Benchmark Returns

BenchmarkReturns as of 08/31/2020Month End YTD
as of
08/31/2020
Average Annual Total
Returns as of 08/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index3.89%9.96%10.00% 16.89%11.11%10.53%10.79%
BloomBarc 1 Year Municipal Index0.02%0.27%1.55% 1.95%1.75%1.41%1.13%
BloomBarc 1-15 Year Municipal Index–0.33% 1.65%3.27%3.26%3.63%3.48%3.37%
BloomBarc 1-5 Year Municipal Index–0.02% 0.97%2.57%2.88%2.42%2.16%1.95%
BloomBarc CA Municipal Index–0.66% 1.62%3.43%3.37%4.18%3.96%4.32%
BloomBarc GA Credit Index Hedged–0.70% 3.34%5.19%5.25%5.68%5.49%4.77%
BloomBarc GA ex-USD FlAdjRIC Cp Hgd–0.71% 0.80%2.77%1.05%4.88%4.52%
BloomBarc MA Municipal Index–0.57% 1.09%3.68%3.61%3.99%3.80%3.74%
BloomBarc Municipal Bond Index–0.47% 2.04%3.31%3.24%4.09%3.99%3.98%
BloomBarc Municipal CA Intermed Idx–0.34% 1.41%3.82%3.71%3.64%3.45%3.68%
BloomBarc NJ Municipal Index0.09%6.07%2.54% 2.45%5.07%5.33%4.34%
BloomBarc NY Municipal Index–0.75% 1.60%2.23%2.05%3.46%3.55%3.69%
BloomBarc OH Municipal Index–0.49% 1.83%4.01%3.90%4.18%4.06%4.09%
BloomBarc PA Municipal Index–0.36% 2.17%3.44%3.39%4.50%4.31%4.25%
BloomBarc US 0-5 Year TIPS Index1.16%2.68%3.86% 4.82%3.12%2.50%1.83%
BloomBarc US 1-5 Year Credit Index0.19%1.80%4.30% 5.16%3.88%3.36%2.96%
BloomBarc US 1-5 Year Treasury Idx–0.06% 0.18%4.34%4.43%3.10%2.32%1.75%
BloomBarc US 1-5 Yr Corporate Index0.24%2.11% 4.35%5.36%4.00%3.56%3.20%

BenchmarkReturns as of 08/31/2020Month End YTD
as of
08/31/2020
Average Annual Total
Returns as of 08/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
BloomBarc US 1-5 Yr Government Idx–0.06% 0.18%4.30%4.40%3.09%2.31%1.75%
BloomBarc US 10+ Year Corp Index–3.59% 4.96%8.87%8.74%8.92%9.20%7.42%
BloomBarc US 5-10 Year Corp Index–0.25% 4.31%7.40%8.22%6.49%6.22%5.54%
BloomBarc US 5-10 Year Credit Index–0.25% 4.12%7.27%7.95%6.36%6.02%5.38%
BloomBarc US 5-10 Yr Treasury Index–0.53% 0.27%9.77%7.96%5.53%4.31%3.74%
BloomBarc US Agg Float Adj Index–0.87% 1.38%7.04%6.57%5.17%4.41%3.69%
BloomBarc US GNMA Index–0.06%–0.44% 3.32%3.88%3.35%2.86%2.87%
BloomBarc US Long Treasury Index–4.31% –0.14%20.88%13.00%10.92%8.45%7.00%
BloomBarc US LongCredit A/Better Ix–3.96% 4.09%10.98%9.08%8.90%8.86%7.34%
BloomBarc US MBS Float Adj Index0.05%0.15%3.70% 4.49%3.58%3.05%2.95%
BloomBarc US Treas Bellwether:1Yr0.01%0.09%1.68% 2.43%2.25%1.63%0.98%
BloomBarc US Trsy Inflat Prtcd Idx1.09%4.57%9.63% 8.99%5.70%4.57%3.68%
BloomBarc USD EmergMkt GovRIC CapIx0.50%7.33% 1.89%3.85%4.39%6.21%
Bloomberg Commodity Index TR6.76%15.43%–9.04% –3.90%–3.13%–3.10% –5.05%
CA Tax-Exempt Money Mkt Funds Avg0.00%0.00%0.29% 0.55%0.73%0.49%0.25%
Communication Services Spliced Idx8.22%16.08% 15.49%25.23%6.95%8.14%9.80%
Conservative Growth Composite Index1.91%6.68% 6.42%10.61%7.39%7.36%7.20%
Consumer Discretionary Spliced Idx13.10%29.97% 30.92%40.11%21.88%17.13%19.52%

