Efectivamente, no ganarás prestaciones por el mero hecho de dividir la base de datos.
Esto se usa/usaba solamente por motivos de limitaciones por culpa del "filesystem" donde se almacena la base de datos, algo que hoy no es problema.
Cita:
Is it better to use single or multiple database files?
Performance is the same when all files are on the same disk. But, you can split multi*file database on several
disks, so it can speed up queries a bit if you have multiple users. However, you might already be spreading your
main system, swap and temporary space to separate disks, which gives us three or four disks already. Adding
more RAM in order to cache more database pages is usually much better investment than adding more disks.
Multiple files are really only needed when your database grows and reaches the filesystem limit for a single file.
Otherwise it is probably not worth the effort.
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Por cierto, ¿qué tamaño tiene tu base de datos?