Benchmark Returns

BenchmarkReturns as of 10/31/2020Month End YTD
as of
10/31/2020
Average Annual Total
Returns as of 10/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index–1.44%0.24% 6.13%10.32%8.85%9.06%9.51%
BloomBarc 1 Year Municipal Index–0.08% 0.01%1.54%1.87%1.78%1.36%1.12%
BloomBarc 1-15 Year Municipal Index–0.25% –0.50%3.09%3.66%3.69%3.22%3.42%
BloomBarc 1-5 Year Municipal Index–0.16% –0.05%2.53%2.98%2.55%2.01%1.97%
BloomBarc CA Municipal Index–0.28% –0.96%3.12%3.65%4.12%3.67%4.34%
BloomBarc GA Credit Idx Hedged USD0.10%–0.59% 5.30%5.61%5.61%5.35%4.74%
BloomBarc GA ex-USD FlAdjRIC Cp Hgd0.42%0.54% 4.06%3.38%5.20%4.54%
BloomBarc MA Municipal Index–0.29% –0.79%3.44%3.92%4.08%3.53%3.82%
BloomBarc Municipal Bond Index–0.30% –0.75%3.02%3.59%4.09%3.70%3.99%
BloomBarc Municipal CA Intermed Idx–0.23% –0.59%3.56%4.11%3.74%3.14%3.75%
BloomBarc NJ Municipal Index–0.36% –0.45%1.98%2.79%4.64%4.82%4.35%
BloomBarc NY Municipal Index–0.33% –1.25%1.72%2.25%3.40%3.24%3.68%
BloomBarc OH Municipal Index–0.34% –0.64%3.85%4.38%4.28%3.81%4.03%
BloomBarc PA Municipal Index–0.32% –0.37%3.43%4.01%4.62%4.10%4.30%
BloomBarc US 0-5 Year TIPS Index–0.22% 0.78%3.47%4.34%2.96%2.43%1.63%
BloomBarc US 1-5 Year Credit Index0.13%0.23%4.34% 4.74%3.91%3.27%2.84%
BloomBarc US 1-5 Year Treasury Idx–0.13% –0.17%4.23%4.25%3.22%2.23%1.67%
BloomBarc US 1-5 Yr Corporate Index0.18%0.29% 4.41%4.88%4.02%3.44%3.06%

BenchmarkReturns as of 10/31/2020Month End YTD
as of
10/31/2020
Average Annual Total
Returns as of 10/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
BloomBarc US 1-5 Yr Government Idx–0.13% –0.16%4.19%4.22%3.21%2.23%1.67%
BloomBarc US 10+ Year Corp Index–0.53% –4.55%7.79%8.60%8.29%8.65%7.49%
BloomBarc US 5-10 Year Corp Index–0.11% –0.59%7.04%7.57%6.38%5.83%5.30%
BloomBarc US 5-10 Year Credit Index–0.14% –0.59%6.90%7.34%6.28%5.68%5.14%
BloomBarc US 5-10 Yr Treasury Index–0.97% –1.31%8.91%7.85%5.73%3.99%3.61%
BloomBarc US Agg Float Adj Index–0.48% –1.39%6.48%6.31%5.14%4.15%3.59%
BloomBarc US GNMA Index0.01%–0.06% 3.31%3.43%3.40%2.70%2.80%
BloomBarc US Long Treasury Index–3.01% –6.83%17.69%13.82%10.77%7.66%7.24%
BloomBarc US LongCredit A/Better Ix–1.08% –5.32%9.41%9.14%8.27%8.19%7.48%
BloomBarc US MBS Float Adj Index–0.03% –0.08%3.57%3.93%3.61%2.90%2.86%
BloomBarc US Treas Bellwether:1Yr0.01%0.04%1.72% 1.97%2.23%1.61%0.97%
BloomBarc US Trsy Inflat Prtcd Idx–0.65% 0.07%8.52%9.09%5.49%4.42%3.24%
BloomBarc USD EmergMkt GovRIC CapIx–0.24% –1.60%–0.23%1.61%3.55%5.45%
Bloomberg Commodity Index TR1.41%4.64%–10.85% –8.75%–4.41%–2.73% –6.36%
CA Tax-Exempt Money Mkt Funds Avg0.00%0.00%0.29% 0.41%0.71%0.49%0.25%
Communication Services Spliced Idx0.73%3.03%9.95% 16.19%6.42%6.02%8.14%
Conservative Growth Composite Index–0.96% –0.13%4.30%6.67%6.11%6.48%6.38%
Consumer Discretionary Spliced Idx–2.36% 6.73%23.54%29.67%18.30%14.41%16.84%