BenchmarkReturns as of 08/31/2020Month End YTD
as of
08/31/2020
Average Annual Total
Returns as of 08/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
CRSP US Total Market Index7.18%15.82%9.39% 21.28%13.93%13.83%
Dividend Growth Spliced Index6.24%11.68%5.98% 12.60%14.25%13.97%13.65%
FTSE All-World ex US Index4.42%13.78%–2.82% 8.78%2.92%6.00%5.58%
FTSE All-World Index6.23%15.28%4.82% 16.92%9.30%10.59%10.25%
FTSE AW ex US High Div Yield Idx3.65%10.82%–13.10% –1.76%–1.64%2.98%4.06%
FTSE Emerging Index2.20%19.48%–0.11% 13.01%3.27%8.47%3.78%
FTSE Global All Cap Index Hdg.5.67%12.86%3.91% 14.86%9.87%10.66%11.06%
FTSE Global Small-Cap ex US Index5.38%15.79%–3.30% 9.62%1.11%5.49%5.78%
FTSE High Dividend Yield Index3.24%5.59%–8.98% 0.69%5.25%8.97%12.18%
Global Wellesley Income Comp Index1.08%4.79%–0.10% 3.69%4.29%
Global Wellington Composite Index4.15%10.49%5.65% 13.30%8.67%
Growth Composite Index4.70%12.31%5.79% 15.16%9.10%9.86%10.45%
High-Yield Corporate Composite Idx0.72%5.91%3.19% 6.10%5.52%6.33%6.65%
iMoneyNet MFR Treasury Funds Avg0.00%0.01%0.27% 0.70%1.13%0.71%0.36%
Income Composite Index0.53%3.92%6.25% 7.89%6.31%5.95%5.52%
Information Technology Spliced Idx11.26%26.25% 35.10%55.98%31.23%28.15%22.42%
JP Morgan EMBI Global Diversified0.51%7.91%1.37% 2.73%4.14%6.27%5.80%
Managed Allocation Composite Index3.68%10.20% 5.43%12.48%7.79%8.20%7.92%

BenchmarkReturns as of 08/31/2020Month End YTD
as of
08/31/2020
Average Annual Total
Returns as of 08/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Moderate Growth Composite Index3.30%9.48%6.27% 13.04%8.32%8.66%8.93%
Money Market Funds Average0.00%0.02%0.35% 0.84%1.32%0.89%0.44%
MSCI AC World Index ex USA Net4.28%13.85%–3.05% 8.31%2.63%5.75%5.26%
MSCI US Broad Market Index7.23%16.07%9.41% 21.45%13.95%13.86%14.99%
MSCI US Prime Market 750 Index7.44%16.40%10.93% 23.10%14.88%14.54%15.30%
MSCI US Small Cap 1750 Index4.90%12.46%–5.21% 5.45%5.24%7.68%11.99%
NASDAQ Intl DividendAchieversSel Ix4.14%13.16% 1.63%12.81%6.58%
NASDAQ US Dividend Achievers Select6.24%11.68% 5.98%12.60%14.25%13.97%13.65%
NY Tax-Exempt Money Mkt Funds Avg0.00%0.01%0.32% 0.59%0.78%0.52%0.26%
Real Estate Spliced Index0.48%6.65%–10.30% –8.01%3.34%6.52%9.35%
Russell 1000 Growth Index10.32%23.98%30.47% 44.34%24.18%20.66%19.02%
Russell 1000 Index7.34%16.14%10.43%22.50% 14.58%14.31%15.19%
Russell 1000 Value Index4.13%7.53%–9.35% 0.84%4.50%7.53%11.05%
Russell 2000 Growth Index5.87%13.71%6.15% 17.28%10.90%10.45%14.08%
Russell 2000 Index5.63%12.40%–5.53% 6.02%5.03%7.65%11.53%
Russell 2000 Value Index5.39%10.68%–17.71% –6.14%–1.39%4.37%8.71%
Russell 2500 Growth Index4.50%14.28%12.45% 21.99%15.21%13.09%15.58%
Russell 2500 Value Index4.54%9.69%–15.12% –4.96%0.16%4.72%9.46%

