Benchmark Returns

BenchmarkReturns as of 02/28/2021Month End YTD
as of
02/28/2021
Average Annual Total
Returns as of 02/28/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Balanced Composite Index1.30%3.56%0.82% 22.57%11.89%12.27%9.90%
BloomBarc 1 Year Municipal Index–0.03% 0.22%0.13%1.33%1.88%1.37%1.14%
BloomBarc 1-15 Year Municipal Index–1.26% –0.32%–0.79%1.38%4.35%2.95% 3.66%
BloomBarc 1-5 Year Municipal Index–0.54% –0.05%–0.28%1.64%2.87%1.89% 2.06%
BloomBarc CA Municipal Index–1.82% –0.94%–1.35%0.60%4.67%3.30% 4.82%
BloomBarc GA Credit Idx Hedged USD–1.50% –1.72%–2.20%2.38%6.03%5.22% 4.88%
BloomBarc GA ex-USD FlAdjRIC Cp Hgd–1.86% –1.98%–2.33%–0.36% 4.52%3.63%
BloomBarc MA Municipal Index–1.76% –0.90%–1.31%0.95%4.64%3.13% 4.12%
BloomBarc Municipal Bond Index–1.59% –0.36%–0.96%1.06%4.83%3.43% 4.44%
BloomBarc Municipal CA Intermed Idx–1.68% –1.09%–1.38%1.11%4.25%2.67% 3.91%
BloomBarc NJ Municipal Index–1.54% 1.21%–0.13%1.89%6.06%4.79%5.10%
BloomBarc NY Municipal Index–1.69% –0.18%–1.01%0.50%4.38%3.11% 4.17%
BloomBarc OH Municipal Index–1.55% –0.61%–1.08%1.37%4.80%3.40% 4.49%
BloomBarc PA Municipal Index–1.67% –0.21%–0.72%1.32%5.34%3.81% 4.71%
BloomBarc US 0-5 Year TIPS Index0.10%1.58%0.64% 4.75%3.81%2.79%1.73%
BloomBarc US 1-5 Year Credit Index–0.25% 0.06%–0.28%3.13%4.44%3.35%2.93%
BloomBarc US 1-5 Year Treasury Idx–0.34% –0.29%–0.37%1.82%3.49%2.01% 1.75%
BloomBarc US 1-5 Yr Corporate Index–0.23% 0.12%–0.28%3.42%4.61%3.57%3.14%

BenchmarkReturns as of 02/28/2021Month End YTD
as of
02/28/2021
Average Annual Total
Returns as of 02/28/2021
1 Month3 Month1 Year3 Year5 Year10 Year
BloomBarc US 1-5 Yr Government Idx–0.34% –0.29%–0.36%1.82%3.48%2.01% 1.74%
BloomBarc US 10+ Year Corp Index–3.19% –5.50%–5.79%1.26%8.97%8.60% 7.54%
BloomBarc US 5-10 Year Corp Index–1.44% –1.53%–2.16%3.83%7.33%5.76% 5.47%
BloomBarc US 5-10 Year Credit Index–1.50% –1.59%–2.21%3.48%7.17%5.56% 5.33%
BloomBarc US 5-10 Yr Treasury Index–1.98% –2.78%–2.70%0.69%5.80%2.80% 3.77%
BloomBarc US Agg Float Adj Index–1.50% –2.15%–2.28%1.35%5.37%3.62% 3.61%
BloomBarc US GNMA Index–0.56%–0.56% –0.74%1.50%3.91%2.32%2.80%
BloomBarc US Long Treasury Index–5.57% –10.05%–8.97%–6.02% 8.76%4.19%6.90%
BloomBarc US LongCredit A/Better Ix–3.56% –6.27%–6.30%–0.27% 8.57%7.19%7.41%
BloomBarc US MBS Float Adj Index–0.63% –0.37%–0.57%1.52%4.07%2.55% 2.86%
BloomBarc US Treas Bellwether:1Yr0.02%0.07%0.05% 1.13%2.21%1.61%0.97%
BloomBarc US Trsy Inflat Prtcd Idx–1.61% –0.15%–1.29%5.85%6.11%4.27% 3.57%
BloomBarc USD EmergMkt GovRIC CapIx–2.40% –1.94%–3.77%1.07%4.79%5.84%
Bloomberg Commodity Index TR6.47%14.70%9.27% 20.32%0.32%3.52%–5.88%
CA Tax-Exempt Money Mkt Funds Avg0.00%0.01%0.01% 0.21%0.66%0.49%0.25%
Communication Services Spliced Idx7.17%11.75% 6.94%45.41%15.57%10.09%9.82%
Conservative Growth Composite Index0.15%1.77% –0.29%13.86%8.17%8.52%6.68%
Consumer Discretionary Spliced Idx0.31%8.66%3.21% 64.02%22.34%21.38%17.93%

