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Benchmark Returns

BenchmarkReturns as of 01/31/2016Month End YTD
as of
01/31/2016
Average Annual Total
Returns as of 01/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index–2.86%–3.92% –2.86%–1.36%7.35%8.00%6.20%
Barclays 1 Year Municipal Index0.31%0.17%0.31% 0.73%0.73%0.91%2.11%
Barclays 1-15 Year Municipal Index1.19%1.93%1.19% 2.49%2.99%4.61%4.51%
Barclays 1-5 Year Municipal Index0.73%0.61%0.73% 1.34%1.57%2.24%3.24%
Barclays CA Municipal Index1.10%2.26%1.10% 2.88%4.00%6.77%5.06%
Barclays GA ex-USD FlAj RIC CpIxHgd1.57%1.58% 1.57%1.12%4.57%
Barclays MA Municipal Index1.19%2.29%1.19% 2.65%3.39%5.40%4.87%
Barclays Municipal Bond Index1.19%2.31%1.19% 2.71%3.42%5.75%4.81%
Barclays Municipal CA Intermed Idx1.28%1.95%1.28% 2.81%3.45%5.45%5.08%
Barclays NJ Municipal Index1.49%3.69%1.49% 1.69%3.03%5.68%4.74%
Barclays NY Municipal Index1.26%2.26%1.26% 2.90%3.54%5.50%4.78%
Barclays OH Municipal Index1.16%2.49%1.16% 2.86%3.94%5.81%4.54%
Barclays PA Municipal Index1.19%2.45%1.19% 2.93%3.78%5.91%5.00%
Barclays US 0-5 Year TIPS Index0.55%0.16%0.55% –0.39%–0.81%0.72%
Barclays US 1-3Yr Gov Flt Adj Idx0.61%0.27%0.61% 0.66%0.73%0.82%
Barclays US 1-5 Year Credit Index0.53%0.06%0.53% 0.62%1.58%2.52%4.11%
Barclays US 1-5 Year Treasury Index1.09%0.64% 1.09%1.04%1.06%1.39%3.15%
Barclays US 1-5 Yr Corporate Index0.44%–0.01% 0.44%0.63%1.74%2.75%4.29%

BenchmarkReturns as of 01/31/2016Month End YTD
as of
01/31/2016
Average Annual Total
Returns as of 01/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Barclays US 1-5 Yr Government Index1.07%0.63% 1.07%1.05%1.06%1.39%3.16%
Barclays US 10+ Year Corp Index–0.08% –1.83%–0.08%–9.73% 2.11%6.51%6.25%
Barclays US 3-10Yr Gov Flt Adj Idx2.31%1.64%2.31% 1.48%2.11%3.52%
Barclays US 5-10 Year Corp Index0.67%–0.29% 0.67%–1.42%2.59%5.12%5.84%
Barclays US 5-10 Year Credit Index0.79%–0.24% 0.79%–1.39%2.47%5.03%5.87%
Barclays US 5-10 Yr Treasury Index2.85%2.12%2.85% 1.38%2.45%4.45%5.55%
Barclays US GNMA Index1.16%1.14%1.16% 2.10%2.29%3.29%4.75%
Barclays US Long Credit A/Better Ix1.34%0.82% 1.34%–6.18%3.51%7.65%6.29%
Barclays US Long Gov Flt Adj Idx4.98%4.07%4.98% –4.30%5.43%9.16%
Barclays US Long Treasury Index5.02%4.15%5.02% –4.43%5.51%9.28%7.35%
Barclays US MBS Float Adj Index1.19%1.06%1.19% 1.99%2.55%3.14%
Barclays US Treas Bellwether:1Yr Ix0.25%0.19% 0.25%0.47%0.34%0.35%1.79%
Barclays US Trsy Inflat Prtcd Index1.48%0.58% 1.48%–3.03%–1.56%2.81%4.08%
Barclays USD EmergMkt GovRIC Cap Ix–0.13% –1.53%–0.13%0.97%
CA Tax-Exempt Money Mkt Funds Avg0.00%0.01%0.00% 0.01%0.00%0.00%0.74%
Citigroup 3-Month US T-Bill Index0.01%0.02%0.01% 0.04%0.02%0.04%1.13%
Conservative Growth Composite Index–1.79% –2.95%–1.79%–2.42% 4.19%5.01%4.93%
Convertibles Composite Index–4.97% –6.93%–4.97%–5.03% 6.53%5.65%5.42%

