There can still be performance gains with multiple filegroups even if they are on the same volume. SQL Server will use 1 I/O thread per physical file for accessing data. So multiple logical file groups (each with at least one file) and file groups with multiple files (data striped across the files) can yield performance enhancements versus having fewer physical data files. Do some research and check it out. I would like to see an in depth article on this topic.