Benchmark Returns

BenchmarkReturns as of 07/31/2017Month End YTD
as of
07/31/2017
Average Annual Total
Returns as of 07/31/2017
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index1.30%2.79%7.72% 9.24%7.57%9.74%6.98%
BloomBarc 1 Year Municipal Index0.24%0.34%1.20% 0.66%0.74%0.74%1.74%
BloomBarc 1-15 Year Municipal Index0.73%1.66% 3.97%0.44%2.88%2.60%4.28%
BloomBarc 1-5 Year Municipal Index0.48%0.79%2.51% 0.67%1.44%1.41%2.94%
BloomBarc CA Municipal Index0.88%2.22%4.55% 0.07%3.57%3.57%4.82%
BloomBarc GA ex-USD FlAdjRIC Cp Hgd0.24%0.28% 0.92%–1.01%3.70%
BloomBarc MA Municipal Index0.76%1.97%4.28% –0.23%3.32%2.88%4.62%
BloomBarc Municipal Bond Index0.81%2.04%4.40% 0.26%3.55%3.10%4.60%
BloomBarc Municipal CA Intermed Idx0.92%1.98% 4.70%0.51%2.93%2.94%4.85%
BloomBarc NJ Municipal Index1.02%2.63%5.03% –0.21%3.51%3.02%4.57%
BloomBarc NY Municipal Index0.78%2.04%4.30% 0.34%3.56%3.13%4.57%
BloomBarc OH Municipal Index0.74%2.13%4.39% 0.36%3.77%3.40%4.36%
BloomBarc PA Municipal Index0.67%2.19%4.68% 0.42%3.74%3.35%4.82%
BloomBarc US 0-5 Year TIPS Index0.28%–0.23% 0.47%0.71%0.21%0.25%
BloomBarc US 1-3Yr Gov Flt Adj Idx0.21%0.26%0.69% 0.19%0.81%0.65%
BloomBarc US 1-5 Year Credit Index0.50%0.88%2.26% 1.44%2.10%2.14%3.83%
BloomBarc US 1-5 Year Treasury Idx0.28%0.36%1.08% –0.26%1.22%0.83%2.57%
BloomBarc US 1-5 Yr Corporate Index0.54%0.97% 2.43%1.72%2.31%2.40%4.06%

BenchmarkReturns as of 07/31/2017Month End YTD
as of
07/31/2017
Average Annual Total
Returns as of 07/31/2017
1 Month3 Month1 Year3 Year5 Year10 Year
BloomBarc US 1-5 Yr Government Idx0.28%0.36%1.08% –0.20%1.22%0.84%2.57%
BloomBarc US 10+ Year Corp Index0.74%4.02%7.15% 1.29%5.62%4.57%7.78%
BloomBarc US 3-10Yr Gov Flt Adj Idx0.39%0.58% 2.09%–1.73%2.40%1.33%
BloomBarc US 5-10 Year Corp Index0.95%1.91%4.65% 1.58%4.19%3.91%6.28%
BloomBarc US 5-10 Year Credit Index0.93%1.86% 4.62%1.32%4.01%3.70%6.25%
BloomBarc US 5-10 Yr Treasury Index0.42%0.65% 2.55%–2.75%2.82%1.36%5.02%
BloomBarc US Agg Float Adj Index0.43%1.14%2.79% –0.57%2.71%2.03%
BloomBarc US GNMA Index0.45%0.56%1.34% 0.03%2.22%1.57%4.31%
BloomBarc US Long Gov Flt Adj Idx–0.59% 1.75%4.82%–9.53%5.15%2.04%
BloomBarc US Long Treasury Index–0.62% 1.75%4.76%–9.82%5.17%1.97%6.99%
BloomBarc US LongCredit A/Better Ix0.65%3.84% 6.61%–0.97%5.91%4.15%7.34%
BloomBarc US MBS Float Adj Index0.44%0.64%1.73% 0.26%2.39%1.89%
BloomBarc US Treas Bellwether:1Yr0.13%0.23%0.40% 0.54%0.54%0.43%1.21%
BloomBarc US Trsy Inflat Prtcd Idx0.45%–0.55% 1.30%–1.04%0.77%–0.02%4.09%
BloomBarc USD EmergMkt GovRIC CapIx0.80%1.28% 6.26%4.72%4.96%
CA Tax-Exempt Money Mkt Funds Avg0.02%0.06%0.11% 0.23%0.08%0.05%0.33%
Conservative Growth Composite Index1.23%2.58% 6.77%6.20%5.17%6.52%5.35%
Convertibles Composite Index1.65%2.76%8.54% 12.10%6.22%10.43%6.35%

