FoxPro queries and SQL SELECTS are an interesting topic. I've found that FoxPro tags are used by FoxPro SQL SELECTS. What is happening to you, and you're seeing it on large data files, is that where an SQL SELECT is used on a table that it has to create it's own order verses using an existing tag your results set takes longer to produce. If your over a network it can take even loger. The solution is to index your table on the data order you're after. You wind up with another index tag and if you use it a lot (the SQL SELECT) it's worth the overhead.
C. W. Finch Consulting