Benchmark Returns

BenchmarkReturns as of 08/31/2016Month End YTD
as of
08/31/2016
Average Annual Total
Returns as of 08/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index0.11%3.73%7.49% 9.67%9.01%10.20%7.06%
Barclays 1 Year Municipal Index–0.15% 0.20%0.68%0.77%0.74%0.75%1.97%
Barclays 1-15 Year Municipal Index0.04%1.41%3.56% 5.46%4.93%3.76%4.52%
Barclays 1-5 Year Municipal Index–0.09% 0.74%1.74%2.34%2.04%1.71%3.16%
Barclays CA Municipal Index0.17%1.80%4.51% 6.83%7.09%5.54%5.11%
Barclays GA ex-USD FlAj RIC CpIxHgd0.05%2.82% 7.01%8.27%6.20%
Barclays MA Municipal Index0.00%1.73%4.31% 6.56%6.29%4.48%4.91%
Barclays Municipal Bond Index0.13%1.79%4.54% 6.88%6.47%4.80%4.87%
Barclays Municipal CA Intermed Idx0.00%1.36%3.40% 5.40%5.16%4.22%5.06%
Barclays NJ Municipal Index0.62%3.10%6.65% 11.00%6.61%5.14%4.94%
Barclays NY Municipal Index0.11%1.70%4.47% 6.56%6.39%4.62%4.84%
Barclays OH Municipal Index0.08%1.66%4.42% 6.91%6.85%4.92%4.61%
Barclays PA Municipal Index0.12%1.77%4.62% 6.99%6.65%5.06%5.08%
Barclays US 0-5 Year TIPS Index–0.26% 0.57%2.31%1.87%0.44%0.39%
Barclays US 1-3Yr Gov Flt Adj Idx–0.16% 0.37%1.20%1.06%0.90%0.67%
Barclays US 1-5 Year Credit Index–0.02% 1.24%3.39%3.38%2.58%2.57%4.14%
Barclays US 1-5 Year Treasury Index–0.32% 0.62%2.04%1.90%1.51%1.03%3.02%
Barclays US 1-5 Yr Corporate Index0.02%1.35%3.61% 3.78%2.82%2.91%4.34%

BenchmarkReturns as of 08/31/2016Month End YTD
as of
08/31/2016
Average Annual Total
Returns as of 08/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Barclays US 1-5 Yr Government Index–0.30% 0.61%2.00%1.86%1.51%1.05%3.02%
Barclays US 10+ Year Corp Index0.49%7.75%17.98% 17.71%9.89%8.08%7.95%
Barclays US 3-10Yr Gov Flt Adj Idx–0.64% 1.44%4.53%4.47%3.62%2.44%
Barclays US 5-10 Year Corp Index0.11%3.46%8.90% 9.46%6.37%5.51%6.46%
Barclays US 5-10 Year Credit Index0.10%3.43%8.76% 9.05%6.27%5.30%6.47%
Barclays US 5-10 Yr Treasury Index–0.79% 1.93%5.85%5.88%4.66%3.05%5.68%
Barclays US Agg Float Adj Index–0.13% 2.44%6.09%6.15%4.38%3.28%
Barclays US GNMA Index0.16%1.04%3.05% 3.80%3.81%2.40%4.72%
Barclays US Long Credit A/Better Ix0.08%6.71% 16.22%17.58%10.62%8.16%7.69%
Barclays US Long Gov Flt Adj Idx–0.91% 7.44%16.45%16.59%11.81%7.75%
Barclays US Long Treasury Index–0.95% 7.49%16.59%16.75%11.90%7.83%8.41%
Barclays US MBS Float Adj Index0.15%1.08%3.27% 3.76%3.80%2.57%
Barclays US Treas Bellwether:1Yr Ix–0.01% 0.32%0.70%0.75%0.44%0.36%1.60%
Barclays US Trsy Inflat Prtcd Index–0.45% 2.50%6.68%5.37%2.71%1.77%4.44%
Barclays USD EmergMkt GovRIC Cap Ix1.59%6.51% 13.41%13.52%7.82%
CA Tax-Exempt Money Mkt Funds Avg0.01%0.01%0.02% 0.03%0.01%0.01%0.58%
Citigroup 3-Month US T-Bill Idx (Daily)0.03%0.07% 0.16%0.18%0.08%0.07%
Conservative Growth Composite Index0.09%3.32% 6.79%7.81%6.60%6.72%5.57%

