Benchmark Returns

BenchmarkReturns as of 11/30/2021Month End YTD
as of
11/30/2021
Average Annual Total
Returns as of 11/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index–0.74%0.08% 11.82%14.86%14.99%12.38%11.05%
Bloomberg 1 Year Municipal Index0.03%–0.10% 0.32%0.41%1.64%1.48%1.05%
Bloomberg 1-15 Year Municipal Index0.53%–0.38% 0.72%1.20%4.32%3.74%3.21%
Bloomberg 1-5 Year Municipal Index0.09%–0.36% 0.30%0.53%2.72%2.28%1.80%
Bloomberg CA Municipal Index0.89%–0.13% 1.02%1.44%4.96%4.32%4.18%
Bloomberg Commodity Index TR–7.31% –0.18%22.78%28.89%6.05%3.31%–3.56%
Bloomberg GA Credit Idx Hedged USD0.25%–0.84% –0.84%–0.36%6.55%4.75%4.76%
Bloomberg GA ex-USD FlAdjRIC Cp Hgd1.15%–0.56% –1.41%–1.05%4.13%3.47%
Bloomberg MA Municipal Index0.88%–0.21% 0.77%1.19%4.83%4.15%3.62%
Bloomberg Municipal Bond Index0.85%–0.17% 1.35%1.97%5.09%4.38%3.90%
Bloomberg Municipal CA Intermed Idx0.48%–0.62% –0.22%0.08%4.04%3.58%3.32%
Bloomberg NJ Municipal Index0.91%–0.41% 2.85%4.24%6.32%5.70%4.63%
Bloomberg NY Municipal Index0.95%–0.09% 1.66%2.52%4.83%4.12%3.73%
Bloomberg OH Municipal Index0.83%–0.31% 0.94%1.42%5.00%4.28%3.95%
Bloomberg PA Municipal Index0.84%–0.23% 1.74%2.26%5.59%4.81%4.22%
Bloomberg US 0-5 Year TIPS Index0.15%0.81%4.99% 5.97%5.04%3.32%1.81%
Bloomberg US 1-5 Year Credit Index–0.18% –0.91%–0.57%–0.23% 4.00%2.92%2.73%
Bloomberg US 1-5 Year Treasury Idx0.01%–0.79% –0.96%–0.88%2.91%1.95%1.38%

BenchmarkReturns as of 11/30/2021Month End YTD
as of
11/30/2021
Average Annual Total
Returns as of 11/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Bloomberg US 1-5 Yr Corporate Index–0.22% –0.93%–0.54%–0.14% 4.19%3.07%2.96%
Bloomberg US 1-5 Yr Government Idx0.00%–0.79% –0.95%–0.87%2.89%1.95%1.39%
Bloomberg US 10+ Year Corp Index0.40%–0.03% –0.71%–0.40%12.81%8.17% 7.03%
Bloomberg US 5-10 Year Corp Index–0.07% –1.53%–1.76%–1.12% 7.67%5.11%5.06%
Bloomberg US 5-10 Year Credit Index–0.02% –1.52%–1.78%–1.16% 7.49%5.02%4.89%
Bloomberg US 5-10 Yr Treasury Index0.81%–1.24% –2.66%–2.74%5.33%3.35%2.63%
Bloomberg US Agg Float Adj Index0.33%–0.59% –1.31%–1.18%5.64%3.72%3.08%
Bloomberg US GNMA Index–0.04%–0.58% –1.36%–1.18%3.30%2.18%2.06%
Bloomberg US Long Treasury Index2.65%1.57%–3.27% –4.41%11.30%6.74%4.98%
Bloomberg US LongCredit A/Better Ix0.67%0.17% –1.64%–1.60%11.90%7.53% 6.59%
Bloomberg US MBS Float Adj Index–0.12% –0.64%–0.96%–0.76% 3.58%2.46%2.32%
Bloomberg US Treas Bellwether:1Yr–0.05% –0.07%0.05%0.07%1.71%1.49%0.92%
Bloomberg US Trsy Inflat Prtcd Idx0.89%1.31%5.62% 6.83%8.52%5.25%3.06%
Bloomberg US Universal Index0.12%–0.82% –1.04%–0.69%5.72%3.91%3.43%
Bloomberg USD EmergMkt GovRIC CapIx–1.60% –3.61%–3.31%–1.47% 5.79%4.52%
CA Tax-Exempt Money Mkt Funds Avg0.00%0.00%0.02% 0.02%0.45%0.47%0.25%
Communication Services Spliced Idx–6.39% –11.25%11.10%16.10%18.96%9.13%10.73%
Conservative Growth Composite Index–0.72% –1.08%4.81%6.97%10.15%8.26%7.27%

