Developed market index returns

The growing proliferation of indexes from index providers, along with a corresponding growing number of index funds and ETFs, creates a number of issues for investors, since the index returns of the different providers result in a dispersion of both yearly and multi-period returns. These return differences are mainly due to the differing methodologies index providers utilize in constructing their indexes. Different benchmarks cover varying ranges of stocks, have different selection criteria for growth versus value, and are even maintained and rebalanced differently.

International Developed Market Index returns
The most frequently used benchmark for International Developed Market stocks is the MSCI EAFE index, which dates from 1970 to the present day. From the beginning of the twenty first century, other major index providers introduced international indexes.

Indexes: FTSE Developed ex-U.S.Index; Morningstar Developed ex-U.S. Index; MSCI EAFE Index; Russell Developed ex-U.S. Index; S&P Developed ex-U.S. Index

Provider links

 * Dow Jones Indexes
 * FTSE
 * Morningstar
 * MSCI
 * Russell Indexes
 * Standard & Poors

Methodology

 * Dow Jones
 * FTSE
 * Morningstar
 * MSCI
 * Russell
 * S&P

Papers

 * Evaluating global benchmarks Vanguard Research, (September 15, 2010)

Data sources
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Morningstar

 * Morningstar Returns 2009-2003

MSCI

 * Asset Class Returns 2009-1970

Russell

 * Russell Global Index Broad Market Performance 2009-2004

S&P

 * SPDR SEC Filings 2009-2008
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