BenchmarkReturns as of 07/31/2017Month End YTD
as of
07/31/2017
Average Annual Total
Returns as of 07/31/2017
1 Month3 Month1 Year3 Year5 Year10 Year
CRSP US Total Market Index1.87%3.87%11.05% 16.11%10.47%14.76%
Dividend Growth Spliced Index0.79%2.63%10.87% 12.05%9.85%12.56%6.63%
FTSE All-World ex US Index3.52%7.05%17.96% 18.81%2.82%8.11%2.00%
FTSE AW ex US High Div Yield Idx3.55%6.66%15.90% 20.80%0.79%7.35%1.68%
FTSE Emerging Index5.80%7.97%21.26%21.16% 2.32%4.75%2.10%
FTSE Global All Cap Index Hdg.1.75%3.60%10.92% 17.01%8.77%12.91%5.34%
FTSE Global Small-Cap ex US Index3.61%6.97%19.14% 17.06%3.70%9.60%2.33%
FTSE High Dividend Yield Index1.61%3.14%6.52% 11.89%10.24%13.59%7.72%
Growth Composite Index2.10%4.29%11.46% 13.46%7.14%10.69%6.02%
High-Yield Corporate Composite Idx1.00%1.91%5.36% 8.72%5.03%6.08%7.45%
iMoneyNet MFR Treasury Funds Avg0.04%0.09%0.14% 0.15%0.05%0.03%0.27%
Income Composite Index0.80%1.73%4.48% 2.70%4.10%4.41%4.97%
Managed Payout Composite Index1.76%3.42%8.79% 9.85%5.24%7.29%
Moderate Growth Composite Index1.67%3.43%9.10% 9.78%6.18%8.62%5.88%
Money Market Funds Average0.06%0.15%0.29% 0.38%0.14%0.08%0.44%
MSCI US Broad Market Index1.88%3.86%11.08% 16.20%10.55%14.83%7.98%
MSCI US Prime Market 750 Index2.00%4.09%11.73% 16.14%10.74%14.86%7.93%
MSCI US Small Cap 1750 Index1.00%2.02%6.10% 16.24%9.20%14.60%8.54%

BenchmarkReturns as of 07/31/2017Month End YTD
as of
07/31/2017
Average Annual Total
Returns as of 07/31/2017
1 Month3 Month1 Year3 Year5 Year10 Year
NASDAQ Intl DividendAchieversSel Ix2.94%7.67% 20.44%12.22%
NASDAQ US Dividend Achievers Select0.79%2.63% 10.87%12.05%9.85%12.56%7.86%
NY Tax-Exempt Money Mkt Funds Avg0.02%0.06%0.14% 0.22%0.08%0.05%0.34%
REIT Spliced Index1.27%2.77%3.97%–4.58% 8.61%9.23%7.15%
Russell 1000 Growth Index2.66%5.05%17.02% 18.05%12.66%15.60%9.36%
Russell 1000 Index1.98%4.00%11.44%15.95% 10.58%14.85%7.84%
Russell 1000 Value Index1.33%2.88%6.05% 13.76%8.45%14.00%6.21%
Russell 2000 Growth Index0.85%3.37%10.91% 17.76%10.22%14.58%8.49%
Russell 2000 Index0.74%2.11%5.77%18.45% 9.89%14.19%7.76%
Russell 2000 Value Index0.63%0.91%1.18% 19.21%9.50%13.76%6.94%
Russell 2500 Growth Index1.33%3.69%12.11% 16.15%10.01%14.87%8.79%
Russell 2500 Value Index0.78%1.21%2.74% 14.09%8.24%13.96%7.43%
Russell 3000 Growth Index2.52%4.92%16.55% 18.02%12.47%15.52%9.29%
Russell 3000 Index1.89%3.86%10.99%16.14% 10.52%14.79%7.83%
Russell 3000 Value Index1.28%2.73%5.65% 14.17%8.53%13.98%6.26%
Russell Midcap Growth Index1.67%4.41%13.26% 13.39%9.53%14.60%8.30%
Russell Midcap Value Index1.33%2.52%6.57% 12.69%9.00%15.32%7.99%
S&P 500 Growth Index2.61%5.10%16.29% 16.97%12.46%15.41%9.49%