BenchmarkReturns as of 01/31/2016Month End YTD
as of
01/31/2016
Average Annual Total
Returns as of 01/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
CRSP US Total Market Index–5.66%–7.07% –5.66%–2.59%10.54%
Dividend Growth Spliced Index–2.30% –2.83%–2.30%–0.78% 8.75%9.80%5.73%
FTSE All-World ex US Index–6.85%–10.25% –6.85%–11.28%–1.67% –0.14%2.17%
FTSE Emerging Index–6.53%–11.91% –6.53%–21.60%–9.06% –5.35%2.23%
FTSE Global All Cap Index Hdg.–5.52% –7.00%–5.52%
FTSE Global Small-Cap ex US Index–7.38% –8.54%–7.38%–7.07% –0.01%0.23%3.06%
FTSE High Dividend Yield Index–2.82% –3.54%–2.82%0.48%10.97% 12.17%7.06%
Growth Composite Index–4.62%–6.38% –4.62%–4.45%5.94%6.67%5.08%
High-Yield Corporate Composite Idx–1.10% –4.80%–1.10%–4.45% 1.48%4.61%6.19%
iMoneyNet MFR Treasury Funds Avg0.00%0.00%0.00% 0.00%0.00%0.00%0.88%
Income Composite Index–0.10%–0.87% –0.10%–0.93%3.45%4.36%4.86%
Inst Money Market Funds Average0.01%0.02%0.01% 0.02%0.01%0.02%1.22%
Managed Payout Composite Index–3.28% –5.19%–3.28%–4.70% 3.24%4.18%
Moderate Growth Composite Index–3.12% –4.56%–3.12%–3.21% 5.17%6.09%5.21%
Money Market Funds Average0.00%0.00%0.00% 0.00%0.00%0.00%1.04%
MSCI US Broad Market Index–5.70%–7.10% –5.70%–2.47%10.61%10.45% 6.55%
MSCI US Prime Market 750 Index–5.43% –6.74%–5.43%–1.58% 11.07%10.74%6.64%
MSCI US Small Cap 1750 Index–7.74% –9.85%–7.74%–8.88% 7.11%8.28%6.12%

BenchmarkReturns as of 01/31/2016Month End YTD
as of
01/31/2016
Average Annual Total
Returns as of 01/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
NASDAQ US Dividend Achievers Select–2.30% –2.83%–2.30%–0.78% 8.75%9.80%
NY Tax-Exempt Money Mkt Funds Avg0.00%0.00%0.00% 0.00%0.00%0.01%0.76%
REIT Spliced Index–3.34%–2.18% –3.34%–7.18%8.48%10.40% 6.39%
Russell 1000 Growth Index–5.58%–6.71% –5.58%1.32%13.02%11.67%7.72%
Russell 1000 Index–5.38%–6.78% –5.38%–1.82%10.94%10.68% 6.52%
Russell 1000 Value Index–5.17%–6.85% –5.17%–5.00%8.79%9.61%5.19%
Russell 2000 Growth Index–10.83%–11.98% –10.83%–10.01%7.68%8.28% 5.74%
Russell 2000 Index–8.79%–10.56% –8.79%–9.92%6.11%7.25%4.92%
Russell 2000 Value Index–6.72%–9.12% –6.72%–9.94%4.53%6.17%4.01%
Russell 2500 Growth Index–9.89%–11.10% –9.89%–8.65%8.21%8.89%6.59%
Russell 2500 Value Index–6.13%–8.92% –6.13%–8.97%5.86%7.53%5.16%
Russell 3000 Growth Index–5.97%–7.10% –5.97%0.41%12.60%11.41%7.56%
Russell 3000 Index–5.64%–7.07% –5.64%–2.48%10.55%10.40% 6.38%
Russell 3000 Value Index–5.29%–7.03% –5.29%–5.41%8.45%9.33%5.09%
Russell Midcap Growth Index–7.57%–9.46% –7.57%–6.17%9.69%9.37%6.69%
Russell Midcap Value Index–5.53%–8.18% –5.53%–8.74%8.65%9.51%6.54%
S&P 500 Growth Index–5.04%–6.37% –5.04%1.91%13.71%12.54%7.89%
S&P 500 Index–4.96%–6.18% –4.96%–0.67%11.30%10.91% 6.48%