BenchmarkReturns as of 10/31/2020Month End YTD
as of
10/31/2020
Average Annual Total
Returns as of 10/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
CRSP US Total Market Index–2.15%1.15% 3.22%10.19%10.06%11.49%
Dividend Growth Spliced Index–2.34% 2.60%2.36%7.24%11.30%12.13%12.05%
FTSE All-World ex US Index–2.15%–0.16% –7.09%–2.17%0.13%4.52%3.75%
FTSE All-World Index–2.46%0.31% –1.03%5.05%5.80%8.48%8.23%
FTSE AW ex US High Div Yield Idx–2.73% –3.04%–18.70%–14.72% –4.56%1.34%1.99%
FTSE Emerging Index2.39%2.60%0.28%7.56% 2.90%8.04%2.44%
FTSE Global All Cap Index Hdg.–2.27% 0.57%–1.10%4.66%6.30%8.78%9.42%
FTSE Global Small-Cap ex US Index–2.49% 0.52%–7.76%–1.30%–1.66% 4.01%3.69%
FTSE High Dividend Yield Index–1.81% –1.25%–12.94%–8.16% 2.10%6.61%10.52%
Global Wellesley Income Comp Index–0.95% –1.05%–2.21%–0.41% 3.08%
Global Wellington Composite Index–1.98% –0.09%1.34%5.34%6.15%
Growth Composite Index–1.73%0.47% 1.52%6.49%6.41%8.25%8.85%
High-Yield Corporate Composite Idx0.46%0.02%2.47% 4.57%4.88%6.08%6.07%
iMoneyNet MFR Treasury Funds Avg0.00%0.01%0.27% 0.47%1.10%0.71%0.36%
Income Composite Index–0.58%–0.46% 5.20%6.23%5.72%5.43%5.08%
Information Technology Spliced Idx–4.42% 1.10%22.76%34.92%23.78%23.58%19.09%
JP Morgan EMBI Global Diversified–0.03% –1.38%–0.54%0.98%3.35%5.57% 5.24%
Managed Allocation Composite Index–1.26% 0.45%2.15%5.93%5.75%7.00%6.65%

BenchmarkReturns as of 10/31/2020Month End YTD
as of
10/31/2020
Average Annual Total
Returns as of 10/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Moderate Growth Composite Index–1.34% 0.18%3.07%6.76%6.34%7.42%7.73%
Money Market Funds Average0.00%0.00%0.36% 0.58%1.29%0.89%0.44%
MSCI AC World Index ex USA Net–2.15% –0.47%–7.47%–2.61% –0.19%4.26%3.43%
MSCI US Broad Market Index–2.08%1.18% 3.24%10.25%10.08%11.51%12.85%
MSCI US Prime Market 750 Index–2.48% 0.96%4.24%11.31%10.91%11.96%13.15%
MSCI US Small Cap 1750 Index2.61%3.74%–6.26% 0.13%2.65%7.31%10.16%
NASDAQ Intl DividendAchieversSel Ix–2.47% 0.79%–1.64%3.62%4.85%
NASDAQ US Dividend Achievers Select–2.34% 2.60%2.36%7.24%11.30%12.13%12.05%
NY Tax-Exempt Money Mkt Funds Avg0.00%0.00%0.32% 0.44%0.77%0.52%0.26%
Real Estate Spliced Index–3.07%–5.17% –15.35%–15.71%1.74%3.49% 7.74%
Russell 1000 Growth Index–3.40%1.56% 20.11%29.22%18.77%17.32%16.31%
Russell 1000 Index–2.41%0.92% 3.83%10.87%10.63%11.79%13.05%
Russell 1000 Value Index–1.31%0.24% –12.74%–7.57%1.94%5.82% 9.48%
Russell 2000 Growth Index0.76%4.39%4.67% 13.37%7.90%10.36%11.95%
Russell 2000 Index2.09%4.24%–6.77% –0.14%2.19%7.27%9.64%
Russell 2000 Value Index3.58%4.08%–18.74% –13.92%–4.05%3.71%7.06%
Russell 2500 Growth Index1.18%4.92%12.90% 21.71%12.80%13.30%13.77%
Russell 2500 Value Index2.26%2.79%–16.54% –11.92%–2.14%3.91%7.84%