BenchmarkReturns as of 02/28/2021Month End YTD
as of
02/28/2021
Average Annual Total
Returns as of 02/28/2021
1 Month3 Month1 Year3 Year5 Year10 Year
CRSP US Total Market Index3.18%7.44%2.85% 35.61%15.05%17.46%
Dividend Growth Spliced Index1.54%1.10%–1.45% 23.68%12.82%14.94%12.09%
FTSE All-World ex US Index2.02%7.85%2.24% 26.98%5.76%11.49%5.12%
FTSE All-World Index2.36%6.67%1.92%30.54% 10.56%14.63%9.21%
FTSE AW ex US High Div Yield Idx3.90%9.67%4.04% 17.70%2.23%8.98%3.88%
FTSE Emerging Index1.11%10.84%4.41%32.68% 6.30%14.90%4.27%
FTSE Global All Cap Index Hdg.2.77%7.05%2.79% 29.00%11.71%14.70%10.42%
FTSE Global Small-Cap ex US Index3.47%9.79%3.08% 30.83%4.26%10.51%5.18%
FTSE High Dividend Yield Index4.58%7.53%3.95% 19.53%7.39%11.39%11.46%
Global Wellesley Income Comp Index0.51%1.73%–0.10% 8.25%5.66%
Global Wellington Composite Index1.13%3.38%0.31% 20.07%9.47%
Growth Composite Index1.92%5.73%1.70% 26.87%10.62%13.14%9.55%
High-Yield Corporate Composite Idx0.21%1.83%0.30% 9.03%6.91%8.04%6.28%
iMoneyNet MFR Treasury Funds Avg0.00%0.00%0.00% 0.10%1.03%0.72%0.36%
Income Composite Index–0.73%–0.18% –1.29%7.33%6.72%6.10%5.20%
Information Technology Spliced Idx1.45%6.70%0.79% 53.25%27.85%30.38%19.98%
JP Morgan EMBI Global Diversified–2.55% –1.78%–3.61%0.91%4.48%5.94% 5.86%
Managed Allocation Composite Index1.43%4.57%1.27% 21.42%9.14%10.80%7.20%

BenchmarkReturns as of 02/28/2021Month End YTD
as of
02/28/2021
Average Annual Total
Returns as of 02/28/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Moderate Growth Composite Index1.03%3.74%0.70% 20.38%9.48%10.86%8.24%
MSCI AC World Index ex USA Net1.98%7.73%2.20% 26.18%5.44%11.21%4.77%
MSCI US Broad Market Index3.14%7.38%2.74% 35.70%15.03%17.46%13.50%
MSCI US Prime Market 750 Index2.75%6.11%1.86% 34.36%15.08%17.48%13.67%
MSCI US Small Cap 1750 Index6.77%20.45%11.27% 49.56%14.75%17.25%12.17%
NASDAQ Intl DividendAchieversSel Ix1.00%4.95% –0.23%25.47%9.97%12.24%
NASDAQ US Dividend Achievers Select1.54%1.10% –1.45%23.68%12.82%14.94%12.09%
NY Tax-Exempt Money Mkt Funds Avg0.00%0.00%0.00% 0.23%0.71%0.52%0.26%
Real Estate Spliced Index3.38%6.29%3.40% 4.96%10.62%7.27%8.30%
Russell 1000 Growth Index–0.02%3.80% –0.76%44.26%20.97%22.22%16.45%
Russell 1000 Index2.90%6.36%2.05%34.28% 14.98%17.37%13.58%
Russell 1000 Value Index6.04%9.10%5.07% 22.22%8.23%12.02%10.40%
Russell 2000 Growth Index3.30%18.40%8.28% 58.88%18.95%21.15%13.80%
Russell 2000 Index6.23%21.23%11.58%51.00% 14.87%17.92%11.86%
Russell 2000 Value Index9.39%24.27%15.15% 41.06%10.14%14.22%9.65%
Russell 2500 Growth Index3.14%15.15%6.02% 59.59%21.65%22.53%14.93%
Russell 2500 Value Index8.90%19.05%11.30% 34.08%9.50%12.98%9.87%
Russell 3000 Index3.13%7.29%2.67%35.33% 14.97%17.41%13.44%

