Benchmark Returns

BenchmarkReturns as of 11/30/2019Month End YTD
as of
11/30/2019
Average Annual Total
Returns as of 11/30/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index2.23%4.50%19.86% 13.97%10.35%7.82%9.78%
BloomBarc 1 Year Municipal Index0.17%0.25%2.31% 2.70%1.72%1.16%1.10%
BloomBarc 1-15 Year Municipal Index0.23%–0.32% 6.10%7.28%4.32%3.00%3.62%
BloomBarc 1-5 Year Municipal Index0.21%0.07%3.80% 4.53%2.59%1.72%2.01%
BloomBarc CA Municipal Index0.23%–0.34% 7.36%8.54%5.07%3.57%4.87%
BloomBarc GA Credit Index Hedged0.12%–0.12% 11.65%12.98%5.62%4.34%5.00%
BloomBarc GA ex-USD FlAdjRIC Cp Hgd–0.22% –1.24%8.54%9.80%4.88%4.26%
BloomBarc MA Municipal Index0.19%–0.34% 6.98%8.31%4.83%3.34%4.03%
BloomBarc Municipal Bond Index0.25%–0.38% 7.21%8.49%5.02%3.57%4.34%
BloomBarc Municipal CA Intermed Idx0.24%–0.40% 5.95%7.25%4.32%2.91%4.19%
BloomBarc NJ Municipal Index0.36%–0.52% 8.71%10.18%6.54%4.44%4.76%
BloomBarc NY Municipal Index0.25%–0.45% 6.83%8.09%4.71%3.41%4.14%
BloomBarc OH Municipal Index0.24%–0.37% 6.92%8.30%4.87%3.59%4.27%
BloomBarc PA Municipal Index0.18%–0.43% 7.83%9.33%5.51%3.89%4.54%
BloomBarc US 0-5 Year TIPS Index0.12%0.20%4.10% 4.30%1.95%1.39%
BloomBarc US 1-5 Year Credit Index0.03%0.47%6.20% 7.15%3.23%2.55%2.98%
BloomBarc US 1-5 Year Treasury Idx–0.12% –0.05%4.10%5.28%2.09%1.57%1.58%
BloomBarc US 1-5 Yr Corporate Index0.05%0.56% 6.56%7.46%3.39%2.73%3.24%

BenchmarkReturns as of 11/30/2019Month End YTD
as of
11/30/2019
Average Annual Total
Returns as of 11/30/2019
1 Month3 Month1 Year3 Year5 Year10 Year
BloomBarc US 1-5 Yr Government Idx–0.12% –0.04%4.09%5.25%2.10%1.58%1.58%
BloomBarc US 10+ Year Corp Index0.64%–0.23% 23.75%26.74%9.36%6.60%7.84%
BloomBarc US 5-10 Year Corp Index0.03%0.29%13.74% 15.22%5.81%4.62%5.79%
BloomBarc US 5-10 Year Credit Index–0.02% 0.20%13.41%14.98%5.75%4.46%5.62%
BloomBarc US 5-10 Yr Treasury Index–0.55% –1.22%7.95%10.52%3.69%2.81%3.65%
BloomBarc US Agg Float Adj Index–0.06% –0.35%8.97%10.96%4.16%3.11%3.63%
BloomBarc US GNMA Index–0.02%0.41% 5.71%7.65%2.84%2.31%3.04%
BloomBarc US Long Treasury Index–0.52% –3.83%18.12%24.59%7.77%5.32%6.69%
BloomBarc US LongCredit A/Better Ix0.33%–1.15% 21.54%25.16%8.69%6.41%7.57%
BloomBarc US MBS Float Adj Index0.08%0.48%5.88% 7.72%3.06%2.48%2.92%
BloomBarc US Treas Bellwether:1Yr0.06%0.55%2.82% 3.13%1.81%1.30%0.85%
BloomBarc US Trsy Inflat Prtcd Idx0.15%–0.96% 8.02%8.61%3.15%2.31%3.09%
BloomBarc USD EmergMkt GovRIC CapIx–0.24% –0.18%11.68%13.36%6.10%5.12%
Bloomberg Commodity Index TR–2.56% 0.58%2.52%–4.54%–1.97%–6.36% –5.01%
CA Tax-Exempt Money Mkt Funds Avg0.05%0.19%0.86% 0.96%0.66%0.42%0.21%
Communication Services Spliced Idx3.19%5.89%24.94% 14.68%1.79%3.72%8.50%
Conservative Growth Composite Index0.99%2.63% 14.48%12.17%7.67%5.53%6.67%
Consumer Discretionary Spliced Idx1.82%3.82%23.82% 12.78%14.25%11.23%16.83%

