Benchmark Returns

BenchmarkReturns as of 03/31/2018Month End YTD
as of
03/31/2018
Average Annual Total
Returns as of 03/31/2018
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index–0.90%–0.84% –0.84%8.83%6.78%8.66%7.71%
BloomBarc 1 Year Municipal Index–0.07% 0.38%0.38%0.61%0.66%0.66%1.34%
BloomBarc 1-15 Year Municipal Index0.22%–0.91% –0.91%1.81%1.78%2.20%3.80%
BloomBarc 1-5 Year Municipal Index–0.06% –0.05%–0.05%0.53%0.94%1.10% 2.35%
BloomBarc CA Municipal Index0.45%–1.07% –1.07%2.88%2.23%3.07%4.71%
BloomBarc GA ex-USD FlAdjRIC Cp Hgd1.09%0.98% 0.98%3.56%2.51%3.81%
BloomBarc MA Municipal Index0.46%–1.19% –1.19%2.26%1.98%2.57%4.25%
BloomBarc Municipal Bond Index0.37%–1.11% –1.11%2.66%2.25%2.73%4.40%
BloomBarc Municipal CA Intermed Idx0.24%–1.07% –1.07%1.45%1.57%2.27%4.24%
BloomBarc NJ Municipal Index0.41%–1.02% –1.02%5.16%3.13%3.08%4.56%
BloomBarc NY Municipal Index0.29%–1.20% –1.20%2.31%2.19%2.73%4.28%
BloomBarc OH Municipal Index0.34%–1.09% –1.09%2.44%2.29%3.01%4.17%
BloomBarc PA Municipal Index0.45%–1.22% –1.22%3.01%2.48%3.01%4.56%
BloomBarc US 0-5 Year TIPS Index0.53%0.21%0.21% 0.39%1.16%0.14%
BloomBarc US 1-5 Year Credit Index0.08%–0.71% –0.71%0.70%1.36%1.57%3.24%
BloomBarc US 1-5 Year Treasury Idx0.33%–0.40% –0.40%–0.11%0.44%0.62%1.62%
BloomBarc US 1-5 Yr Corporate Index0.04%–0.80% –0.80%0.80%1.53%1.76%3.52%
BloomBarc US 1-5 Yr Government Idx0.32%–0.39% –0.39%–0.09%0.46%0.63%1.66%

BenchmarkReturns as of 03/31/2018Month End YTD
as of
03/31/2018
Average Annual Total
Returns as of 03/31/2018
1 Month3 Month1 Year3 Year5 Year10 Year
BloomBarc US 10+ Year Corp Index0.67%–4.05% –4.05%6.11%3.30%4.83%7.68%
BloomBarc US 5-10 Year Corp Index0.09%–2.37% –2.37%1.65%2.26%2.89%5.73%
BloomBarc US 5-10 Year Credit Index0.16%–2.29% –2.29%1.64%2.11%2.75%5.58%
BloomBarc US 5-10 Yr Treasury Index1.00%–1.51% –1.51%–0.25%0.46%0.99%3.46%
BloomBarc US Agg Float Adj Index0.64%–1.48% –1.48%1.24%1.20%1.82%
BloomBarc US GNMA Index0.65%–1.27% –1.27%0.28%0.92%1.48%3.46%
BloomBarc US Long Treasury Index3.03%–3.29% –3.29%3.51%0.35%3.29%5.78%
BloomBarc US LongCredit A/Better Ix0.98%–4.19% –4.19%5.60%3.08%4.64%7.06%
BloomBarc US MBS Float Adj Index0.61%–1.16% –1.16%0.72%1.09%1.76%
BloomBarc US Treas Bellwether:1Yr0.21%0.38%0.38% 0.90%0.69%0.51%0.77%
BloomBarc US Trsy Inflat Prtcd Idx1.05%–0.79% –0.79%0.92%1.30%0.05%2.93%
BloomBarc USD EmergMkt GovRIC CapIx0.19%–1.55% –1.55%3.14%5.29%
CA Tax-Exempt Money Mkt Funds Avg0.06%0.15%0.15% 0.38%0.18%0.11%0.18%
Conservative Growth Composite Index–0.25% –0.67%–0.67%7.15%4.71%5.84% 5.62%
Convertibles Composite Index0.22%1.92%1.92% 9.11%5.79%8.74%7.47%
CRSP US Total Market Index–1.98%–0.60% –0.60%13.87%10.21%13.04%
Dividend Growth Spliced Index–1.37% –0.47%–0.47%14.63%10.18% 11.38%8.51%
FTSE All-World ex US Index–1.75%–1.19% –1.19%16.45%6.53%6.30%3.13%