BenchmarkReturns as of 02/28/2021Month End YTD
as of
02/28/2021
Average Annual Total
Returns as of 02/28/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Russell Midcap Growth Index1.71%6.23%1.37% 46.25%20.11%20.49%14.52%
Russell Midcap Value Index7.75%12.47%7.50% 27.72%8.94%12.45%10.65%
S&P 500 Growth Index0.00%3.55%–0.51% 39.85%18.34%20.28%15.89%
S&P 500 Index2.76%5.63%1.72%31.29% 14.14%16.82%13.43%
S&P 500 Value Index5.92%7.89%4.24%19.93% 8.84%12.44%10.45%
S&P Completion Index5.19%16.01%8.18% 56.21%18.49%19.86%13.33%
S&P EPAC SmallCap Index2.56%8.75%1.98% 32.93%4.95%11.47%7.65%
S&P Global ex U.S. Property Index3.00%4.10%0.98% 2.23%1.15%6.44%4.76%
S&P MidCap 400 Growth Index4.10%12.81%6.03% 43.93%13.68%16.45%12.41%
S&P MidCap 400 Index6.80%15.48%8.41% 39.79%12.04%15.20%11.68%
S&P MidCap 400 Value Index9.54%18.18%10.80% 34.18%9.91%13.45%10.68%
S&P National AMT-Free Muni Bond Idx–1.59% –0.39%–1.01%0.81%4.60%3.29% 4.27%
S&P SmallCap 600 Growth Index4.50%20.99%11.06% 48.41%15.63%18.22%14.07%
S&P SmallCap 600 Index7.65%23.95%14.42% 46.69%13.23%16.66%12.94%
S&P SmallCap 600 Value Index10.81%26.78%17.78% 43.76%10.56%14.88%11.71%
Spl BloomBarc US 5-10Yr G/Cr FltAdj–1.74% –2.18%–2.45%2.42%6.57%4.19% 4.57%
Spl BloomBarc US Long Treasury Idx–5.57% –10.05%–8.97%–6.02% 8.76%4.23%6.85%
Spl BloomBarc US Treas 1-3 Yr Idx–0.06% 0.03%–0.03%1.66%2.88%1.77%1.31%

BenchmarkReturns as of 02/28/2021Month End YTD
as of
02/28/2021
Average Annual Total
Returns as of 02/28/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Spl BloomBarc US Treas 3-10 Yr Idx–1.37% –1.79%–1.80%1.37%5.15%2.62% 3.19%
Spl BloomBarc US1-5YrGov/Cr FlAdjIx–0.31% –0.17%–0.33%2.33%3.83%2.48% 2.12%
Spl BloomBarc USLongGv/Cr FltAdj Ix–4.19% –7.23%–7.04%–1.38% 9.06%6.85%7.37%
Spl Total International Stock Index2.16%8.04% 2.32%27.34%5.60%11.39%5.08%
Spliced Alternative Strategies Idx0.01%0.02%0.01% 0.33%3.76%4.18%
Spliced BloomBarc USAgg Flt AdjIx–1.50% –2.15%–2.28%1.35%5.37%3.62% 3.61%
Spliced Developed ex US Index2.41%7.02%1.54% 25.54%5.33%10.51%5.49%
Spliced Emerging Markets Index1.51%10.87%4.58% 32.84%6.10%14.27%4.07%
Spliced Energy Index4.25%7.99%4.49%–13.22% –11.32%–1.28%–4.70%
Spliced Equity Income Index4.58%7.53%3.95% 19.53%7.39%11.39%11.46%
Spliced European Stock Index2.57%6.47%1.24% 22.01%4.72%9.44%5.11%
Spliced Extended Market Index5.19%16.01%8.18% 56.21%18.49%19.86%13.33%
Spliced Global Capital Cycles Index3.43%9.61% 3.07%37.25%7.45%15.71%–3.08%
Spliced Global Equity Index2.32%6.58%1.85% 30.25%10.29%14.24%8.85%
Spliced Growth Index0.79%4.08%–0.14% 45.27%21.45%21.92%16.19%
Spliced Health Care Index–2.80%1.63% –1.79%22.61%11.68%11.60%12.76%
Spliced Inst Total Stock Market Idx3.18%7.44% 2.85%35.61%15.05%17.46%13.47%
Spliced International Index1.98%7.73%2.20% 26.18%5.44%11.21%4.77%

