Benchmark Returns

BenchmarkReturns as of 09/30/2021Month End YTD
as of
09/30/2021
Average Annual Total
Returns as of 09/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index–3.05%0.03% 8.32%18.04%12.51%11.67%11.44%
Bloomberg 1 Year Municipal Index–0.10% 0.00%0.31%0.44%1.77%1.40%1.05%
Bloomberg 1-15 Year Municipal Index–0.61% –0.09%0.48%1.82%4.44%2.85%3.22%
Bloomberg 1-5 Year Municipal Index–0.27% 0.08%0.38%0.82%2.92%1.96%1.81%
Bloomberg CA Municipal Index–0.74% –0.25%0.41%2.10%4.87%3.14%4.15%
Bloomberg Commodity Index TR4.98%6.59%29.13% 42.29%6.86%4.54%–2.66%
Bloomberg GA Credit Idx Hedged USD–0.97% 0.07%–0.98%1.46%6.20%4.12%4.69%
Bloomberg GA ex-USD FlAdjRIC Cp Hgd–1.14% –0.01%–1.98%–0.92% 4.17%2.85%
Bloomberg MA Municipal Index–0.82% –0.35%0.16%1.64%4.84%2.95%3.56%
Bloomberg Municipal Bond Index–0.72% –0.27%0.79%2.63%5.06%3.26%3.87%
Bloomberg Municipal CA Intermed Idx–0.74% –0.09%–0.34%0.73%4.18%2.59% 3.37%
Bloomberg NJ Municipal Index–0.72% 0.03%2.53%5.79%6.30%4.37%4.62%
Bloomberg NY Municipal Index–0.80% –0.54%0.94%3.42%4.77%3.00%3.67%
Bloomberg OH Municipal Index–0.77% –0.29%0.47%1.83%5.02%3.20%3.92%
Bloomberg PA Municipal Index–0.71% –0.23%1.25%2.88%5.56%3.68%4.19%
Bloomberg US 0-5 Year TIPS Index–0.03% 1.31%4.12%5.49%4.60%3.05%1.85%
Bloomberg US 1-5 Year Credit Index–0.21% 0.09%0.13%1.08%4.25%2.85%2.79%
Bloomberg US 1-5 Year Treasury Idx–0.29% 0.02%–0.46%–0.45%3.29%1.81% 1.45%

BenchmarkReturns as of 09/30/2021Month End YTD
as of
09/30/2021
Average Annual Total
Returns as of 09/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Bloomberg US 1-5 Yr Corporate Index–0.19% 0.11%0.21%1.35%4.42%3.02%3.06%
Bloomberg US 1-5 Yr Government Idx–0.29% 0.03%–0.44%–0.43%3.28%1.82% 1.46%
Bloomberg US 10+ Year Corp Index–1.90% –0.12%–2.56%2.45%10.54% 6.32%6.74%
Bloomberg US 5-10 Year Corp Index–0.89% 0.04%–1.11%1.27%7.56%4.52%5.11%
Bloomberg US 5-10 Year Credit Index–0.94% 0.02%–1.20%1.05%7.38%4.37%4.93%
Bloomberg US 5-10 Yr Treasury Index–1.33% –0.06%–2.75%–3.53% 5.64%2.39%2.61%
Bloomberg US Agg Float Adj Index–0.91% 0.05%–1.62%–0.93%5.44%2.99% 3.05%
Bloomberg US GNMA Index–0.21%0.00% –1.00%–0.64%3.47%1.91%2.16%
Bloomberg US Long Treasury Index–2.86% 0.47%–7.49%–10.27%9.22% 3.31%4.39%
Bloomberg US LongCredit A/Better Ix–2.00% –0.20%–3.77%–0.42% 9.85%5.49%6.22%
Bloomberg US MBS Float Adj Index–0.32% 0.13%–0.65%–0.40%3.78%2.14% 2.37%
Bloomberg US Treas Bellwether:1Yr0.01%0.03%0.13% 0.19%1.87%1.51%0.94%
Bloomberg US Trsy Inflat Prtcd Idx–0.71% 1.75%3.51%5.19%7.45%4.34%3.12%
Bloomberg US Universal Index–0.85% 0.07%–1.07%0.20%5.57%3.30%3.46%
Bloomberg USD EmergMkt GovRIC CapIx–2.14% –0.67%–1.83%3.86%5.72%3.89%
CA Tax-Exempt Money Mkt Funds Avg0.00%0.00%0.01% 0.02%0.50%0.48%0.25%
Communication Services Spliced Idx–5.76% –1.82%17.97%39.44%18.55%10.35%11.90%
Conservative Growth Composite Index–2.16% –0.35%3.67%10.52%8.84%7.62%7.55%