BenchmarkReturns as of 03/31/2018Month End YTD
as of
03/31/2018
Average Annual Total
Returns as of 03/31/2018
1 Month3 Month1 Year3 Year5 Year10 Year
FTSE AW ex US High Div Yield Idx–1.88% –1.39%–1.39%12.78%5.45% 5.15%2.65%
FTSE Emerging Index–2.74%1.44% 1.44%21.63%7.95%4.86%3.07%
FTSE Global All Cap Index Hdg.–1.95% –1.64%–1.64%12.03%7.95% 10.81%7.25%
FTSE Global Small-Cap ex US Index–1.02% –0.73%–0.73%19.07%9.00% 7.55%4.40%
FTSE High Dividend Yield Index–2.14% –2.81%–2.81%9.56%10.06% 11.95%9.21%
Global Wellesley Income Comp Index–0.51% –1.75%–1.75%
Global Wellington Composite Index–1.19% –1.05%–1.05%
Growth Composite Index–1.30%–0.69% –0.69%12.47%7.62%9.29%7.21%
High-Yield Corporate Composite Idx–0.49% –1.06%–1.06%3.24%4.36%4.52% 7.25%
iMoneyNet MFR Treasury Funds Avg0.08%0.20%0.20% 0.54%0.19%0.12%0.12%
Income Composite Index0.26%–0.70% –0.70%4.52%3.19%4.08%4.78%
JP Morgan EMBI Global Diversified0.29%–1.74% –1.74%4.30%5.78%4.69%7.04%
Managed Payout Composite Index–0.85% –0.67%–0.67%9.84%5.83%6.58%
Moderate Growth Composite Index–0.77% –0.67%–0.67%9.79%6.19%7.58% 6.58%
Money Market Funds Average0.10%0.26%0.26% 0.76%0.33%0.20%0.24%
MSCI US Broad Market Index–1.99%–0.61% –0.61%13.82%10.25%13.10%9.77%
MSCI US Prime Market 750 Index–2.33% –0.61%–0.61%14.15%10.54% 13.30%9.66%
MSCI US Small Cap 1750 Index1.01%–0.67% –0.67%10.85%8.12%11.56%10.61%

BenchmarkReturns as of 03/31/2018Month End YTD
as of
03/31/2018
Average Annual Total
Returns as of 03/31/2018
1 Month3 Month1 Year3 Year5 Year10 Year
NASDAQ Intl DividendAchieversSel Ix–1.05% –3.33%–3.33%13.52%
NASDAQ US Dividend Achievers Select–1.37% –0.47%–0.47%14.63%10.18% 11.38%9.13%
NY Tax-Exempt Money Mkt Funds Avg0.06%0.16%0.16% 0.42%0.18%0.11%0.19%
Real Estate Spliced Index3.82%–8.06% –8.06%–4.35%0.89%5.86%6.50%
Russell 1000 Growth Index–2.74%1.42% 1.42%21.25%12.90%15.53%11.34%
Russell 1000 Index–2.27%–0.69% –0.69%13.98%10.39%13.17%9.61%
Russell 1000 Value Index–1.76%–2.83% –2.83%6.95%7.88%10.78%7.78%
Russell 2000 Growth Index1.35%2.30%2.30% 18.63%8.77%12.90%10.95%
Russell 2000 Index1.29%–0.08% –0.08%11.79%8.39%11.47%9.84%
Russell 2000 Value Index1.24%–2.64% –2.64%5.13%7.87%9.96%8.61%
Russell 2500 Growth Index0.82%2.38%2.38% 19.92%9.11%13.37%11.17%
Russell 2500 Value Index1.10%–2.65% –2.65%5.72%7.26%9.88%9.34%
Russell 3000 Growth Index–2.44%1.48% 1.48%21.06%12.57%15.32%11.31%
Russell 3000 Index–2.01%–0.64% –0.64%13.81%10.22%13.03%9.62%
Russell 3000 Value Index–1.54%–2.82% –2.82%6.81%7.87%10.71%7.84%
Russell Midcap Growth Index–0.16%2.17% 2.17%19.74%9.17%13.31%10.61%
Russell Midcap Value Index0.25%–2.50% –2.50%6.50%7.23%11.11%9.81%
S&P 500 Growth Index–2.98%1.93% 1.93%19.69%12.66%15.37%11.35%

