Do I lose query performance by using same filegroup for all partitions? Let's say the table is partitioned by Month_Key and I execute a simple

SELECT Columns FROM PartitionedTable WHERE Month_Key=201701.


I am wondering whether there are any disadvantages regarding SQL query performance when storing partitions for a partitioned table in one filegroup vs. multiple file groups? 

Then, let's say that I execute multiple queries at the same time, querying different Month_Key values. Would the total execution time be lower if the table partitions are stored in multiple file groups vs. one file group?
At least for SQL Server, using multiple files or multiple filegroups on the same set of disks should have no significant impact on performance.  

If you have separate drives mounted and want to spread the IO across them, then multiple files or multiple filegroups can help you do that.  But that's a separate issue.