BenchmarkReturns as of 09/30/2021Month End YTD
as of
09/30/2021
Average Annual Total
Returns as of 09/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Consumer Discretionary Spliced Idx–3.05% –0.83%13.37%32.88%21.56%21.54%20.55%
CRSP US Total Market Index–4.48%–0.06% 15.18%32.11%16.06%16.88%16.59%
Dividend Growth Spliced Index–5.00% –0.30%10.12%21.48%13.70%15.12%14.57%
FTSE All-World ex US Index–3.08%–2.70% 6.48%24.73%8.49%9.28%7.88%
FTSE All-World Index–4.05%–1.00% 11.37%27.79%12.91%13.55%12.29%
FTSE AW ex US High Div Yield Idx–1.76% –1.03%12.22%33.40%6.07%7.70%6.67%
FTSE Emerging Index–3.35%–6.75% 0.82%18.56%9.40%9.20%6.16%
FTSE Global All Cap Index Hdg.–3.39% –0.35%13.35%29.01%13.27%14.15%13.51%
FTSE Global Small-Cap ex US Index–3.46% –0.78%11.28%31.22%8.88%9.03%8.35%
FTSE High Dividend Yield Index–3.24% –0.63%15.34%31.58%9.42%10.97%13.42%
Global Wellesley Income Comp Index–1.49% –0.43%3.71%11.09%6.78%
Global Wellington Composite Index–3.01% –0.13%7.81%18.67%11.00%
Growth Composite Index–3.34%–0.78% 9.19%23.00%12.06%12.02%11.73%
High-Yield Corporate Composite Idx–0.09% 0.87%3.64%9.26%7.28%6.21%6.94%
iMoneyNet MFR Treasury Funds Avg0.00%0.00%0.01% 0.01%0.78%0.72%0.36%
Income Composite Index–1.57%–0.15% 0.96%4.68%7.02%5.31%5.40%
Information Technology Spliced Idx–5.65% 0.93%14.16%29.95%27.13%28.77%23.23%
JP Morgan EMBI Global Diversified–2.07% –0.70%–1.36%4.36%5.65%3.89% 5.80%

BenchmarkReturns as of 09/30/2021Month End YTD
as of
09/30/2021
Average Annual Total
Returns as of 09/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Managed Allocation Composite Index–2.46% –0.23%7.90%18.79%10.57%9.89%9.05%
Moderate Growth Composite Index–2.75% –0.56%6.41%16.63%10.52%9.85%9.68%
MSCI AC World Index ex USA Net–3.20% –2.99%5.90%23.92%8.03%8.94%7.48%
MSCI US Broad Market Index–4.51%0.02% 15.39%32.45%16.16%16.95%16.69%
MSCI US Prime Market 750 Index–4.71% 0.30%15.24%30.74%16.64%17.28%16.84%
MSCI US Small Cap 1750 Index–2.48% –2.57%16.71%52.25%12.10%14.06%15.32%
NY Tax-Exempt Money Mkt Funds Avg0.00%0.00%0.01% 0.02%0.54%0.51%0.26%
Real Estate Spliced Index–5.65%0.70% 22.29%33.64%12.11%7.64%11.64%
Russell 1000 Growth Index–5.60%1.16% 14.30%27.32%22.00%22.84%19.68%
Russell 1000 Index–4.59%0.21% 15.19%30.96%16.43%17.11%16.76%
Russell 1000 Value Index–3.48%–0.78% 16.14%35.01%10.07%10.94%13.51%
Russell 2000 Growth Index–3.83%–5.65% 2.82%33.27%11.70%15.34%15.74%
Russell 2000 Index–2.95%–4.36% 12.41%47.68%10.54%13.45%14.63%
Russell 2000 Value Index–2.00%–2.98% 22.92%63.92%8.58%11.03%13.22%
Russell 2500 Growth Index–3.80%–3.53% 4.84%31.98%16.01%18.21%17.20%
Russell 2500 Value Index–2.67%–2.07% 20.14%54.38%8.87%10.49%13.35%
Russell 3000 Index–4.49%–0.10% 14.99%31.88%16.00%16.85%16.60%
Russell Midcap Growth Index–4.84%–0.76% 9.60%30.45%19.14%19.27%17.54%