BenchmarkReturns as of 10/31/2020Month End YTD
as of
10/31/2020
Average Annual Total
Returns as of 10/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Russell 3000 Index–2.16%1.11% 3.14%10.15%10.04%11.48%12.80%
Russell 3000 Value Index–1.04%0.46% –13.15%–8.00%1.52%5.69% 9.30%
Russell Midcap Growth Index0.12%1.41%14.06% 21.14%15.21%14.15%14.13%
Russell Midcap Value Index0.93%2.55%–12.03% –6.94%0.86%5.32%9.40%
S&P 500 Growth Index–3.08%1.23% 16.89%24.45%16.59%15.54%15.60%
S&P 500 Index–2.66%0.37%2.77% 9.71%10.42%11.71%13.01%
S&P 500 Value Index–2.00%–0.92% –13.24%–7.09%3.09%6.88% 9.85%
S&P Completion Index0.45%4.43%4.21%11.33% 7.62%10.04%11.59%
S&P EPAC SmallCap Index–3.75%1.50% –7.16%–0.92%–0.71% 4.88%6.28%
S&P Global ex U.S. Property Index–3.34% –1.60%–20.74%–18.34% –3.11%1.42%
S&P MidCap 400 Growth Index1.16%2.00%2.60% 8.49%6.34%9.37%11.55%
S&P MidCap 400 Index2.17%2.33%–6.63% –1.15%2.87%7.39%10.36%
S&P MidCap 400 Value Index3.49%2.77%–16.58% –11.58%–1.11%4.87%8.85%
S&P National AMT-Free Muni Bond Idx–0.20% –0.69%2.83%3.34%3.89%3.58%3.80%
S&P SmallCap 600 Growth Index1.65%0.32%–6.36% –0.25%3.74%8.42%11.88%
S&P SmallCap 600 Index2.58%1.66%–13.06% –7.72%0.20%6.48%10.39%
S&P SmallCap 600 Value Index3.63%3.26%–20.08% –15.45%–3.49%4.40%8.82%
Spl BloomBarc US 5-10Yr G/Cr FltAdj–0.55% –0.94%8.32%7.95%6.09%4.86%4.38%

BenchmarkReturns as of 10/31/2020Month End YTD
as of
10/31/2020
Average Annual Total
Returns as of 10/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Spl BloomBarc US Long Treasury Idx–3.01% –6.83%17.69%13.82%10.76%7.68%7.21%
Spl BloomBarc US Treas 1-3 Yr Idx–0.04% –0.04%3.07%3.25%2.67%1.83%1.28%
Spl BloomBarc US Treas 3-10 Yr Idx–0.62% –0.84%7.47%6.81%4.93%3.45%3.03%
Spl BloomBarc US1-5YrGov/Cr FlAdjIx–0.04% –0.02%4.32%4.47%3.47%2.60%2.04%
Spl BloomBarc USLongGv/Cr FltAdj Ix–1.58% –5.40%12.39%11.20%9.48%8.34%7.43%
Spl Total International Stock Index–2.18% –0.10%–7.16%–2.10% –0.06%4.47%3.65%
Spliced Alternative Strategies Idx0.01%0.03%0.56% 0.86%4.36%4.47%
Spliced BloomBarc USAgg Flt AdjIx–0.48% –1.39%6.48%6.31%5.14%4.15%3.59%
Spliced Developed ex US Index–3.70% –1.00%–9.53%–5.00% –0.91%3.44%4.17%
Spliced Emerging Markets Index2.24%2.32%0.51% 7.52%2.37%7.35%2.23%
Spliced Energy Index–4.98%–15.47% –45.24%–41.95%–17.24% –8.14%–4.74%
Spliced Equity Income Index–1.81%–1.25% –12.94%–8.16%2.10%6.61% 10.52%
Spliced European Stock Index–5.67% –4.77%–13.58%–8.43% –2.32%2.09%3.55%
Spliced Extended Market Index0.45%4.43%4.21% 11.33%7.62%10.04%11.59%
Spliced Global Capital Cycles Index–2.54% –1.50%–0.18%6.53%1.71%11.68% –4.05%
Spliced Global Equity Index–2.43%0.20% –1.09%4.89%5.52%8.11%7.90%
Spliced Growth Index–3.26%1.58% 21.75%30.53%18.61%16.48%15.83%
Spliced Health Care Index–4.66%–4.30% 1.96%10.24%9.21%7.48%12.18%