BenchmarkReturns as of 11/30/2019Month End YTD
as of
11/30/2019
Average Annual Total
Returns as of 11/30/2019
1 Month3 Month1 Year3 Year5 Year10 Year
CRSP US Total Market Index3.78%7.78%27.19% 15.38%14.22%10.58%
Dividend Growth Spliced Index2.45%3.90%26.88% 15.66%15.42%10.85%12.58%
FTSE All-World ex US Index0.92%7.29%16.76% 11.50%9.39%4.20%5.06%
FTSE All-World Index2.45%7.67%22.62% 14.06%12.32%7.68%8.99%
FTSE AW ex US High Div Yield Idx0.48%8.29%13.64% 9.10%8.17%2.76%4.34%
FTSE Emerging Index0.28%5.77%12.33%9.43% 9.02%3.23%3.45%
FTSE Global All Cap Index Hdg.2.96%7.55%24.00% 14.89%12.35%8.91%10.39%
FTSE Global Small-Cap ex US Index1.59%7.63%15.57% 9.16%7.46%4.53%5.90%
FTSE High Dividend Yield Index2.35%7.32%20.54% 9.94%10.81%8.97%12.75%
Global Wellesley Income Comp Index0.55%2.48%13.25% 11.67%
Global Wellington Composite Index1.78%5.00%19.30% 14.05%
Growth Composite Index2.10%5.94%20.16% 13.43%10.84%7.38%9.50%
High-Yield Corporate Composite Idx0.59%1.35%12.97% 11.17%6.29%5.30%7.24%
iMoneyNet MFR Treasury Funds Avg0.10%0.33%1.53% 1.69%1.07%0.64%0.32%
Income Composite Index0.44%1.00%11.66% 11.43%6.04%4.52%5.27%
Information Technology Spliced Idx5.65%10.99% 43.09%31.05%26.86%18.94%17.83%
JP Morgan EMBI Global Diversified–0.48% –0.65%12.77%14.29%6.45%5.32%6.73%
Managed Payout Composite Index1.41%4.33%16.86% 11.90%8.85%5.87%7.25%

BenchmarkReturns as of 11/30/2019Month End YTD
as of
11/30/2019
Average Annual Total
Returns as of 11/30/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Moderate Growth Composite Index1.54%4.28%17.32% 12.84%9.27%6.49%8.22%
Money Market Funds Average0.11%0.38%1.74% 1.92%1.30%0.79%0.40%
MSCI AC World Index ex USA Net0.88%7.09%16.47% 11.20%9.24%3.85%4.74%
MSCI US Broad Market Index3.79%7.88%27.38% 15.51%14.23%10.62%13.48%
MSCI US Prime Market 750 Index3.78%7.85%27.95% 16.35%14.89%10.92%13.52%
MSCI US Small Cap 1750 Index3.83%8.13%22.34% 8.21%8.63%8.05%12.98%
NASDAQ Intl DividendAchieversSel Ix1.40%6.85% 22.56%18.05%12.28%
NASDAQ US Dividend Achievers Select2.45%3.90% 26.88%15.66%15.42%10.85%12.56%
NY Tax-Exempt Money Mkt Funds Avg0.05%0.20%0.94% 1.04%0.71%0.44%0.23%
Real Estate Spliced Index–1.25%1.71% 27.97%17.78%9.83%7.51%12.73%
Russell 1000 Growth Index4.44%7.39%32.40% 21.01%19.79%13.71%15.23%
Russell 1000 Index3.78%7.82%27.74%16.10% 14.67%10.80%13.49%
Russell 1000 Value Index3.09%8.26%23.15% 11.33%9.59%7.83%11.69%
Russell 2000 Growth Index5.89%8.01%25.61% 10.93%12.15%9.48%13.68%
Russell 2000 Index4.12%9.08%22.01%7.51% 8.57%8.22%12.38%
Russell 2000 Value Index2.34%10.20%18.25% 3.96%4.98%6.83%10.99%
Russell 2500 Growth Index6.81%7.49%31.43% 17.17%15.16%10.92%14.76%
Russell 2500 Value Index2.45%8.68%19.94% 6.68%6.06%6.85%11.65%