BenchmarkReturns as of 09/30/2021Month End YTD
as of
09/30/2021
Average Annual Total
Returns as of 09/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Russell Midcap Value Index–3.68%–1.01% 18.24%42.40%10.28%10.59%13.93%
S&P 500 Growth Index–5.79%1.87% 16.44%28.86%20.23%21.15%18.96%
S&P 500 Index–4.65%0.58%15.92% 30.00%15.99%16.90%16.63%
S&P 500 Value Index–3.29%–0.85% 15.31%32.02%10.69%11.70%13.77%
S&P Completion Index–4.01%–3.30% 11.61%42.19%15.54%16.30%16.26%
S&P EPAC SmallCap Index–3.72%–0.31% 8.83%28.38%8.59%9.97%10.53%
S&P Global ex U.S. Property Index–4.23% –2.49%4.47%18.04%3.95%4.20%7.13%
S&P MidCap 400 Growth Index–4.26%–1.95% 10.09%33.26%12.03%13.96%14.78%
S&P MidCap 400 Index–3.97%–1.76% 15.52%43.68%11.08%12.97%14.72%
S&P MidCap 400 Value Index–3.73%–1.60% 21.01%55.72%9.57%11.45%14.36%
S&P National AMT-Free Muni Bond Idx–0.73% –0.38%0.74%2.61%4.88%3.09%3.65%
S&P SmallCap 600 Growth Index–3.45% –1.49%14.75%48.99%10.14%14.96%16.29%
S&P SmallCap 600 Index–2.43%–2.84% 20.05%57.64%9.44%13.57%15.69%
S&P SmallCap 600 Value Index–1.54% –4.02%25.34%66.65%8.34%11.91%14.96%
Spl Bloomberg US 5-10Yr G/Cr FltAdj–1.14% –0.03%–1.99%–1.25% 6.60%3.42%3.77%
Spl Bloomberg US Long Treasury Idx–2.86% 0.47%–7.49%–10.27%9.22% 3.35%4.41%
Spl Bloomberg US Treas 1-3 Yr Idx–0.10% 0.07%–0.03%0.02%2.68%1.65%1.18%
Spl Bloomberg US Treas 3-10 Yr Idx–0.97% –0.05%–1.93%–2.35% 4.97%2.27%2.32%

BenchmarkReturns as of 09/30/2021Month End YTD
as of
09/30/2021
Average Annual Total
Returns as of 09/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Spl Bloomberg US1-5YrGov/Cr FlAdjIx–0.26% 0.05%–0.25%0.08%3.62%2.19%1.89%
Spl Bloomberg USLongGv/Cr FltAdj Ix–2.34% 0.07%–4.57%–2.97%10.12% 5.21%5.76%
Spl S&P Global Ex-US Dividend Growers Idx USD NTR–3.65% 0.72%8.60%24.22%12.77%11.14%
Spl Total International Stock Index–3.12% –2.50%6.95%25.37%8.53%9.25%7.89%
Spliced Alternative Strategies Idx0.00%0.01%0.03% 0.06%2.59%3.67%
Spliced Bloomberg USAgg Flt AdjIx–0.91% 0.05%–1.62%–0.93%5.44%2.99% 3.05%
Spliced Developed ex US Index–3.06% –1.06%8.81%27.39%8.31%9.33%8.57%
Spliced Emerging Markets Index–3.30% –6.44%1.97%19.81%9.89%8.97%6.01%
Spliced Energy Index1.86%1.45%16.12% 31.31%–12.00%–3.21%–0.96%
Spliced Equity Income Index–3.24%–0.63% 15.34%31.58%9.42%10.97%13.42%
Spliced European Stock Index–4.95% –1.30%10.61%28.61%8.41%9.43%8.62%
Spliced Extended Market Index–4.01% –3.30%11.61%42.19%15.54%16.30%16.26%
Spliced Global Capital Cycles Index–5.02% –2.70%8.76%25.78%13.31%8.75%–0.02%
Spliced Global Equity Index–4.13%–1.05% 11.12%27.44%12.58%13.20%11.90%
Spliced Growth Index–5.29%1.39% 14.96%28.13%22.82%22.20%19.38%
Spliced Health Care Index–5.11%0.22% 10.11%18.26%11.93%12.38%14.35%
Spliced Inst Total Stock Market Idx–4.48% –0.06%15.18%32.11%16.06%16.88%16.63%
Spliced International Index–3.20%–2.99% 5.90%23.92%8.03%8.94%7.48%