BenchmarkReturns as of 08/31/2016Month End YTD
as of
08/31/2016
Average Annual Total
Returns as of 08/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Convertibles Composite Index0.37%4.04%5.04% 4.10%7.33%9.01%6.28%
CRSP US Total Market Index0.26%4.49%8.05% 11.43%11.71%14.40%
Dividend Growth Spliced Index–0.02% 4.70%10.72%15.39%10.57%12.77%6.79%
FTSE All-World ex US Index0.54%3.99%4.61% 3.37%2.59%3.72%2.63%
FTSE AW ex US High Div Yield Idx1.15%3.47%5.20% 1.57%1.00%3.19%2.31%
FTSE Emerging Index1.81%11.80%15.31% 11.31%2.25%–0.16%4.32%
FTSE Global All Cap Index Hdg.0.70%3.83%5.10% 7.25%9.16%11.31%5.55%
FTSE Global Small-Cap ex US Index–0.48% 2.37%5.42%6.56%4.32%4.16%3.85%
FTSE High Dividend Yield Index–0.34% 4.28%10.97%17.54%12.31%14.98%7.58%
Growth Composite Index0.26%3.98%6.92% 8.42%8.11%9.75%5.99%
High-Yield Corporate Composite Idx1.73%5.05%11.81% 8.15%5.47%7.03%7.21%
iMoneyNet MFR Treasury Funds Avg0.00%0.00%0.00% 0.00%0.00%0.00%0.65%
Income Composite Index0.01%2.95%6.61% 7.35%5.75%5.16%5.31%
Inst Money Market Funds Average0.02%0.06%0.15% 0.16%0.05%0.04%0.97%
Managed Payout Composite Index0.09%3.38%6.86% 7.33%5.98%6.58%
Moderate Growth Composite Index0.18%3.66%6.89% 8.17%7.39%8.32%5.96%
Money Market Funds Average0.01%0.03%0.04% 0.04%0.01%0.01%0.81%
MSCI US Broad Market Index0.26%4.47%7.99% 11.43%11.82%14.51%7.78%

BenchmarkReturns as of 08/31/2016Month End YTD
as of
08/31/2016
Average Annual Total
Returns as of 08/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
MSCI US Prime Market 750 Index0.15%4.21%7.63% 11.79%12.17%14.61%7.75%
MSCI US Small Cap 1750 Index1.10%6.49%11.12% 9.25%9.34%13.74%8.33%
NASDAQ Intl DividendAchieversSel Ix–1.84% 2.73%6.80%
NASDAQ US Dividend Achievers Select–0.02% 4.70%10.72%15.39%10.57%12.77%7.77%
NY Tax-Exempt Money Mkt Funds Avg0.03%0.03%0.04% 0.04%0.01%0.01%0.60%
REIT Spliced Index–3.66%7.31% 13.99%25.76%16.06%13.55%6.84%
Russell 1000 Growth Index–0.50%3.79% 5.62%10.54%13.33%14.74%9.11%
Russell 1000 Index0.13%4.18%7.83%11.69% 12.02%14.60%7.64%
Russell 1000 Value Index0.77%4.59%10.23% 12.92%10.69%14.39%6.08%
Russell 2000 Growth Index1.06%7.18%5.96% 3.55%8.48%13.02%8.20%
Russell 2000 Index1.77%7.78%10.23%8.59% 8.53%12.85%7.04%
Russell 2000 Value Index2.49%8.34%14.58% 13.80%8.51%12.63%5.80%
Russell 2500 Growth Index0.69%5.89%6.64% 4.65%9.57%13.49%8.95%
Russell 2500 Value Index0.89%6.12%13.76% 12.79%9.61%13.53%6.96%
Russell 3000 Growth Index–0.38%4.04% 5.65%9.99%12.94%14.60%9.03%
Russell 3000 Index0.26%4.45%8.01%11.44% 11.74%14.46%7.59%
Russell 3000 Value Index0.90%4.87%10.55% 12.98%10.51%14.24%6.06%
Russell Midcap Growth Index–0.29%4.63% 6.89%7.00%10.68%13.43%8.76%

