Wondering which market trackers you should follow these days? The S&P Dow Jones Indices company just gave you a few clues.

The stock market watcher just released (link opens PDF) its monthly report of Dow Jones index performances. Because it's the December issue, the numbers give us some apples-to-apples comparisons over the long term, too.

The Dow Jones Industrial Average (DJINDICES:^DJI) gained a meager 0.8% in December to close out 2012 with a 10.2% positive return. That's better than the Dow's five-year and 10-year averages of 2.6% and 7.3%, respectively. It's also close to the 10.5% 30-year returns. Not too shabby.

But the flagship of the Dow indexes still lagged far behind many other stock baskets. Which was the biggest winner of last year? The Dow Jones Internet Composite Index, up 2.5% in December and 21.6% for the full year.

That's a collection of the 40 largest and most influential Internet firms, weighted by market cap -- unlike the Dow Jones Industrials, which are weighted by share price -- in order to represent the largest and most actively traded stocks among U.S. companies in the Internet industry. The largest components include Google (NASDAQ:GOOGL) and Amazon.com (NASDAQ:AMZN). You'll find exactly none of these 40 stocks in the main Industrials index.

This index has also outperformed the Dow Jones Industrials over longer time spans, including the five- and 10-year periods.

There's another big surprise at the bottom of the barrel: The Dow Jones Precious Metals index lost 3.1% in December and 12.8% in 2012 overall, and it has scored negative average gains for the last five years. These 14 names include goldbug favorites such as Goldcorp (NYSE:GG) and Freeport-McMoRan Copper & Gold (NYSE:FCX). Their supposed immunity to stock market swings -- nay, their hedging properties -- haven't exactly worked as planned in recent years.

So a basket of volatile tech stocks has crushed the Dow in recent years, while the supposedly defensive precious metals-index lagged by a mile. Food for thought.

Fool contributor Anders Bylund owns shares of Google, but he holds no other position in any company mentioned. Check out Anders' bio and holdings or follow him on Twitter and Google+.

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