BenchmarkReturns as of 01/31/2016Month End YTD
as of
01/31/2016
Average Annual Total
Returns as of 01/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
S&P 500 Value Index–4.88%–6.00% –4.88%–3.59%8.66%9.16%4.96%
S&P Completion Index–8.85%–10.95% –8.85%–10.20%7.04%8.04% 6.00%
S&P EPAC SmallCap Index–7.49%–7.20% –7.49%0.05%5.68%4.60%3.80%
S&P Global ex U.S. Property Index–6.37% –9.02%–6.37%–10.46% –1.81%2.90%
S&P MidCap 400 Growth Index–5.83%–7.85% –5.83%–4.47%8.64%9.48%7.62%
S&P MidCap 400 Index–5.69%–8.40% –5.69%–6.70%8.03%8.95%6.93%
S&P MidCap 400 Value Index–5.55%–9.06% –5.55%–9.10%7.29%8.38%6.15%
S&P National AMT-Free Muni Bond Idx1.09%2.41% 1.09%2.59%2.98%5.61%
S&P SmallCap 600 Growth Index–6.44% –8.14%–6.44%–2.08% 10.35%11.01%7.31%
S&P SmallCap 600 Index–6.17%–8.27% –6.17%–4.69%9.13%10.03% 6.46%
S&P SmallCap 600 Value Index–5.88% –8.31%–5.88%–7.31% 7.82%9.05%5.58%
Spl Barclays US 5-10Yr G/Cr Flt Adj1.88%1.01% 1.88%0.07%2.49%4.76%5.67%
Spl Barclays US1-5YrGov/Cr FlAdj Ix0.89%0.43% 0.89%0.90%1.22%1.71%3.40%
Spl Barclays USLongGv/Cr Flt Adj Ix2.10%0.73% 2.10%–7.22%3.34%7.74%6.76%
Spl Total International Stock Index–6.90% –10.07%–6.90%–10.85% –1.44%–0.17%1.54%
Spliced Barclays USAgg Float Adj Ix1.36%0.73% 1.36%–0.39%2.09%3.50%4.66%
Spliced Developed ex US Index–7.17% –9.79%–7.17%–8.01% 0.88%1.71%1.71%
Spliced Emerging Markets Index–6.86% –12.12%–6.86%–21.79% –9.02%–5.42%1.76%

BenchmarkReturns as of 01/31/2016Month End YTD
as of
01/31/2016
Average Annual Total
Returns as of 01/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Energy Index–2.97%–13.09% –2.97%–20.54%–11.05% –6.83%–0.68%
Spliced Equity Income Index–2.82%–3.54% –2.82%0.48%10.97%12.17%6.94%
Spliced European Stock Index–6.83% –10.41%–6.83%–8.67% 0.65%1.93%2.14%
Spliced Extended Market Index–8.85% –10.95%–8.85%–10.20% 7.04%8.04%6.00%
Spliced Glbl Custom Metals & Mining–5.16% –17.61%–5.16%–40.05% –27.76%–21.29%–5.28%
Spliced Global Equity Index–6.03%–8.49% –6.03%–6.80%3.91%4.45%3.66%
Spliced Growth Index–5.91%–8.01% –5.91%–1.28%11.96%11.42% 7.59%
Spliced Health Care Index–7.80%–7.13% –7.80%–4.19%13.68%14.95% 8.35%
Spliced Inst Total Stock Market Idx–5.66% –7.07%–5.66%–2.59% 10.54%10.41%6.53%
Spliced International Index–6.80%–10.45% –6.80%–11.95%–2.17% –0.55%0.48%
Spliced Large Cap Index–5.28%–6.58% –5.28%–1.44%11.04%10.72% 6.63%
Spliced Mega Cap Growth Index–5.48% –7.62%–5.48%–0.47% 12.52%11.97%7.81%
Spliced Mega Cap Index–4.86%–5.97% –4.86%–0.34%11.31%10.99% 6.65%
Spliced Mega Cap Value Index–4.32% –4.51%–4.32%–0.20% 10.40%10.15%5.50%
Spliced Mid Cap Growth Idx–7.98%–10.34% –7.98%–7.41%8.69%8.40%6.10%
Spliced Mid Cap Index–7.46%–9.66% –7.46%–6.81%9.65%9.37%6.53%
Spliced Mid Cap Value Index–6.98%–9.04% –6.98%–6.40%10.25%10.20% 6.70%
Spliced NJ Tax-Ex Money Mkt Fds Avg0.00%0.01% 0.00%0.01%0.01%0.01%0.76%