BenchmarkReturns as of 08/31/2020Month End YTD
as of
08/31/2020
Average Annual Total
Returns as of 08/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Russell 3000 Index7.24%15.93%9.39%21.44% 13.95%13.86%14.94%
Russell 3000 Value Index4.21%7.71%–9.91% 0.39%4.11%7.33%10.89%
Russell Midcap Growth Index2.72%13.53%15.54% 23.56%17.86%14.94%16.03%
Russell Midcap Value Index3.96%10.10%–10.82% –1.30%2.51%6.14%10.94%
S&P 500 Growth Index9.57%22.05%26.53% 37.45%21.45%18.98%18.22%
S&P 500 Index7.19%15.48%9.74%21.94% 14.52%14.46%15.16%
S&P 500 Value Index3.58%6.34%–9.30% 3.44%6.16%8.75%11.45%
S&P Completion Index7.18%17.88%6.95% 17.59%10.58%10.70%13.56%
S&P EPAC SmallCap Index6.97%14.47%–2.16% 12.09%2.49%6.44%8.41%
S&P Global ex U.S. Property Index4.78%9.36%–15.61% –8.03%–0.75%3.76%
S&P MidCap 400 Growth Index3.29%11.10%3.88% 12.30%9.22%10.14%13.44%
S&P MidCap 400 Index3.51%9.65%–5.55% 4.22%5.38%8.11%12.05%
S&P MidCap 400 Value Index3.81%7.84%–15.73% –4.98%1.00%5.53%10.35%
S&P National AMT-Free Muni Bond Idx–0.37% 1.87%3.15%3.01%3.91%3.86%3.77%
S&P SmallCap 600 Growth Index3.00%12.82%–3.86% 5.48%7.46%9.50%13.95%
S&P SmallCap 600 Index3.99%12.31%–11.07% –0.55%3.82%7.47%12.31%
S&P SmallCap 600 Value Index5.18%11.72%–18.59% –7.21%0.00%5.28%10.59%
Spl BloomBarc US 5-10Yr G/Cr FltAdj–0.39% 2.19%8.92%8.26%6.02%5.19%4.56%

BenchmarkReturns as of 08/31/2020Month End YTD
as of
08/31/2020
Average Annual Total
Returns as of 08/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Spl BloomBarc US Long Treasury Idx–4.31% –0.14%20.88%13.00%10.92%8.47%7.00%
Spl BloomBarc US Treas 1-3 Yr Idx–0.02% 0.11%3.09%3.49%2.59%1.88%1.32%
Spl BloomBarc US Treas 3-10 Yr Idx–0.33% 0.27%8.02%6.90%4.75%3.68%3.16%
Spl BloomBarc US1-5YrGov/Cr FlAdjIx0.03%0.74% 4.38%4.72%3.38%2.69%2.13%
Spl BloomBarc USLongGv/Cr FltAdj Ix–3.75% 2.93%14.36%10.92%9.91%8.98%7.30%
Spl Total International Stock Index4.51%13.97% –2.88%8.85%2.73%5.95%5.49%
Spliced Alternative Strategies Idx0.01%0.03%0.55% 1.83%4.65%4.60%
Spliced BloomBarc USAgg Flt AdjIx–0.87% 1.38%7.04%6.57%5.17%4.41%3.69%
Spliced Developed ex US Index5.30%12.24%–3.77% 7.63%2.60%5.31%6.17%
Spliced Emerging Markets Index2.24%19.60%0.43% 13.23%2.91%7.85%3.60%
Spliced Energy Index1.21%–0.88% –34.44%–27.42%–9.54% –4.29%–1.64%
Spliced Equity Income Index3.24%5.59%–8.98% 0.69%5.25%8.97%12.18%
Spliced European Stock Index4.41%13.05%–5.25% 6.65%2.00%4.40%6.05%
Spliced Extended Market Index7.18%17.88%6.95% 17.59%10.58%10.70%13.56%
Spliced Global Capital Cycles Index5.01%16.65% 6.41%18.46%2.51%13.20%–1.72%
Spliced Global Equity Index6.12%15.30%4.75% 16.52%8.99%10.21%9.90%
Spliced Growth Index10.14%24.22%32.01% 45.43%23.43%19.74%18.57%
Spliced Health Care Index1.98%5.54%8.65% 23.31%11.65%8.76%14.03%