BenchmarkReturns as of 08/31/2016Month End YTD
as of
08/31/2016
Average Annual Total
Returns as of 08/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Russell Midcap Value Index–0.21%4.96% 13.24%12.88%11.85%15.03%7.98%
S&P 500 Growth Index–0.29%3.97% 5.96%11.77%14.00%15.13%9.06%
S&P 500 Index0.14%4.10%7.82%12.55% 12.30%14.69%7.51%
S&P 500 Value Index0.59%4.24%9.77%13.17% 10.37%14.17%5.85%
S&P Completion Index0.87%6.14%8.86%6.78% 9.16%13.33%8.16%
S&P EPAC SmallCap Index–0.45%0.41% 2.14%4.70%7.19%7.82%4.23%
S&P Global ex U.S. Property Index–0.91% 5.01%9.33%11.79%5.30%6.84%
S&P MidCap 400 Growth Index0.62%5.53%11.10% 11.25%11.81%13.47%10.16%
S&P MidCap 400 Index0.50%5.25%13.12% 12.33%11.45%14.07%9.26%
S&P MidCap 400 Value Index0.39%5.00%15.22% 13.31%10.95%14.61%8.31%
S&P National AMT-Free Muni Bond Idx0.23%1.76% 4.45%6.92%6.36%4.57%
S&P SmallCap 600 Growth Index1.57%7.13%10.88% 11.42%11.36%15.11%9.66%
S&P SmallCap 600 Index1.36%7.16%13.15% 13.26%11.03%15.18%8.73%
S&P SmallCap 600 Value Index1.13%7.18%15.66% 15.36%10.64%15.25%7.81%
Spl Barclays US 5-10Yr G/Cr Flt Adj–0.36% 2.65%7.23%7.38%5.45%4.14%6.02%
Spl Barclays US1-5YrGov/Cr FlAdj Ix–0.20% 0.83%2.49%2.39%1.87%1.51%3.31%
Spl Barclays USLongGv/Cr Flt Adj Ix–0.03% 7.57%17.23%17.06%10.73%7.84%8.16%
Spl Total International Stock Index0.43%3.81% 4.69%3.70%2.78%3.75%2.11%

BenchmarkReturns as of 08/31/2016Month End YTD
as of
08/31/2016
Average Annual Total
Returns as of 08/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Barclays USAgg Float Adj Ix–0.13% 2.44%6.09%6.15%4.38%3.28%4.91%
Spliced Developed ex US Index0.10%2.09%1.76% 1.68%3.03%5.38%1.89%
Spliced Emerging Markets Index1.95%11.75%14.33% 10.49%2.00%–0.23%4.00%
Spliced Energy Index0.79%3.51%15.47% 6.06%–5.38%–1.99%0.97%
Spliced Equity Income Index–0.34%4.28% 10.97%17.54%12.31%14.98%7.66%
Spliced European Stock Index0.40%–0.39% –0.71%–2.59%1.91%5.15%1.66%
Spliced Extended Market Index0.87%6.14%8.86% 6.78%9.16%13.33%8.16%
Spliced Glbl Custom Metals & Mining–8.87% 14.33%58.12%37.84%–5.90%–13.17% –1.00%
Spliced Global Equity Index0.34%4.03%5.95% 7.24%6.74%8.32%4.42%
Spliced Growth Index–0.33%3.76% 5.90%9.61%12.90%14.65%9.11%
Spliced Health Care Index–4.08%1.13% –1.30%–0.99%11.85%15.21% 8.77%
Spliced Inst Total Stock Market Idx0.26%4.49% 8.05%11.43%11.71%14.47%7.76%
Spliced International Index0.63%3.99%4.53% 2.92%2.03%3.31%0.89%
Spliced Large Cap Index0.18%4.21%7.66% 11.89%12.06%14.56%7.72%
Spliced Mega Cap Growth Index–0.26% 3.73%5.69%10.32%13.28%14.99%9.21%
Spliced Mega Cap Index0.18%4.11%7.49% 12.67%12.18%14.65%7.58%
Spliced Mega Cap Value Index0.56%4.44%9.05% 14.73%11.37%14.43%5.98%
Spliced Mid Cap Growth Idx–0.76%3.84% 6.94%5.60%10.45%12.62%8.19%

