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In some cases they can make things worse, it's worth remembering that query optimizer looks not only on indexes, but also on statistics and estimated operation costs. If your statistics are out of date and your criteria are not specific enough (e.g. they match 80% rows), then an index is going to slow the query down. It needs to traverse the index to get the row IDs, fetch all the blocks containing them, read those, filter out irrelevant rows. It's probably going to be faster with a pure full table scan (due to linear reads).