SELECT OBJECT_NAME(object_id) AS TableName, i.index_id, i.name, ds.name
FROM sys.indexes i INNER JOIN sys.data_spaces ds ON i.data_space_id = ds.data_space_id
The indexes and the filegroups they are on.
If an index is on a filegroup, it should be assumed that it's pages are spread across all the files in the filegroup.
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: Discussions on DB performance with occasional diversions into recoverability
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