BenchmarkReturns as of 11/30/2021Month End YTD
as of
11/30/2021
Average Annual Total
Returns as of 11/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Consumer Discretionary Spliced Idx0.70%6.80%24.88% 31.48%29.13%23.28%20.40%
CRSP US Total Market Index–1.48%0.43% 21.10%26.50%20.25%17.56%15.96%
Dividend Growth Spliced Index–1.43% 0.16%16.10%19.11%16.66%16.11%13.89%
FTSE All-World ex US Index–4.46%–5.40% 3.93%9.63%10.38%9.56%7.11%
FTSE All-World Index–2.50%–1.76% 14.03%19.34%16.20%14.28%11.76%
FTSE AW ex US High Div Yield Idx–5.07% –4.67%8.89%14.78%7.21%7.41%5.83%
FTSE Emerging Index–3.72%–5.89% –1.83%4.21%9.79%9.40%5.37%
FTSE Global All Cap Index Hdg.–1.94% –0.78%16.42%21.24%16.56%14.34%13.04%
FTSE Global Small-Cap ex US Index–4.69% –5.86%8.51%15.57%11.64%9.61%7.78%
FTSE High Dividend Yield Index–2.31% –0.82%18.22%22.30%10.66%10.89%12.66%
Global Wellesley Income Comp Index–1.09% –1.45%3.76%5.66%7.46%
Global Wellington Composite Index–1.43% –1.04%10.00%13.37%13.40%
Growth Composite Index–2.03%–1.64% 11.11%15.51%14.65%12.59%11.11%
High-Yield Corporate Composite Idx–0.90% –1.16%2.54%4.10%7.53%6.08%6.48%
iMoneyNet MFR Treasury Funds Avg
Income Composite Index–0.07%–0.83% 1.72%2.87%7.73%5.99%5.28%
Information Technology Spliced Idx3.00%5.11%27.18% 34.63%36.35%31.61%23.35%
JP Morgan EMBI Global Diversified–1.84% –3.85%–3.15%–1.31% 5.93%4.64%5.25%

BenchmarkReturns as of 11/30/2021Month End YTD
as of
11/30/2021
Average Annual Total
Returns as of 11/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Managed Allocation Composite Index–1.78% –1.32%9.16%12.71%12.47%10.40%8.53%
Moderate Growth Composite Index–1.38% –1.35%7.94%11.19%12.46%10.46%9.23%
MSCI AC World Growth ex US–3.61%–4.90% 2.02%7.38%14.85%12.72%8.63%
MSCI AC World Index ex USA Net–4.50% –5.35%3.54%9.14%9.95%9.28%6.73%
MSCI All Country World Index Value–3.83% –2.98%12.60%17.31%7.90%8.05%8.25%
MSCI US Broad Market Index–1.39%0.47% 21.40%26.89%20.42%17.64%16.04%
MSCI US Prime Market 750 Index–1.13% 0.74%21.84%26.92%20.93%18.18%16.29%
MSCI US Small Cap 1750 Index–4.00% –2.15%17.11%26.77%15.82%12.98%13.78%
NY Tax-Exempt Money Mkt Funds Avg0.00%0.00%0.01% 0.01%0.48%0.51%0.26%
Real Estate Spliced Index–2.17%–1.16% 28.10%31.67%13.24%10.31%11.08%
Russell 1000 Growth Index0.61%3.20%24.95% 30.70%29.21%25.10%19.50%
Russell 1000 Index–1.34%0.66% 21.53%26.67%20.65%17.93%16.18%
Russell 1000 Value Index–3.52%–2.15% 17.73%22.25%11.45%10.36%12.50%
Russell 2000 Growth Index–4.88%–4.25% 2.38%11.95%16.08%14.74%14.06%
Russell 2000 Index–4.17%–3.04% 12.31%22.03%14.22%12.14%13.06%
Russell 2000 Value Index–3.42%–1.74% 23.24%33.01%11.54%9.08%11.76%
Russell 2500 Growth Index–5.15%–4.08% 4.53%13.53%20.20%17.75%15.55%
Russell 2500 Value Index–3.48%–1.59% 21.46%29.91%11.87%9.38%12.03%