BenchmarkReturns as of 07/31/2017Month End YTD
as of
07/31/2017
Average Annual Total
Returns as of 07/31/2017
1 Month3 Month1 Year3 Year5 Year10 Year
S&P 500 Index2.06%4.14%11.59%16.04% 10.87%14.78%7.74%
S&P 500 Value Index1.37%2.97%6.29%14.34% 8.84%13.94%5.81%
S&P Completion Index1.10%2.63%8.51%16.58% 8.82%14.63%8.24%
S&P EPAC SmallCap Index3.35%7.95%21.32% 19.82%7.57%13.43%3.55%
S&P Global ex U.S. Property Index4.01%7.75%17.33% 7.89%3.21%7.52%
S&P MidCap 400 Growth Index0.81%2.43%9.41% 13.71%11.03%14.77%9.75%
S&P MidCap 400 Index0.88%2.02%6.92%14.69% 10.44%15.13%9.13%
S&P MidCap 400 Value Index0.96%1.56%4.23% 14.91%9.45%15.26%8.40%
S&P National AMT-Free Muni Bond Idx0.75%1.94% 3.95%0.10%3.38%2.77%
S&P SmallCap 600 Growth Index1.25%2.15%5.88% 18.49%12.96%15.99%9.86%
S&P SmallCap 600 Index0.97%1.78%3.79% 17.66%11.76%15.88%9.11%
S&P SmallCap 600 Value Index0.68%1.39%1.55% 16.60%10.50%15.70%8.32%
Spl BloomBarc US 5-10Yr G/Cr FltAdj0.66%1.23% 3.56%–0.78%3.40%2.51%5.57%
Spl BloomBarc US1-5YrGov/Cr FlAdjIx0.36%0.55% 1.50%0.38%1.53%1.26%2.92%
Spl BloomBarc USLongGv/Cr FltAdj Ix0.26%3.06% 6.31%–3.28%5.25%3.41%7.48%
Spl Total International Stock Index3.53%7.04% 18.08%18.62%2.91%8.24%1.56%
Spliced BloomBarc USAgg Flt AdjIx0.43%1.14%2.79% –0.57%2.71%2.03%4.46%
Spliced Developed ex US Index3.04%6.90%17.37% 18.10%3.39%9.51%1.67%

BenchmarkReturns as of 07/31/2017Month End YTD
as of
07/31/2017
Average Annual Total
Returns as of 07/31/2017
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Emerging Markets Index5.44%7.60%20.41% 20.01%1.70%4.25%1.73%
Spliced Energy Index3.89%0.67%–5.10% 5.75%–9.09%–0.75%–0.99%
Spliced Equity Income Index1.61%3.14%6.52% 11.89%10.24%13.59%7.72%
Spliced European Stock Index3.16%6.99%19.67% 20.42%2.60%9.68%1.34%
Spliced Extended Market Index1.10%2.63%8.51% 16.58%8.82%14.63%8.24%
Spliced Glbl Custom Metals & Mining9.59%8.47% 14.31%6.97%–3.57%–4.04% –2.12%
Spliced Global Equity Index2.79%5.54%14.59% 17.06%6.22%10.85%4.16%
Spliced Growth Index2.54%4.95%17.70% 17.60%11.73%15.21%9.31%
Spliced Health Care Index0.07%5.01%15.90% 4.94%7.22%14.28%9.28%
Spliced Inst Total Stock Market Idx1.87%3.87% 11.05%16.11%10.47%14.77%7.95%
Spliced International Index3.69%7.38%18.30% 19.01%2.37%7.70%0.69%
Spliced Large Cap Index2.02%4.14%11.79% 16.24%10.70%14.82%7.91%
Spliced Market Neutral Index USD0.08%0.21%0.38% 0.52%0.22%0.15%0.47%
Spliced Mega Cap Growth Index2.66%5.15%18.75% 19.29%12.34%15.44%9.65%
Spliced Mega Cap Index2.08%4.30%11.94% 16.69%10.91%14.73%7.86%
Spliced Mega Cap Value Index1.56%3.54%6.32% 14.41%9.73%14.22%6.12%
Spliced Mid Cap Growth Idx1.81%4.08%13.86% 12.82%9.49%14.33%7.56%
Spliced Mid Cap Index1.72%3.34%11.05% 14.04%9.66%15.22%8.16%

