I love how this is explained in the article Cool performance features of EclipseLink 2.5
Indexing Foreign Keys
The first feature is auto indexing of foreign keys. Most people incorrectly assume that databases index foreign keys by default. Well, they don't. Primary keys are auto indexed, but foreign keys are not. This means any query based on the foreign key will be doing full table scans. This is any OneToMany, ManyToMany or ElementCollection relationship, as well as many OneToOne relationships, and most queries on any relationship involving joins or object comparisons. This can be a major perform issue, and you should always index your foreign keys fields.