BenchmarkReturns as of 10/31/2020Month End YTD
as of
10/31/2020
Average Annual Total
Returns as of 10/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Inst Total Stock Market Idx–2.15% 1.15%3.22%10.19%10.06%11.49%12.82%
Spliced International Index–2.15%–0.47% –7.47%–2.61%–0.19% 4.26%3.43%
Spliced Large Cap Index–2.74%0.82% 4.42%11.45%10.98%12.03%13.16%
Spliced Market Neutral Index USD0.01%0.03%0.56% 0.86%1.62%1.16%0.60%
Spliced Mega Cap Growth Index–3.73% 1.71%23.46%32.84%19.54%17.35%16.39%
Spliced Mega Cap Index–3.27%0.70% 5.21%12.50%11.66%12.61%13.46%
Spliced Mega Cap Value Index–2.67% –0.61%–12.51%–7.01% 3.46%7.52%10.42%
Spliced Mid Cap Growth Idx–0.73%0.98% 13.28%19.57%13.78%12.69%13.11%
Spliced Mid Cap Index–0.09%1.31% 0.09%5.81%7.45%9.06%11.55%
Spliced Mid Cap Value Index0.64%1.84%–12.69% –7.55%1.04%5.27%9.79%
Spliced Pacific Stock Index–1.23%4.87% –3.51%–0.11%0.80%5.57%5.13%
Spliced Small and Mid Cap Index1.29%2.74%–2.22% 3.72%5.89%8.85%11.30%
Spliced Small Cap Growth Index0.88%2.79%9.53% 18.01%12.31%12.84%12.85%
Spliced Small Cap Index2.00%3.25%–4.44% 1.69%4.53%8.15%10.70%
Spliced Small Cap Value Index3.02%3.73%–15.75% –11.24%–2.02%4.08%8.64%
Spliced Social Index–2.83%0.95% 6.17%14.23%12.68%13.24%14.34%
Spliced Total Stock Market Index–2.15% 1.15%3.22%10.19%10.06%11.49%12.81%
Spliced Total World Stock Index–2.17% 0.51%–1.39%4.69%5.43%8.31%8.16%

BenchmarkReturns as of 10/31/2020Month End YTD
as of
10/31/2020
Average Annual Total
Returns as of 10/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced US IMI Consumer Stapl 25/50–2.54% 0.27%0.72%4.94%8.12%7.20%11.16%
Spliced US IMI Energy 25/50–3.71%–18.35% –50.46%–46.28%–22.40% –13.35%–5.08%
Spliced US IMI Financials 25/500.78%0.62%–21.21% –15.30%–1.91%6.07%9.25%
Spliced US IMI Health Care 25/50–2.84% –1.89%4.37%14.40%11.25%10.35%15.43%
Spliced US IMI Industrials 25/50–1.18% 5.94%–5.72%–1.47%3.82%8.77% 11.27%
Spliced US IMI Materials 25/500.38%5.12%2.15% 8.66%2.46%8.62%8.32%
Spliced US IMI Utilities 25/504.77%2.67%–3.14% –2.01%7.01%10.89%11.07%
Spliced Value Index–2.06%–0.14% –12.55%–7.07%3.04%7.23% 10.32%
STAR Composite Index–1.37%0.25% 3.51%7.59%6.81%7.76%7.90%
Target Retirement 2015 Composite Ix–0.77% 0.12%4.06%6.40%5.79%6.40%6.89%
Target Retirement 2020 Composite Ix–1.12% 0.16%3.38%6.56%6.10%7.10%7.68%
Target Retirement 2025 Composite Ix–1.32% 0.19%2.95%6.69%6.35%7.60%8.20%
Target Retirement 2030 Composite Ix–1.47% 0.29%2.40%6.63%6.39%7.92%8.62%
Target Retirement 2035 Composite Ix–1.62% 0.40%1.81%6.52%6.41%8.22%9.03%
Target Retirement 2040 Composite Ix–1.77% 0.51%1.18%6.36%6.40%8.51%9.32%
Target Retirement 2045 Composite Ix–1.92% 0.61%0.61%6.21%6.38%8.62%9.37%
Target Retirement 2050 Composite Ix–1.93% 0.60%0.62%6.23%6.38%8.62%9.37%
Target Retirement 2055 Composite Ix–1.93% 0.60%0.62%6.23%6.38%8.62%9.37%

BenchmarkReturns as of 10/31/2020Month End YTD
as of
10/31/2020
Average Annual Total
Returns as of 10/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Target Retirement 2060 Composite Ix–1.93% 0.60%0.62%6.23%6.38%8.62%
Target Retirement 2065 Composite Ix–1.93% 0.60%0.62%6.23%6.38%
Target Retirement Income Compos. Ix–0.77% –0.03%4.39%6.29%5.55%5.65%5.53%
Tax-Exempt Money Mkt Funds Average0.01%0.01%0.33% 0.48%0.83%0.58%0.29%
Tax-Managed Balanced Compos. Index–1.29% 0.33%4.89%8.70%7.80%7.91%8.55%
US Gov't Money Market Funds Average0.00%0.00% 0.23%0.41%1.05%0.68%0.34%
Wellesley Income Composite Index–0.92% –1.77%0.00%1.95%4.79%5.84%6.76%
Wellington Composite Index–1.88%–0.40% 4.72%9.31%9.13%9.59%10.18%

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