BenchmarkReturns as of 03/31/2018Month End YTD
as of
03/31/2018
Average Annual Total
Returns as of 03/31/2018
1 Month3 Month1 Year3 Year5 Year10 Year
S&P 500 Index–2.54%–0.76% –0.76%13.99%10.78%13.31%9.49%
S&P 500 Value Index–2.04%–3.57% –3.57%7.69%8.40%10.87%7.42%
S&P Completion Index0.70%0.12%0.12%13.09% 7.97%11.77%10.29%
S&P EPAC SmallCap Index–1.38%–0.30% –0.30%23.16%11.55%10.97%5.86%
S&P Global ex U.S. Property Index1.09%–0.29% –0.29%18.05%6.15%4.75%
S&P MidCap 400 Growth Index1.02%1.35%1.35% 15.66%9.78%12.63%11.55%
S&P MidCap 400 Index0.93%–0.77% –0.77%10.97%8.96%11.97%10.90%
S&P MidCap 400 Value Index0.84%–3.01% –3.01%6.12%7.76%11.02%10.12%
S&P National AMT-Free Muni Bond Idx0.34%–1.16% –1.16%2.56%2.17%2.48%4.22%
S&P SmallCap 600 Growth Index2.56%2.42%2.42% 14.78%11.46%14.34%12.07%
S&P SmallCap 600 Index2.04%0.57%0.57% 12.68%10.76%13.56%11.35%
S&P SmallCap 600 Value Index1.49%–1.32% –1.32%10.50%10.01%12.69%10.58%
Spl BloomBarc US 5-10Yr G/Cr FltAdj0.60%–1.88% –1.88%0.67%1.26%1.86%4.48%
Spl BloomBarc US Long Treasury Idx3.03%–3.29% –3.29%3.48%0.43%3.28%
Spl BloomBarc US Treas 1-3 Yr Idx0.20%–0.16% –0.16%0.01%0.40%0.52%
Spl BloomBarc US Treas 3-10 Yr Idx0.76%–1.14% –1.14%–0.28%0.51%0.96%
Spl BloomBarc US1-5YrGov/Cr FlAdjIx0.24%–0.50% –0.50%0.19%0.78%0.95%2.12%
Spl BloomBarc USLongGv/Cr FltAdj Ix1.65%–3.58% –3.58%5.09%2.13%4.09%6.79%

BenchmarkReturns as of 03/31/2018Month End YTD
as of
03/31/2018
Average Annual Total
Returns as of 03/31/2018
1 Month3 Month1 Year3 Year5 Year10 Year
Spl Total International Stock Index–1.67% –1.14%–1.14%16.73%6.78% 6.39%2.84%
Spliced BloomBarc USAgg Flt AdjIx0.64%–1.48% –1.48%1.24%1.20%1.82%3.65%
Spliced Developed ex US Index–1.43% –1.78%–1.78%15.62%6.39% 7.04%3.00%
Spliced Emerging Markets Index–2.43% 1.29%1.29%20.58%7.21%4.38%2.70%
Spliced Energy Index0.71%–3.79% –3.79%6.90%1.81%–0.65%–0.75%
Spliced Equity Income Index–2.14%–2.81% –2.81%9.56%10.06%11.95%9.21%
Spliced European Stock Index–1.11% –1.81%–1.81%15.79%5.47% 6.93%2.32%
Spliced Extended Market Index0.70%0.12%0.12% 13.09%7.97%11.77%10.29%
Spliced Glbl Custom Metals & Mining–1.78% –5.36%–5.36%10.64%9.63% –2.85%–3.02%
Spliced Global Equity Index–2.14%–0.96% –0.96%14.85%8.12%9.20%5.57%
Spliced Growth Index–2.50%1.20% 1.20%18.03%11.13%14.37%10.86%
Spliced Health Care Index–2.01%–0.98% –0.98%9.77%2.87%10.64%10.31%
Spliced Inst Total Stock Market Idx–1.98% –0.60%–0.60%13.87%10.21% 13.04%9.74%
Spliced International Index–1.76%–1.18% –1.18%16.53%6.18%5.89%2.06%
Spliced Large Cap Index–2.50%–0.67% –0.67%14.18%10.58%13.25%9.64%
Spliced Market Neutral Index USD0.13%0.35%0.35% 1.07%0.49%0.30%0.30%
Spliced Mega Cap Growth Index–3.16% 1.16%1.16%18.87%12.09%15.00%11.16%
Spliced Mega Cap Index–2.96%–0.81% –0.81%14.53%11.12%13.43%9.53%