BenchmarkReturns as of 01/31/2016Month End YTD
as of
01/31/2016
Average Annual Total
Returns as of 01/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced OH Tax-Ex Money Mkt Fds Avg0.00%0.01% 0.00%0.01%0.01%0.00%0.79%
Spliced PA Tax-Ex Money Mkt Fds Avg0.00%0.01% 0.00%0.01%0.01%0.01%0.77%
Spliced Pacific Stock Index–8.01%–8.46% –8.01%–7.29%1.15%1.34%0.89%
Spliced Small and Mid Cap Index–7.55% –9.56%–7.55%–7.63% 8.82%9.08%6.43%
Spliced Small Cap Growth Index–9.07% –10.04%–9.07%–10.69% 6.18%7.79%6.35%
Spliced Small Cap Index–7.65%–9.91% –7.65%–9.09%7.44%8.47%6.21%
Spliced Small Cap Value Index–6.45% –9.82%–6.45%–7.76% 8.19%8.84%5.84%
Spliced Social Index–5.89%–7.25% –5.89%–1.31%12.49%11.77% 5.64%
Spliced Total Stock Market Index–5.66% –7.07%–5.66%–2.59% 10.51%10.39%6.52%
Spliced Total World Stock Index–6.21% –8.46%–6.21%–6.55% 4.31%4.78%
Spliced US IMI Consumer Discr 25/50–5.72% –8.65%–5.72%3.47%14.25% 15.61%9.47%
Spliced US IMI Consumer Stapl 25/500.03%1.32% 0.03%7.44%14.20%15.18%11.19%
Spliced US IMI Energy 25/50–3.73%–14.54% –3.73%–22.34%–8.01% –3.51%1.52%
Spliced US IMI Financials 25/50–8.46% –8.84%–8.46%–3.51% 9.29%7.93%–0.26%
Spliced US IMI Health Care 25/50–9.19% –7.48%–9.19%–4.22% 17.50%18.00%9.98%
Spliced US IMI Industrials 25/50–6.21% –7.84%–6.21%–5.89% 9.60%9.12%6.81%
Spliced US IMI Info Tech 25/50–5.73% –7.20%–5.73%2.71%14.52% 11.15%8.35%
Spliced US IMI Materials 25/50–10.04% –13.41%–10.04%–16.82% 1.08%2.62%5.12%

BenchmarkReturns as of 01/31/2016Month End YTD
as of
01/31/2016
Average Annual Total
Returns as of 01/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced US IMI Telecom Serv 25/501.22%0.04%1.22% 6.11%9.27%9.29%6.98%
Spliced US IMI Utilities 25/504.70%4.71%4.70% –2.46%11.51%11.80%7.84%
Spliced Value Index–4.72%–5.28% –4.72%–1.57%10.23%10.07% 5.63%
STAR Composite Index–3.35%–4.84% –3.35%–2.99%5.14%6.00%5.35%
Target Retirement 2010 Composite Ix–1.26% –2.26%–1.26%–1.69% 4.04%5.26%
Target Retirement 2015 Composite Ix–2.29% –3.53%–2.29%–2.49% 4.80%5.71%4.95%
Target Retirement 2020 Composite Ix–3.02% –4.44%–3.02%–3.10% 5.40%6.22%
Target Retirement 2025 Composite Ix–3.60% –5.15%–3.60%–3.56% 5.69%6.44%5.06%
Target Retirement 2030 Composite Ix–4.16% –5.83%–4.16%–4.03% 5.98%6.64%
Target Retirement 2035 Composite Ix–4.72% –6.51%–4.72%–4.51% 6.26%6.83%5.06%
Target Retirement 2040 Composite Ix–5.28% –7.19%–5.28%–5.02% 6.33%6.93%
Target Retirement 2045 Composite Ix–5.37% –7.29%–5.37%–5.10% 6.30%6.91%5.13%
Target Retirement 2050 Composite Ix–5.37% –7.29%–5.37%–5.10% 6.30%6.91%
Target Retirement 2055 Composite Ix–5.37% –7.29%–5.37%–5.10% 6.30%6.91%
Target Retirement 2060 Composite Ix–5.37% –7.29%–5.37%–5.10% 6.30%
Target Retirement Income Compos. Ix–1.01% –1.93%–1.01%–1.57% 3.22%4.75%4.86%
Tax-Exempt Money Mkt Funds Average0.00%0.01%0.00% 0.01%0.01%0.01%0.73%
Tax-Managed Balanced Compos. Index–2.10% –2.42%–2.10%0.65%7.14%7.96% 6.12%

BenchmarkReturns as of 01/31/2016Month End YTD
as of
01/31/2016
Average Annual Total
Returns as of 01/31/2016
1 Month3 Month1 Year3 Year5 Year10 Year
US Gov't Money Market Funds Average0.00%0.00% 0.00%0.00%0.00%0.00%1.00%
Wellesley Income Composite Index–0.27% –0.77%–0.27%–0.35% 5.51%7.24%6.10%
Wellington Composite Index–2.84%–3.78% –2.84%–0.57%8.29%8.79%6.23%

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