BenchmarkReturns as of 08/31/2016Month End YTD
as of
08/31/2016
Average Annual Total
Returns as of 08/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Mid Cap Index0.16%4.74%8.50% 8.14%11.46%14.09%8.38%
Spliced Mid Cap Value Index0.98%5.55%9.92% 10.45%12.31%15.41%8.30%
Spliced NJ Tax-Ex Money Mkt Fds Avg0.01%0.01% 0.01%0.02%0.01%0.01%0.60%
Spliced OH Tax-Ex Money Mkt Fds Avg0.01%0.01% 0.01%0.02%0.01%0.01%0.63%
Spliced PA Tax-Ex Money Mkt Fds Avg0.01%0.01% 0.01%0.02%0.01%0.01%0.60%
Spliced Pacific Stock Index–0.20%5.44% 4.25%7.45%4.21%5.38%2.16%
Spliced Small and Mid Cap Index0.33%5.32%10.13% 9.49%10.97%14.22%8.48%
Spliced Small Cap Growth Index0.49%6.58%8.53% 6.08%7.85%12.64%8.89%
Spliced Small Cap Index0.62%6.01%11.02% 9.32%9.78%13.90%8.40%
Spliced Small Cap Value Index0.72%5.54%13.13% 12.10%11.39%14.83%7.68%
Spliced Social Index0.68%4.53%6.56%10.12% 12.79%15.86%6.87%
Spliced Total Stock Market Index0.26%4.49%8.05% 11.43%11.71%14.45%7.76%
Spliced Total World Stock Index0.33%4.13%6.51% 7.76%7.27%8.80%
Spliced US IMI Consumer Discr 25/50–1.10% 2.55%3.99%6.92%12.28%17.74%10.79%
Spliced US IMI Consumer Stapl 25/50–0.55% 4.32%9.66%17.42%14.18%15.21%11.13%
Spliced US IMI Energy 25/501.89%2.74%16.39% 6.31%–3.76%1.41%3.58%
Spliced US IMI Financials 25/503.29%4.62%5.85% 9.04%10.75%14.92%0.63%
Spliced US IMI Health Care 25/50–3.10% 2.79%0.97%2.62%15.60%19.31%10.95%

BenchmarkReturns as of 08/31/2016Month End YTD
as of
08/31/2016
Average Annual Total
Returns as of 08/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced US IMI Industrials 25/501.08%5.45%11.61% 15.81%12.02%15.47%8.42%
Spliced US IMI Info Tech 25/502.23%7.42%9.66% 17.59%16.67%16.35%10.60%
Spliced US IMI Materials 25/500.08%5.30%15.77% 15.90%8.49%9.33%7.78%
Spliced US IMI Telecom Serv 25/50–5.97% 3.48%14.63%19.08%10.77%11.86%6.75%
Spliced US IMI Utilities 25/50–5.45% 0.98%16.04%21.46%13.65%12.24%7.89%
Spliced Value Index0.63%4.62%9.23%13.96% 11.36%14.50%6.30%
STAR Composite Index0.21%3.54%6.53%7.88% 7.21%8.35%6.07%
Target Retirement 2010 Composite Ix0.03%2.84% 6.03%6.81%5.99%6.53%5.37%
Target Retirement 2015 Composite Ix0.10%3.22% 6.39%7.42%6.79%7.63%5.62%
Target Retirement 2020 Composite Ix0.16%3.57% 6.78%8.02%7.46%8.53%5.88%
Target Retirement 2025 Composite Ix0.20%3.75% 6.88%8.22%7.77%9.10%5.92%
Target Retirement 2030 Composite Ix0.23%3.87% 6.89%8.32%8.04%9.63%5.93%
Target Retirement 2035 Composite Ix0.26%3.98% 6.90%8.39%8.30%10.15%6.01%
Target Retirement 2040 Composite Ix0.29%4.10% 6.89%8.46%8.44%10.43%6.14%
Target Retirement 2045 Composite Ix0.30%4.13% 6.92%8.51%8.45%10.44%6.14%
Target Retirement 2050 Composite Ix0.30%4.13% 6.92%8.51%8.45%10.44%6.14%
Target Retirement 2055 Composite Ix0.30%4.13% 6.92%8.51%8.45%10.44%
Target Retirement 2060 Composite Ix0.30%4.13% 6.92%8.51%8.45%

BenchmarkReturns as of 08/31/2016Month End YTD
as of
08/31/2016
Average Annual Total
Returns as of 08/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Target Retirement Income Compos. Ix0.02%2.80% 6.01%6.74%5.45%5.54%5.39%
Tax-Exempt Money Mkt Funds Average0.01%0.01%0.01% 0.02%0.01%0.01%0.58%
Tax-Managed Balanced Compos. Index0.09%2.85%5.88% 8.88%8.68%9.35%6.69%
US Gov't Money Market Funds Average0.00%0.00% 0.00%0.00%0.00%0.00%0.76%
Wellesley Income Composite Index–0.17% 3.47%8.87%11.71%8.00%8.26%6.62%
Wellington Composite Index0.07%3.74%7.85% 11.29%10.04%11.22%7.05%

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