BenchmarkReturns as of 11/30/2019Month End YTD
as of
11/30/2019
Average Annual Total
Returns as of 11/30/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Russell 3000 Index3.80%7.90%27.34%15.49% 14.22%10.61%13.41%
Russell 3000 Value Index3.04%8.39%22.82% 10.81%9.26%7.77%11.65%
Russell Midcap Growth Index4.98%5.70%33.90% 21.75%17.04%11.28%14.79%
Russell Midcap Value Index2.67%7.41%23.31% 10.37%7.65%7.13%12.65%
S&P 500 Growth Index3.43%5.54%27.40% 16.42%18.08%12.64%14.68%
S&P 500 Index3.63%7.86%27.63%16.11% 14.88%10.98%13.44%
S&P 500 Value Index3.86%10.59%27.94% 15.81%11.28%8.97%12.01%
S&P Completion Index4.58%7.62%25.24% 11.74%10.84%8.64%13.27%
S&P EPAC SmallCap Index2.04%9.54%18.28% 10.46%9.73%7.01%7.94%
S&P Global ex U.S. Property Index–0.71% 5.04%16.78%14.65%9.96%5.15%
S&P MidCap 400 Growth Index3.16%5.45%23.20% 9.30%10.70%9.23%13.49%
S&P MidCap 400 Index2.98%7.33%22.75% 8.86%9.04%8.60%13.10%
S&P MidCap 400 Value Index2.78%9.34%22.26% 8.38%7.26%7.71%12.57%
S&P National AMT-Free Muni Bond Idx0.18%–0.47% 7.07%8.32%4.75%3.45%4.19%
S&P SmallCap 600 Growth Index3.43%6.53%17.62% 3.70%10.27%10.87%14.86%
S&P SmallCap 600 Index3.06%8.58%19.22% 4.83%8.49%9.53%13.96%
S&P SmallCap 600 Value Index2.71%10.65%20.91% 6.01%6.72%8.20%13.07%
Spl BloomBarc US 5-10Yr G/Cr FltAdj–0.30% –0.57%10.41%12.53%4.66%3.59%4.60%

BenchmarkReturns as of 11/30/2019Month End YTD
as of
11/30/2019
Average Annual Total
Returns as of 11/30/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Spl BloomBarc US Long Treasury Idx–0.52% –3.83%18.12%24.59%7.77%5.34%6.69%
Spl BloomBarc US Treas 1-3 Yr Idx–0.04% 0.18%3.37%4.20%1.80%1.31%1.15%
Spl BloomBarc US Treas 3-10 Yr Idx–0.40% –0.83%6.66%8.81%3.15%2.45%3.06%
Spl BloomBarc US1-5YrGov/Cr FlAdjIx–0.07% 0.12%4.79%5.88%2.49%1.92%2.01%
Spl BloomBarc USLongGv/Cr FltAdj Ix0.08%–1.89% 20.97%25.45%8.74%6.00%7.35%
Spl Total International Stock Index0.98%7.32% 16.64%11.27%9.20%4.23%4.89%
Spliced BloomBarc USAgg Flt AdjIx–0.06% –0.35%8.97%10.96%4.16%3.11%3.62%
Spliced Developed ex US Index1.23%7.83%17.95% 11.88%9.38%4.59%5.47%
Spliced Emerging Markets Index0.12%5.52%12.68% 9.72%8.04%2.55%3.23%
Spliced Energy Index0.65%5.10%7.10%–2.54% 0.97%–0.78%1.06%
Spliced Equity Income Index2.35%7.32%20.54% 9.94%10.81%8.97%12.75%
Spliced European Stock Index1.68%8.02%19.56% 14.03%10.61%3.73%5.18%
Spliced Extended Market Index4.58%7.62%25.24% 11.74%10.84%8.64%13.27%
Spliced FTSE 3-Mo US T-Bill Index0.15%1.14%5.43% 6.00%5.66%
Spliced Global Capital Cycles Index1.86%6.24% 20.94%15.68%5.54%3.96%–2.50%
Spliced Global Equity Index2.44%7.46%22.29% 13.68%11.95%7.24%8.63%
Spliced Growth Index3.98%6.84%33.17% 21.70%18.49%12.33%14.69%
Spliced Health Care Index4.47%9.66%18.53% 8.97%13.69%6.93%12.25%

