SQL CLI and performance

I have started using Call-level interface SQL. It seems to work as expected, 
while a bit more complex than embedded. I have noticed that SELECT 
statements executed against the local DB (served on the AS/400 the RPG 
program is running on), don't seem to perform as well as straight RPGIV. 
Obviously, there is more flexibility, using ORDER BY, JOINs, etc., but I had 
hoped that the speed would be at least the same, if not better than RPG. 

I did a non-scientific comparison of filling up a four-field subfile, then 
displaying it. No ORDER BYs, or anything, just pick the first 9999 records, 
and display them. The SQL program takes double the time of a similar RPG 
program. I know how to improve sorting/joining/IF select statements with 
indexing, but this is just straight arrival-sequence reading. 

Has anybody else had this experience also? Can I do file overrides that will 
influence the performance of the SQL statements?