U.S. stock market returns – 2015 third quarter

stockindexcloudThe table below provides US stock market returns for the third quarter, ending on September 30, 2015 as measured by major index providers.

Third quarter returns

Third quarter U.S. stock index returns turned negative during quarter, with  year-to-date returns now almost universally  negative (the exception  being the Morningstar large growth index which  has eked out a tiny 0.09% return year-to-date).

The nine month results show that growth stock indexes outperformed value stock indexes in all size dimensions: large-cap, mid-cap, and small-cap stocks.

Note that index providers have differing metrics for defining size and style dimensions, and employ differing transition metrics for stocks migrating from size and style categories. These differences are reflected in the dispersion of returns in each category.

Return Table

CRSP Dow Jones Morningstar MSCI Russell S&P Wilshire
Total Market -5.50% -5.49% -5.30% -5.39% -5.45% -5.47% -5.36%
Completion -6.29% -6.22% -6.26% -5.58%
Large Blend -5.50% -5.26% -5.13% -5.15% -5.24% -5.29%
Large Value -7.73% –7.87% -7.75% -7.75% -8.96% -8.86%
Large Growth -2.95% -2.52% 0.09% -3.10% -1.54% -2.17%
Mid Blend -4.58% -3.24% -5.08% -4.47% -5.84% -4.66%
Mid Value -5.51% -4.44% -6.54% -5.26% -7.66% -8.67%
Mid Growth -3.71% -2.52% -5.08% -3.72% -4.15% -0.87%
Small Blend -6.58% -7.04% -7.74% -6.98% -7.73% -5.49%
Small Value -7.20% -9.16% -11.11% -8.12% -10.06% -10.01%
Small Growth -5.90% -5.69% -4.30% -5.91% -5.47% -0.97%
About

Barry Barnitz, administrator of both the Bogleheads® wiki and of Financial Page, a Bogleheads® blog. In addition I serve as an administrator of finiki, the Canadian financial wiki, and as an administrator of the John C. Bogle Center for Financial Literacy site.

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