ALTER DATABASE MODIFY FILEGROUP [myfilegroup] AUTOGROW_ALL_FILES
Complementing to both Max and Kenneth's answers ..

I would suggest you to apply SQL Server 2016 CU1 as there is a known bug with AUTOGROW_ALL_FILES property - 


  The property isn't preserved after the database or the server restarts. The sys.filegroups viewstill shows that the corresponding column for the property (is_autogrow_all_files and is_read_only) is set to 1. However, it's not actually effective.


Also, its important to note that in SQL Server 2016 you dont need TF 1117 since is_autogrow_all_files is equivalent of TF1117