US index returns – 2017

stockindexcloudThe table below provides US stock market returns for 2017 as measured by major index providers. For the year, large cap stocks provided superior returns over mid cap and small cap stocks, and growth stocks outperformed value stocks.

2017 returns

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.

Note also that with the merger of Dow Jones indexes with Standard and Poors,  S&P only  publishes returns for Dow Jones indexes used as tracking indexes by Schwab index mutual funds and exchange-traded funds.

Return Table

CRSP Dow Jones Morningstar MSCI Russell S&P Wilshire
Total Market 21.19% 21.16% 21.47% 21.21% 21.13% 21.16% 20.99%
Completion 18.27% 18.11% 17.84%
Large Blend 22.07% 21.96% 22.69% 21.97% 21.69% 21.83% 21.84%
Large Value 17.16% 16.55% 15.09% 15.57% 13.67% 15.36% 16.31%
Large Growth 27.86% 16.55% 31.15% 28.68% 30.21% 27.44% 27.71%
Mid Blend 19.30% 19.66% 19.50% 20.26% 18.52% 16.24%
Mid Value 17.12% 13.02% 17.01% 13.34% 12.32%
Mid Growth 21.93% 25.67% 23.67% 25.27% 19.92%
Small Blend 16.24% 15.02% 15.03% 15.16% 14.65% 13.23% 13.45%
Small Value 11.83% 8.40% 9.22% 7.84% 11.51% 7.42%
Small Growth 21.90% 23.77% 21.46% 22.17% 14.79% 19.55%

Notes

CRSP indexes: CRSP US Total Market; CRSP US Large Cap; CRSP US Large Cap Value; CRSP US Large Cap Growth; CRSP US Mid Cap; CRSP US Mid Cap Valuue; CRSP US Mid Cap Growth; CRSP US Small Cap; CRSP US Small Cap Value; CRSP US Small Cap Growth.

Dow Jones indexes: DJ US Total Market; DJ US Total Market Large; DJ US Total Market Large Value; DJ US Total Market Large Growth; DJ US Total Market Mid; DJ US Total Market Small.

Morningstar indexes : Morningstar US Market; Morningstar Large; Morningstar Large Value; Morningstar Large Growth; Morningstar Mid; Morningstar Mid Value; Morningstar Mid Growth; Morningstar Small; Morningstar Small Value; Morningstar Small Growth.

MSCI indexes: MSCI Broad Market; MSCI Prime 750 Value; MSCI Prime 750 Growth;  MSCI Mid 450; MSCI Mid 450 Value; MSCI Mid 450 Growth; MSCI Small 1750; MSCI Small 1750 Value; MSCI Small 1750 Growth.

Russell indexes : Russell 3000; Russell Small Cap Completeness; Russell 1000; Russell 1000 Value; Russell 1000 Growth; Russell Mid; Russell Mid Value; Russell Mid Growth; Russell 2000; Russell 2000 Value; Russell 2000 Growth.

S&P indexes: S&P Total Market; S&P Completion; S&P 500; S&P 500 Value; S&P 500 Growth; S&P 400; S&P 400 Value;  S&P 400 Growth; S&P 600; S&P 600 Value; S&P 600 Growth;

Wilshire indexes: Wilshire 5000; Wilshire 4500; Wilshire US Large-Cap;  Wilshire US Large-Cap Value; Wilshire US Large-Cap Growth, Wilshire US Small-Cap; Wilshire US Small-Cap Value; Wilshire US Small-Cap Growth.

Data sources

About

Barry Barnitz, administrator of both the Bogleheads® wiki and of Financial Page, a Bogleheads® blog

Posted in indexing
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