%0.56%1.10%0.63%
Spliced Mega Cap Growth Index–5.26% –1.78%–24.90%–21.03% 14.71%14.41%14.71%
Spliced Mega Cap Index–4.13%–3.70% –17.38%–13.04%12.59%12.14% 13.23%
Spliced Mega Cap Value Index–2.84% –5.76%–7.40%–2.44% 10.23%9.72%11.78%
Spliced Mid Cap Growth Idx–3.37%–0.67% –25.32%–23.22%9.11%10.36% 11.94%
Spliced Mid Cap Index–2.97%–3.65% –17.25%–14.36%9.95%9.39% 11.87%
Spliced Mid Cap Value Index–2.60%–6.17% –8.77%–4.89%10.17%8.06% 11.52%
Spliced Pacific Stock Index–2.11%–6.49% –16.16%–18.63%3.39%2.01% 5.60%
Spliced S&P U.S. Dividend Growers Index TR–3.44% –3.28%–13.02%–7.18% 9.75%11.85%11.97%
Spliced Small and Mid Cap Index–2.60% –3.12%–15.82%–14.11% 10.74%9.61%11.94%
Spliced Small Cap Growth Index–2.44% 0.27%–23.65%–26.10%5.56% 8.47%10.42%
Spliced Small Cap Index–2.62%–2.44% –15.64%–15.09%9.03%8.42% 10.96%
Spliced Small Cap Value Index–2.75% –4.22%–9.72%–6.42% 10.87%7.65%10.95%

BenchmarkReturns as of 08/31/2022Month End YTD
as of
08/31/2022
Average Annual Total
Returns as of 08/31/2022
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Social Index–4.46%–3.48% –20.37%–16.17%12.07%12.13% 14.24%
Spliced Total Stock Market Index–3.73% –3.49%–17.19%–13.66% 11.78%11.24%12.72%
Spliced Total World Stock Index–3.50% –5.52%–17.49%–15.82% 8.29%7.13%9.07%
Spliced U.S. Government Money Market Funds Average0.14% 0.27%0.30%0.31%0.39%0.86%0.48%
Spliced US IMI Consumer Stapl 25/50–1.56% –0.89%–4.56%2.92%9.61%8.92% 10.60%
Spliced US IMI Energy 25/503.20%–5.45% 48.86%74.14%19.53%9.95%4.30%
Spliced US IMI Financials 25/50–1.93% –5.90%–14.91%–12.35% 9.04%7.91%12.17%
Spliced US IMI Health Care 25/50–5.34% –3.79%–12.43%–10.52% 12.46%10.58%14.37%
Spliced US IMI Industrials 25/50–2.66% –0.72%–12.73%–10.54% 8.95%8.23%12.02%
Spliced US IMI Materials 25/50–3.13% –11.19%–14.77%–9.47% 12.77%8.03%9.85%
Spliced US IMI Utilities 25/500.25%0.65%4.80% 11.34%8.46%9.40%11.30%
Spliced Value Index–2.72%–5.80% –7.24%–2.62%10.33%9.50% 11.77%
STAR Composite Index–3.08%–3.64% –13.84%–12.64%5.97%6.10% 7.34%
Target Retirement 2020 Composite Ix–2.99% –3.35%–12.52%–11.95% 4.11%4.81%6.63%
Target Retirement 2025 Composite Ix–3.15% –3.80%–13.94%–13.23% 4.83%5.35%7.29%
Target Retirement 2030 Composite Ix–3.24% –4.11%–14.76%–13.89% 5.53%5.80%7.87%
Target Retirement 2035 Composite Ix–3.28% –4.38%–15.28%–14.23% 6.33%6.30%8.48%
Target Retirement 2040 Composite Ix–3.32% –4.64%–15.81%–14.58% 7.11%6.79%8.98%

BenchmarkReturns as of 08/31/2022Month End YTD
as of
08/31/2022
Average Annual Total
Returns as of 08/31/2022
1 Month3 Month1 Year3 Year5 Year10 Year
Target Retirement 2045 Composite Ix–3.36% –4.91%–16.35%–14.95% 7.87%7.22%9.25%
Target Retirement 2050 Composite Ix–3.37% –5.01%–16.55%–15.09% 7.92%7.25%9.26%
Target Retirement 2055 Composite Ix–3.37% –5.01%–16.55%–15.09% 7.92%7.25%9.26%
Target Retirement 2060 Composite Ix–3.37% –5.01%–16.55%–15.09% 7.92%7.25%9.26%
Target Retirement 2065 Composite Ix–3.37% –5.01%–16.55%–15.09% 7.92%7.25%
Target Retirement 2070 Composite Index–3.37% –5.01%–16.55%–15.09% 7.92%7.25%
Target Retirement Income Compos. Ix–2.85% –2.82%–10.96%–10.67% 2.31%3.45%4.23%
Tax-Exempt Money Mkt Funds Average0.10%0.18%0.23% 0.23%0.29%0.56%0.32%
Tax-Managed Balanced Compos. Index–2.75% –1.88%–11.37%–9.32% 6.46%6.90%7.75%
US Gov't Money Market Funds Average0.14%0.27% 0.30%0.31%0.33%0.71%0.37%
Wellesley Income Composite Index–2.71% –3.55%–10.36%–9.02% 2.19%3.82%5.23%
Wellington Composite Index–3.65%–3.23% –14.82%–11.82%7.39%8.12% 9.24%

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