Raul Gonzalez explains the importance of filegroups in minimizing RTO:
So if we don’t create additional filegroup[s] in our databases not only all the data will go to the same logical container but also in case we have to restore that database from a backup, we will have to wait until all of it it’s restored.
Imagine you have a lot of historical data for instance and there is a disaster, if you had different filegroups, one for current data and another for the historical, you would be able to get your live data first and quickly (to get you up and running), and then restore all the historical which is not critical.
To show you how, I’m going to create a database with different filegroups so you’ll see how we can do.
Click through for the scripts, as well as more information.