BenchmarkReturns as of 11/30/2019Month End YTD
as of
11/30/2019
Average Annual Total
Returns as of 11/30/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Inst Total Stock Market Idx3.78%7.78% 27.19%15.38%14.22%10.58%13.45%
Spliced International Index0.88%7.09%16.47% 11.20%9.24%3.85%4.38%
Spliced Large Cap Index3.70%7.85%27.71% 16.23%14.93%10.91%13.50%
Spliced Market Neutral Index USD0.15%0.49%2.11% 2.31%1.61%1.01%0.54%
Spliced Mega Cap Growth Index4.11%7.20%33.15% 21.82%19.28%12.86%14.82%
Spliced Mega Cap Index3.80%8.12%27.63% 16.38%15.58%11.33%13.49%
Spliced Mega Cap Value Index3.50%9.08%22.46% 11.35%12.23%9.90%12.25%
Spliced Mid Cap Growth Idx3.37%5.05%31.16% 19.23%14.81%9.78%14.03%
Spliced Mid Cap Index3.22%6.50%27.99% 15.35%11.74%8.82%13.54%
Spliced Mid Cap Value Index3.07%8.05%24.65% 11.34%8.91%7.84%12.96%
Spliced NJ Tax-Ex Money Mkt Fds Avg0.06%0.22% 0.98%1.09%0.79%0.49%0.25%
Spliced PA Tax-Ex Money Mkt Fds Avg0.06%0.22% 0.98%1.09%0.79%0.49%0.25%
Spliced Pacific Stock Index0.26%8.38%14.29% 8.40%8.31%5.89%6.04%
Spliced Small and Mid Cap Index3.78%7.43%25.97% 12.67%11.05%9.07%13.64%
Spliced Small Cap Growth Index6.17%6.10%30.81% 16.84%14.81%10.30%14.37%
Spliced Small Cap Index4.14%7.25%24.62% 10.80%10.19%8.66%13.39%
Spliced Small Cap Value Index2.51%8.37%19.45% 5.77%6.42%7.24%12.38%
Spliced Social Index4.12%8.95%29.77% 18.27%16.61%11.88%14.43%

BenchmarkReturns as of 11/30/2019Month End YTD
as of
11/30/2019
Average Annual Total
Returns as of 11/30/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Total Stock Market Index3.78%7.78%27.19% 15.38%14.22%10.58%13.44%
Spliced Total World Stock Index2.51%7.62%22.54% 13.74%11.98%7.62%8.96%
Spliced US IMI Consumer Stapl 25/501.45%2.87% 22.88%11.83%9.45%7.35%11.95%
Spliced US IMI Energy 25/501.12%2.22%2.03% –11.67%–6.65%–4.52% 1.57%
Spliced US IMI Financials 25/504.85%12.04%28.49% 13.78%11.66%11.10%12.13%
Spliced US IMI Health Care 25/506.07%10.19%18.08% 7.21%15.65%9.65%15.19%
Spliced US IMI Industrials 25/504.33%8.91%30.07% 15.75%11.12%9.67%13.90%
Spliced US IMI Materials 25/503.23%7.22%20.15% 10.67%7.04%6.00%9.26%
Spliced US IMI Utilities 25/50–2.05% 1.09%21.06%16.10%14.28%10.55%12.39%
Spliced Value Index3.43%8.93%22.50%11.07% 11.69%9.57%12.37%
STAR Composite Index1.80%4.74%17.98% 12.82%9.57%6.72%8.32%
Target Retirement 2015 Composite Ix0.94%2.53% 13.62%11.12%7.60%5.41%7.36%
Target Retirement 2020 Composite Ix1.31%3.61% 15.85%12.06%8.74%6.15%8.22%
Target Retirement 2025 Composite Ix1.56%4.35% 17.53%12.81%9.58%6.64%8.79%
Target Retirement 2030 Composite Ix1.77%4.97% 18.60%13.04%10.17%6.98%9.27%
Target Retirement 2035 Composite Ix1.98%5.60% 19.66%13.26%10.76%7.31%9.74%
Target Retirement 2040 Composite Ix2.19%6.22% 20.73%13.47%11.35%7.63%10.07%
Target Retirement 2045 Composite Ix2.37%6.78% 21.58%13.70%11.61%7.81%10.16%

BenchmarkReturns as of 11/30/2019Month End YTD
as of
11/30/2019
Average Annual Total
Returns as of 11/30/2019
1 Month3 Month1 Year3 Year5 Year10 Year
Target Retirement 2050 Composite Ix2.37%6.78% 21.58%13.70%11.61%7.81%10.16%
Target Retirement 2055 Composite Ix2.37%6.78% 21.58%13.70%11.61%7.81%
Target Retirement 2060 Composite Ix2.37%6.78% 21.58%13.70%11.61%7.81%
Target Retirement 2065 Composite Ix2.37%6.78% 21.58%13.70%
Target Retirement Income Compos. Ix0.75%1.96% 12.22%10.70%6.43%4.68%5.82%
Tax-Exempt Money Mkt Funds Average0.06%0.22%0.97% 1.09%0.80%0.50%0.25%
Tax-Managed Balanced Compos. Index1.99%3.70%16.66% 11.94%9.61%7.09%8.77%
US Gov't Money Market Funds Average0.09%0.33% 1.52%1.67%1.03%0.62%0.31%
Wellesley Income Composite Index0.87%2.35%14.85% 12.58%7.23%5.84%7.58%
Wellington Composite Index2.38%4.96%22.02% 15.58%11.55%8.65%10.49%

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