BenchmarkReturns as of 08/31/2020Month End YTD
as of
08/31/2020
Average Annual Total
Returns as of 08/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Inst Total Stock Market Idx7.18%15.82% 9.39%21.28%13.93%13.83%14.95%
Spliced International Index4.28%13.85%–3.05% 8.31%2.63%5.75%5.26%
Spliced Large Cap Index7.62%16.43%11.46% 23.73%15.06%14.69%15.34%
Spliced Market Neutral Index USD0.01%0.03%0.55% 1.18%1.68%1.15%0.60%
Spliced Mega Cap Growth Index11.48%26.33%35.32% 49.93%24.87%21.10%19.26%
Spliced Mega Cap Index8.49%17.29%13.35% 26.25%16.18%15.65%15.73%
Spliced Mega Cap Value Index4.47%6.38%–8.03% 3.02%6.94%9.75%12.03%
Spliced Mid Cap Growth Idx3.22%13.95%15.78% 24.19%16.11%13.49%15.16%
Spliced Mid Cap Index3.15%11.98%1.91% 11.17%9.42%9.91%13.34%
Spliced Mid Cap Value Index3.07%9.64%–11.63% –1.91%2.62%6.10%11.28%
Spliced NJ Tax-Ex Money Mkt Fds Avg0.00%0.00% 0.32%0.61%0.84%0.57%0.28%
Spliced PA Tax-Ex Money Mkt Fds Avg0.00%0.00% 0.32%0.61%0.84%0.57%0.28%
Spliced Pacific Stock Index6.63%10.36%–1.89% 9.78%3.14%6.66%6.32%
Spliced Small and Mid Cap Index3.88%12.39%–1.14% 8.55%8.14%9.44%13.06%
Spliced Small Cap Growth Index3.47%12.72%10.25% 18.71%14.86%12.72%14.89%
Spliced Small Cap Index4.05%11.49%–3.70% 5.55%6.86%8.52%12.49%
Spliced Small Cap Value Index4.63%10.31%–15.02% –5.35%0.13%4.83%10.21%
Spliced Social Index8.10%18.55%13.69% 27.98%17.24%15.90%16.67%

BenchmarkReturns as of 08/31/2020Month End YTD
as of
08/31/2020
Average Annual Total
Returns as of 08/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Total Stock Market Index7.18%15.82%9.39% 21.28%13.93%13.83%14.95%
Spliced Total World Stock Index6.06%15.12%4.05% 15.98%8.83%10.26%10.14%
Spliced US IMI Consumer Stapl 25/504.70%11.68% 5.17%11.12%8.95%9.34%12.63%
Spliced US IMI Energy 25/50–0.57%–5.72% –39.67%–33.86%–14.62% –9.36%–1.77%
Spliced US IMI Financials 25/503.81%7.40%–18.71% –6.62%1.76%7.47%10.49%
Spliced US IMI Health Care 25/502.44%6.06%8.98% 24.10%12.99%11.26%17.23%
Spliced US IMI Industrials 25/508.25%15.29%–3.66% 5.10%6.46%10.44%13.14%
Spliced US IMI Materials 25/504.52%13.96%1.57% 12.22%4.81%9.35%9.85%
Spliced US IMI Utilities 25/50–2.50% –0.40%–8.01%–3.97% 5.66%10.75%11.01%
Spliced Value Index4.25%6.95%–8.70% 2.17%6.19%9.21%11.90%
STAR Composite Index3.75%10.12%7.12% 14.56%8.98%9.12%9.18%
Target Retirement 2015 Composite Ix1.86%6.23% 5.87%9.95%7.02%7.25%7.94%
Target Retirement 2020 Composite Ix2.72%8.12% 6.02%11.76%7.81%8.21%8.92%
Target Retirement 2025 Composite Ix3.27%9.42% 6.11%12.98%8.38%8.87%9.60%
Target Retirement 2030 Composite Ix3.79%10.49% 5.98%13.82%8.69%9.33%10.18%
Target Retirement 2035 Composite Ix4.32%11.55% 5.79%14.60%8.97%9.78%10.74%
Target Retirement 2040 Composite Ix4.85%12.62% 5.55%15.34%9.24%10.20%11.08%
Target Retirement 2045 Composite Ix5.38%13.70% 5.39%16.04%9.41%10.41%11.18%

BenchmarkReturns as of 08/31/2020Month End YTD
as of
08/31/2020
Average Annual Total
Returns as of 08/31/2020
1 Month3 Month1 Year3 Year5 Year10 Year
Target Retirement 2050 Composite Ix5.41%13.74% 5.43%16.09%9.43%10.42%11.18%
Target Retirement 2055 Composite Ix5.41%13.74% 5.43%16.09%9.43%10.42%11.18%
Target Retirement 2060 Composite Ix5.41%13.74% 5.43%16.09%9.43%10.42%
Target Retirement 2065 Composite Ix5.41%13.74% 5.43%16.09%9.43%
Target Retirement Income Compos. Ix1.55%5.55% 6.05%9.26%6.53%6.33%6.21%
Tax-Exempt Money Mkt Funds Average0.00%0.00%0.32% 0.62%0.85%0.58%0.29%
Tax-Managed Balanced Compos. Index3.44%8.79%8.15% 13.95%9.65%9.26%9.54%
US Gov't Money Market Funds Average0.00%0.00% 0.23%0.65%1.08%0.68%0.34%
Wellesley Income Composite Index0.18%3.65%2.00% 5.51%6.04%6.91%7.39%
Wellington Composite Index4.16%10.88%9.51% 17.19%11.81%11.49%11.58%

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