BenchmarkReturns as of 09/30/2021Month End YTD
as of
09/30/2021
Average Annual Total
Returns as of 09/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Large Cap Index–4.70%0.39% 15.39%30.15%16.68%17.31%16.82%
Spliced Market Neutral Index USD0.00%0.01%0.03% 0.06%1.14%1.13%0.59%
Spliced Mega Cap Growth Index–5.40% 1.66%15.67%27.26%23.33%23.09%19.91%
Spliced Mega Cap Index–4.82%0.48% 15.41%28.95%17.02%17.83%17.05%
Spliced Mega Cap Value Index–4.08% –1.16%14.70%30.78%9.94%12.29%14.07%
Spliced Mid Cap Growth Idx–4.59%0.16% 11.84%31.88%19.27%18.23%16.77%
Spliced Mid Cap Index–4.15%0.01% 15.32%36.12%14.76%14.61%15.59%
Spliced Mid Cap Value Index–3.68%–0.17% 19.03%40.63%9.89%10.84%14.20%
Spliced Pacific Stock Index–0.45%–0.54% 4.21%23.67%7.52%9.13%8.24%
Spliced S&P U.S. Dividend Growers Index TR–5.00% –0.30%10.12%21.48%13.70%15.12%14.57%
Spliced Small and Mid Cap Index–3.56% –1.52%16.17%43.85%13.91%14.96%15.88%
Spliced Small Cap Growth Index–3.79% –3.18%5.07%30.98%15.07%17.09%16.30%
Spliced Small Cap Index–3.11%–2.62% 13.32%44.04%11.96%13.95%15.31%
Spliced Small Cap Value Index–2.58% –2.19%20.44%55.75%8.86%11.03%14.22%
Spliced Social Index–5.06%0.79% 15.35%29.62%18.17%18.80%18.08%
Spliced Total Stock Market Index–4.48% –0.06%15.18%32.11%16.06%16.88%16.62%
Spliced Total World Stock Index–3.97% –1.07%11.44%28.94%12.75%13.42%12.28%
Spliced U.S. Government Money Market Funds Average0.00% 0.01%0.02%0.02%0.90%0.88%0.45%

BenchmarkReturns as of 09/30/2021Month End YTD
as of
09/30/2021
Average Annual Total
Returns as of 09/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced US IMI Consumer Stapl 25/50–3.96% –1.22%4.75%12.54%11.46%8.38%11.97%
Spliced US IMI Energy 25/5010.02%–1.45% 46.96%91.28%–7.28%–1.92% 1.60%
Spliced US IMI Financials 25/50–1.69% 3.00%29.20%61.93%12.86%15.94%16.56%
Spliced US IMI Health Care 25/50–5.39% 0.45%11.67%22.96%12.92%15.00%17.72%
Spliced US IMI Industrials 25/50–5.39% –4.05%11.51%31.40%10.21%13.08%15.47%
Spliced US IMI Materials 25/50–6.96% –3.73%11.59%31.08%11.98%12.26%12.78%
Spliced US IMI Utilities 25/50–6.14% 1.11%3.79%11.44%9.10%8.85%10.67%
Spliced Value Index–3.97%–0.94% 15.72%32.53%9.88%12.16%14.11%
STAR Composite Index–2.81%–0.48% 7.43%17.96%11.12%10.55%10.09%
Target Retirement 2015 Composite Ix–1.78% –0.07%3.72%9.78%8.10%7.43%8.10%
Target Retirement 2020 Composite Ix–2.26% –0.29%5.30%13.65%9.42%8.93%9.39%
Target Retirement 2025 Composite Ix–2.65% –0.50%6.29%16.34%10.33%9.99%10.30%
Target Retirement 2030 Composite Ix–2.91% –0.62%7.30%18.70%10.92%10.82%11.07%
Target Retirement 2035 Composite Ix–3.14% –0.70%8.34%21.09%11.49%11.63%11.83%
Target Retirement 2040 Composite Ix–3.36% –0.78%9.38%23.51%12.04%12.42%12.40%
Target Retirement 2045 Composite Ix–3.58% –0.87%10.43%25.98%12.67%13.01%12.69%
Target Retirement 2050 Composite Ix–3.63% –0.89%10.58%26.28%12.76%13.07%12.72%
Target Retirement 2055 Composite Ix–3.63% –0.89%10.58%26.28%12.76%13.07%12.72%

BenchmarkReturns as of 09/30/2021Month End YTD
as of
09/30/2021
Average Annual Total
Returns as of 09/30/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Target Retirement 2060 Composite Ix–3.63% –0.89%10.58%26.28%12.76%13.07%
Target Retirement 2065 Composite Ix–3.63% –0.89%10.58%26.28%12.76%
Target Retirement Income Compos. Ix–1.70% –0.04%3.31%8.71%7.86%6.49%6.30%
Tax-Exempt Money Mkt Funds Average0.00%0.01%0.01% 0.03%0.57%0.58%0.29%
Tax-Managed Balanced Compos. Index–2.61% 0.10%7.75%15.75%11.00%10.24%10.18%
US Gov't Money Market Funds Average0.00%0.01% 0.02%0.02%0.76%0.69%0.34%
Wellesley Income Composite Index–1.82% –0.26%4.04%10.32%7.88%6.49%7.46%
Wellington Composite Index–3.39%0.38% 9.50%18.81%12.97%12.40%12.30%

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