BenchmarkReturns as of 03/31/2018Month End YTD
as of
03/31/2018
Average Annual Total
Returns as of 03/31/2018
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Mega Cap Value Index–2.82% –2.54%–2.54%10.75%10.25% 12.16%7.98%
Spliced Mid Cap Growth Idx0.10%1.64%1.64% 15.67%7.31%11.85%9.46%
Spliced Mid Cap Index–0.10%0.03% 0.03%12.36%7.90%12.31%10.18%
Spliced Mid Cap Value Index–0.27%–1.36% –1.36%9.58%8.45%12.45%10.70%
Spliced NJ Tax-Ex Money Mkt Fds Avg0.07%0.19% 0.19%0.51%0.22%0.14%0.20%
Spliced PA Tax-Ex Money Mkt Fds Avg0.07%0.19% 0.19%0.51%0.22%0.14%0.21%
Spliced Pacific Stock Index–1.97%–0.46% –0.46%18.27%8.45%7.42%4.60%
Spliced Small and Mid Cap Index0.52%0.03%0.03% 12.91%8.59%12.44%10.60%
Spliced Small Cap Growth Index1.51%2.09%2.09% 17.38%8.06%11.34%10.86%
Spliced Small Cap Index1.13%–0.22% –0.22%11.80%8.03%11.65%10.65%
Spliced Small Cap Value Index0.80%–2.09% –2.09%7.37%7.98%11.70%10.28%
Spliced Social Index–2.69%–0.71% –0.71%15.18%10.74%14.46%10.15%
Spliced Total Stock Market Index–1.98% –0.60%–0.60%13.87%10.21% 13.03%9.74%
Spliced Total World Stock Index–1.87% –0.86%–0.86%15.25%8.61% 9.74%
Spliced US IMI Consumer Discr 25/50–2.30% 1.98%1.98%16.02%10.74%14.93%14.14%
Spliced US IMI Consumer Stapl 25/50–0.67% –6.40%–6.40%–0.83% 5.18%8.92%9.71%
Spliced US IMI Energy 25/502.03%–5.95% –5.95%–1.33%–2.23% –1.29%0.76%
Spliced US IMI Financials 25/50–3.31% –0.52%–0.52%16.88%14.36% 15.03%6.43%

BenchmarkReturns as of 03/31/2018Month End YTD
as of
03/31/2018
Average Annual Total
Returns as of 03/31/2018
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced US IMI Health Care 25/50–2.57% –0.28%–0.28%12.80%5.80% 14.62%12.97%
Spliced US IMI Industrials 25/50–1.97% –1.82%–1.82%14.41%11.34% 13.81%9.32%
Spliced US IMI Info Tech 25/50–3.32% 4.13%4.13%27.61%18.93%20.23%14.19%
Spliced US IMI Materials 25/50–3.67% –5.35%–5.35%10.08%8.14% 9.99%6.54%
Spliced US IMI Telecom Serv 25/50–2.84% –7.28%–7.28%–8.63% 2.55%6.03%5.35%
Spliced US IMI Utilities 25/504.04%–3.35% –3.35%2.50%8.50%9.44%7.55%
Spliced Value Index–2.51%–2.29% –2.29%10.84%10.09%12.26%8.44%
STAR Composite Index–0.99%–0.82% –0.82%9.54%6.35%7.65%6.71%
Target Retirement 2015 Composite Ix–0.34% –0.56%–0.56%7.43%4.91%6.37% 5.80%
Target Retirement 2020 Composite Ix–0.64% –0.63%–0.63%9.14%5.84%7.47% 6.36%
Target Retirement 2025 Composite Ix–0.86% –0.67%–0.67%10.33%6.48% 8.17%6.64%
Target Retirement 2030 Composite Ix–1.06% –0.68%–0.68%11.34%7.01% 8.81%6.87%
Target Retirement 2035 Composite Ix–1.25% –0.68%–0.68%12.34%7.54% 9.44%7.18%
Target Retirement 2040 Composite Ix–1.45% –0.69%–0.69%13.35%8.06% 9.97%7.49%
Target Retirement 2045 Composite Ix–1.56% –0.70%–0.70%13.81%8.31% 10.12%7.57%
Target Retirement 2050 Composite Ix–1.56% –0.70%–0.70%13.81%8.31% 10.12%7.57%
Target Retirement 2055 Composite Ix–1.56% –0.70%–0.70%13.81%8.31% 10.12%
Target Retirement 2060 Composite Ix–1.56% –0.70%–0.70%13.81%8.31% 10.12%

BenchmarkReturns as of 03/31/2018Month End YTD
as of
03/31/2018
Average Annual Total
Returns as of 03/31/2018
1 Month3 Month1 Year3 Year5 Year10 Year
Target Retirement 2065 Composite Ix–1.56% –0.70%–0.70%12.18%
Target Retirement Income Compos. Ix–0.04% –0.52%–0.52%5.56%3.86%4.53% 5.03%
Tax-Exempt Money Mkt Funds Average0.07%0.19%0.19% 0.53%0.24%0.15%0.20%
Tax-Managed Balanced Compos. Index–0.99% –0.69%–0.69%7.90%6.23%7.77% 7.26%
US Gov't Money Market Funds Average0.08%0.20% 0.20%0.51%0.19%0.11%0.16%
Wellesley Income Composite Index–0.49% –2.30%–2.30%4.65%4.75%5.84% 6.36%
Wellington Composite Index–1.51%–1.17% –1.17%9.72%7.69%9.53%7.98%

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