BenchmarkReturns as of 11/30/2021Month End YTD
as of
11/30/2021
Average Annual Total
Returns as of 11/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Russell 3000 Index–1.52%0.42% 20.90%26.34%20.20%17.51%15.95%
Russell Midcap Growth Index–4.23%–2.47% 12.33%17.72%23.33%19.83%16.41%
Russell Midcap Value Index–3.04%–1.64% 20.76%26.34%12.96%10.26%12.89%
S&P 500 Growth Index1.42%4.22%28.82% 34.08%27.25%23.85%18.98%
S&P 500 Index–0.69%1.32%23.18% 27.92%20.38%17.90%16.16%
S&P 500 Value Index–3.26%–2.14% 16.68%20.76%12.20%10.94%12.72%
S&P Completion Index–5.03%–3.90% 11.74%19.82%19.02%15.49%14.81%
S&P EPAC SmallCap Index–6.25%–8.79% 3.09%9.94%10.66%10.14%9.69%
S&P Global ex U.S. Property Index–3.65% –6.19%2.33%5.50%4.09%5.52%6.65%
S&P MidCap 400 Growth Index–3.56%–0.69% 14.20%21.51%16.25%14.28%13.89%
S&P MidCap 400 Index–2.94%–1.30% 18.73%26.47%14.73%12.46%13.60%
S&P MidCap 400 Value Index–2.38%–1.85% 23.36%31.58%12.67%10.24%13.01%
S&P National AMT-Free Muni Bond Idx0.78%–0.03% 1.44%2.07%4.98%4.19%3.72%
S&P SmallCap 600 Growth Index–2.03% –1.52%17.04%27.50%14.34%14.09%14.88%
S&P SmallCap 600 Index–2.29%–1.40% 21.33%31.42%13.38%12.17%14.14%
S&P SmallCap 600 Value Index–2.51% –1.29%25.65%35.26%12.05%10.03%13.28%
S&P U.S. Dividend Growers Index TR–1.43% 0.22%
Spl Bloomberg US 5-10Yr G/Cr FltAdj0.43%–1.36% –2.20%–1.93%6.48%4.23%3.75%

BenchmarkReturns as of 11/30/2021Month End YTD
as of
11/30/2021
Average Annual Total
Returns as of 11/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Spl Bloomberg US Long Treasury Idx2.65%1.57%–3.27% –4.41%11.30%6.74%5.00%
Spl Bloomberg US Treas 1-3 Yr Idx–0.04% –0.47%–0.39%–0.34% 2.38%1.67%1.13%
Spl Bloomberg US Treas 3-10 Yr Idx0.47%–1.24% –2.20%–2.19%4.57%2.89%2.27%
Spl Bloomberg US1-5YrGov/Cr FlAdjIx–0.06% –0.83%–0.82%–0.66% 3.29%2.30%1.82%
Spl Bloomberg USLongGv/Cr FltAdj Ix1.34%0.59% –1.71%–1.91%12.28%7.73% 6.16%
Spl S&P Global Ex-US Dividend Growers Idx USD NTR–3.61% –4.70%7.43%13.00%14.97%12.75%
Spl Total International Stock Index–4.49% –5.45%4.39%10.21%10.50%9.57%7.15%
Spliced Alternative Strategies Idx0.00%0.01%0.04% 0.05%2.22%3.52%
Spliced Bloomberg USAgg Flt AdjIx0.33%–0.59% –1.31%–1.18%5.64%3.72%3.08%
Spliced Developed ex US Index–4.86% –5.43%6.15%11.89%10.66%9.65%7.84%
Spliced Emerging Markets Index–3.25% –5.41%–0.26%5.73%10.54% 9.20%5.19%
Spliced Energy Index–5.03%2.06% 16.35%20.24%–8.02%–3.84% –2.43%
Spliced Equity Income Index–2.31%–0.82% 18.22%22.30%10.66%10.89%12.66%
Spliced European Stock Index–5.33% –6.06%9.31%14.95%11.43%10.43%7.76%
Spliced Extended Market Index–5.03% –3.90%11.74%19.82%19.02%15.49%14.81%
Spliced Global Capital Cycles Index–2.43% –2.99%11.09%18.14%16.84%10.14%–0.78%
Spliced Global Equity Index–2.41%–1.66% 13.98%19.27%15.96%13.99%11.39%
Spliced Growth Index0.49%3.07%25.10% 30.39%30.10%24.66%19.07%

