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The current recommendation for the best performance of your SQL Server database is to combine both multiple Files/Filegroups and hardware RAID together.
Wasteful in time, wasteful in storage. In SQL Server you can store read-only tables in a particular Filegroup and mark the Filegroup as Read-only.
SQL allows for restoring a single file group, but be aware of all the restrictions like: File and Filegroup Backups Must Be Restored to the Matching Database ...