BenchmarkReturns as of 07/31/2017Month End YTD
as of
07/31/2017
Average Annual Total
Returns as of 07/31/2017
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Mid Cap Value Index1.65%2.70%8.72% 15.14%9.72%15.95%8.51%
Spliced NJ Tax-Ex Money Mkt Fds Avg0.03%0.08% 0.16%0.26%0.09%0.06%0.35%
Spliced PA Tax-Ex Money Mkt Fds Avg0.03%0.08% 0.16%0.26%0.09%0.06%0.35%
Spliced Pacific Stock Index2.77%6.80%16.58% 16.81%4.74%9.23%2.44%
Spliced Small and Mid Cap Index1.40%2.88%8.57% 14.50%9.58%15.20%8.43%
Spliced Small Cap Growth Index1.29%3.69%11.43% 14.14%8.12%13.36%8.39%
Spliced Small Cap Index1.11%2.20%6.93% 14.61%8.96%14.54%8.51%
Spliced Small Cap Value Index0.96%0.98%3.41% 14.93%9.63%15.36%8.40%
Spliced Social Index1.94%4.45%13.23% 18.13%11.66%16.89%7.61%
Spliced Total Stock Market Index1.87%3.87%11.05% 16.11%10.47%14.75%7.94%
Spliced Total World Stock Index2.70%5.39%14.43% 17.30%6.72%11.45%
Spliced US IMI Consumer Discr 25/501.55%1.98% 12.84%14.53%12.30%17.57%10.84%
Spliced US IMI Consumer Stapl 25/500.65%0.58% 7.38%3.60%11.38%12.53%10.81%
Spliced US IMI Energy 25/502.44%–2.10% –12.07%–0.27%–10.37% 0.51%0.97%
Spliced US IMI Financials 25/501.65%6.23%7.96% 31.50%14.02%17.79%2.97%
Spliced US IMI Health Care 25/500.49%6.12%17.78% 9.35%11.65%18.16%11.75%
Spliced US IMI Industrials 25/500.24%2.54%8.95% 18.82%11.36%16.38%7.76%
Spliced US IMI Info Tech 25/504.10%5.99%21.49% 28.93%16.49%17.93%11.14%

BenchmarkReturns as of 07/31/2017Month End YTD
as of
07/31/2017
Average Annual Total
Returns as of 07/31/2017
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced US IMI Materials 25/501.37%3.09%10.73% 16.33%6.71%12.25%6.45%
Spliced US IMI Telecom Serv 25/502.05%–2.54% –4.70%–4.28%5.55%9.64%4.36%
Spliced US IMI Utilities 25/502.63%4.14%11.40% 6.77%13.01%11.73%7.97%
Spliced Value Index1.56%3.43%6.81%15.06% 9.81%14.52%6.50%
STAR Composite Index1.68%3.46%9.16%10.53% 6.24%8.83%5.99%
Target Retirement 2015 Composite Ix1.30%2.63% 7.10%7.22%5.15%7.47%5.19%
Target Retirement 2020 Composite Ix1.57%3.21% 8.59%9.16%5.95%8.70%5.54%
Target Retirement 2025 Composite Ix1.76%3.62% 9.64%10.67%6.39%9.53%5.63%
Target Retirement 2030 Composite Ix1.92%3.94% 10.53%12.05%6.74%10.30%5.69%
Target Retirement 2035 Composite Ix2.08%4.26% 11.42%13.44%7.09%11.07%5.87%
Target Retirement 2040 Composite Ix2.24%4.58% 12.31%14.84%7.43%11.62%6.12%
Target Retirement 2045 Composite Ix2.32%4.71% 12.66%15.34%7.59%11.72%6.17%
Target Retirement 2050 Composite Ix2.32%4.71% 12.66%15.34%7.59%11.72%6.17%
Target Retirement 2055 Composite Ix2.32%4.71% 12.66%15.34%7.59%11.72%
Target Retirement 2060 Composite Ix2.32%4.71% 12.66%15.34%7.59%11.72%
Target Retirement 2065 Composite Ix2.32%4.71%
Target Retirement Income Compos. Ix1.00%1.96% 5.32%4.68%4.17%5.02%5.12%
Tax-Exempt Money Mkt Funds Average0.03%0.09%0.19% 0.31%0.11%0.07%0.34%

BenchmarkReturns as of 07/31/2017Month End YTD
as of
07/31/2017
Average Annual Total
Returns as of 07/31/2017
1 Month3 Month1 Year3 Year5 Year10 Year
Tax-Managed Balanced Compos. Index1.36%2.84%7.68% 8.02%6.91%8.77%6.66%
US Gov't Money Market Funds Average0.03%0.08% 0.13%0.15%0.05%0.03%0.36%
Wellesley Income Composite Index0.95%2.26%4.69% 4.10%5.95%6.61%6.26%
Wellington Composite Index1.54%3.31%8.78% 10.23%8.38%10.59%7.07%

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