BenchmarkReturns as of 11/30/2021Month End YTD
as of
11/30/2021
Average Annual Total
Returns as of 11/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Health Care Index–3.55%–5.14% 10.07%13.91%12.56%13.97%13.85%
Spliced Inst Total Stock Market Idx–1.48% 0.43%21.10%26.50%20.25%17.56%15.97%
Spliced International Index–4.50%–5.35% 3.54%9.14%9.95%9.28%6.73%
Spliced Large Cap Index–1.03%0.97% 22.26%27.10%20.99%18.26%16.30%
Spliced Market Neutral Index USD0.00%0.01%0.04% 0.05%1.02%1.12%0.60%
Spliced Mega Cap Growth Index0.93%3.32%26.33% 31.43%30.93%25.60%19.66%
Spliced Mega Cap Index–0.71%1.27% 22.79%27.61%21.40%18.87%16.62%
Spliced Mega Cap Value Index–2.91% –1.51%17.78%22.24%11.35%11.87%13.36%
Spliced Mid Cap Growth Idx–2.76%0.88% 18.24%23.77%24.65%19.71%16.06%
Spliced Mid Cap Index–2.51%–0.39% 19.86%24.80%18.74%15.16%14.68%
Spliced Mid Cap Value Index–2.23%–1.81% 21.34%25.59%12.47%10.54%13.08%
Spliced Pacific Stock Index–4.26%–5.96% –1.55%4.47%8.50%8.41%7.67%
Spliced S&P U.S. Dividend Growers Index TR–1.43% 0.16%16.10%19.11%16.66%16.11%13.89%
Spliced Small and Mid Cap Index–3.56% –1.66%18.45%26.11%17.70%14.66%14.66%
Spliced Small Cap Growth Index–6.08% –4.77%4.00%12.63%18.62%16.67%14.53%
Spliced Small Cap Index–4.34%–2.76% 13.73%22.15%15.31%13.11%13.77%
Spliced Small Cap Value Index–2.98% –1.18%22.16%30.30%11.99%9.86%12.88%
Spliced Social Index–0.58%1.42% 23.21%28.43%22.73%19.91%17.82%

BenchmarkReturns as of 11/30/2021Month End YTD
as of
11/30/2021
Average Annual Total
Returns as of 11/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Total Stock Market Index–1.48% 0.43%21.10%26.50%20.25%17.56%15.97%
Spliced Total World Stock Index–2.71% –2.00%13.73%19.35%16.04%14.04%11.72%
Spliced U.S. Government Money Market Funds Average0.00% 0.01%0.02%0.02%0.80%0.88%0.45%
Spliced US IMI Consumer Stapl 25/50–1.41% –1.89%7.01%9.26%10.92%9.86%11.47%
Spliced US IMI Energy 25/50–5.75%13.95% 52.21%60.33%–1.16%–2.32% 0.06%
Spliced US IMI Financials 25/50–5.25% 0.16%31.63%40.67%14.59%12.98%15.75%
Spliced US IMI Health Care 25/50–3.89% –5.03%12.09%16.76%13.67%16.21%16.97%
Spliced US IMI Industrials 25/50–3.06% –2.07%15.42%17.97%14.59%12.27%14.14%
Spliced US IMI Materials 25/50–0.87% –1.05%18.68%23.15%17.39%12.38%11.55%
Spliced US IMI Utilities 25/50–1.59% –2.91%7.37%8.40%8.52%10.43%10.47%
Spliced Value Index–3.02%–1.78% 18.36%22.63%11.36%11.62%13.29%
STAR Composite Index–1.39%–1.02% 9.40%12.75%13.24%11.11%9.65%
Target Retirement 2015 Composite Ix–0.52% –0.76%4.79%6.79%9.40%7.98%7.64%
Target Retirement 2020 Composite Ix–0.96% –1.03%6.62%9.32%11.11%9.50%8.87%
Target Retirement 2025 Composite Ix–1.29% –1.29%7.78%10.99%12.31%10.57%9.72%
Target Retirement 2030 Composite Ix–1.55% –1.43%8.94%12.57%13.15%11.38%10.43%
Target Retirement 2035 Composite Ix–1.80% –1.54%10.13%14.19%13.96%12.17%11.13%
Target Retirement 2040 Composite Ix–2.04% –1.64%11.32%15.83%14.76%12.95%11.69%

BenchmarkReturns as of 11/30/2021Month End YTD
as of
11/30/2021
Average Annual Total
Returns as of 11/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Target Retirement 2045 Composite Ix–2.29% –1.75%12.52%17.48%15.58%13.55%12.00%
Target Retirement 2050 Composite Ix–2.36% –1.78%12.71%17.71%15.69%13.62%12.03%
Target Retirement 2055 Composite Ix–2.36% –1.78%12.71%17.71%15.69%13.62%12.03%
Target Retirement 2060 Composite Ix–2.36% –1.78%12.71%17.71%15.69%13.62%12.03%
Target Retirement 2065 Composite Ix–2.36% –1.78%12.71%17.71%15.69%
Target Retirement Income Compos. Ix–0.47% –0.72%4.34%6.14%8.92%7.07%6.05%
Tax-Exempt Money Mkt Funds Average0.00%0.00%0.01% 0.01%0.50%0.57%0.29%
Tax-Managed Balanced Compos. Index–0.39% 0.19%10.85%13.45%12.90%11.11%9.88%
US Gov't Money Market Funds Average0.00%0.01% 0.02%0.02%0.67%0.69%0.34%
Wellesley Income Composite Index–0.67% –0.69%5.23%6.63%8.61%7.01%7.27%
Wellington Composite Index–0.38%0.68% 14.12%17.04%15.91%13.34%12.03%

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