BenchmarkReturns as of 02/28/2021Month End YTD
as of
02/28/2021
Average Annual Total
Returns as of 02/28/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced Large Cap Index2.66%5.80%1.77% 33.78%14.96%17.42%13.63%
Spliced Market Neutral Index USD0.01%0.02%0.01% 0.33%1.49%1.15%0.60%
Spliced Mega Cap Growth Index0.28%3.30%–0.70% 44.68%21.49%22.45%16.74%
Spliced Mega Cap Index2.09%5.10%1.13% 33.12%15.15%17.70%13.89%
Spliced Mega Cap Value Index4.39%7.38%3.47% 20.56%8.46%12.80%11.01%
Spliced Mid Cap Growth Idx3.28%7.20%2.41% 46.34%19.73%19.52%13.46%
Spliced Mid Cap Index5.25%9.02%4.70% 35.99%13.74%15.85%12.26%
Spliced Mid Cap Value Index7.42%10.98%7.23% 24.99%7.62%12.04%10.86%
Spliced Pacific Stock Index1.58%7.43%1.24% 31.98%5.49%12.20%6.05%
Spliced Small and Mid Cap Index6.39%14.88%7.90% 43.41%14.82%17.12%12.65%
Spliced Small Cap Growth Index3.12%14.24%5.48% 53.82%21.13%21.51%13.78%
Spliced Small Cap Index6.14%16.50%8.47% 44.34%14.76%17.08%12.21%
Spliced Small Cap Value Index8.76%18.45%11.05% 35.37%9.20%13.19%10.66%
Spliced Social Index1.99%5.38%1.10%34.48% 16.40%18.84%14.81%
Spliced Total Stock Market Index3.18%7.44%2.85% 35.61%15.05%17.46%13.47%
Spliced Total World Stock Index2.67%7.45%2.39% 31.64%10.63%14.66%9.24%
Spliced U.S. Government Money Market Funds Average0.00% 0.00%0.00%0.15%1.19%0.89%0.44%
Spliced US IMI Consumer Stapl 25/50–0.78% –2.84%–4.84%15.61%9.33% 7.87%11.19%

BenchmarkReturns as of 02/28/2021Month End YTD
as of
02/28/2021
Average Annual Total
Returns as of 02/28/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Spliced US IMI Energy 25/5022.34%35.23%28.38% 14.60%–6.46%0.31%–2.56%
Spliced US IMI Financials 25/5011.66%17.68%10.11% 24.50%6.17%15.66%11.12%
Spliced US IMI Health Care 25/50–1.80% 4.68%0.50%30.05%14.39%15.19%16.10%
Spliced US IMI Industrials 25/506.76%5.92%3.64% 29.25%9.30%14.51%11.89%
Spliced US IMI Materials 25/504.57%5.81%1.97% 43.33%8.29%14.35%8.70%
Spliced US IMI Utilities 25/50–5.61% –5.63%–6.53%–2.70% 9.29%8.55%10.17%
Spliced Value Index5.05%7.97%4.22%21.25% 8.18%12.75%10.98%
STAR Composite Index1.37%4.17%1.08%22.04% 10.15%11.44%8.45%
Target Retirement 2015 Composite Ix0.14%1.75% –0.16%12.60%7.48%8.48%6.90%
Target Retirement 2020 Composite Ix0.66%2.92% 0.37%17.02%8.57%10.04%7.89%
Target Retirement 2025 Composite Ix0.99%3.66% 0.67%20.08%9.33%11.16%8.51%
Target Retirement 2030 Composite Ix1.32%4.40% 1.03%22.54%9.79%12.03%9.00%
Target Retirement 2035 Composite Ix1.65%5.14% 1.40%24.96%10.21%12.88%9.48%
Target Retirement 2040 Composite Ix1.99%5.89% 1.77%27.37%10.62%13.72%9.92%
Target Retirement 2045 Composite Ix2.32%6.65% 2.15%29.84%11.07%14.20%10.15%
Target Retirement 2050 Composite Ix2.36%6.74% 2.20%30.07%11.14%14.24%10.17%
Target Retirement 2055 Composite Ix2.36%6.74% 2.20%30.07%11.14%14.24%10.17%
Target Retirement 2060 Composite Ix2.36%6.74% 2.20%30.07%11.14%14.24%

BenchmarkReturns as of 02/28/2021Month End YTD
as of
02/28/2021
Average Annual Total
Returns as of 02/28/2021
1 Month3 Month1 Year3 Year5 Year10 Year
Target Retirement 2065 Composite Ix2.36%6.74% 2.20%30.07%11.14%
Target Retirement Income Compos. Ix0.00%1.42% –0.30%11.29%7.23%7.17%5.86%
Tax-Exempt Money Mkt Funds Average0.00%0.00%0.00% 0.24%0.76%0.58%0.29%
Tax-Managed Balanced Compos. Index0.82%3.03%0.67% 18.29%10.26%10.42%8.94%
US Gov't Money Market Funds Average0.00%0.00% 0.00%0.07%0.98%0.69%0.34%
Wellesley Income Composite Index0.48%0.79%–0.53% 8.25%6.95%7.17%7.11%
Wellington Composite Index1.19%2.66%0.09% 20.70%11.67%12.66%10.46%

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