Yes. Imagine looking up a word by hand in a 5000-page dictionary, and compare that to trying to find the same word in ten 500-page dictionaries each of which contains a random tenth of the words. On average you'd find it quicker in the one big dictionary, even though your per-dictionary search time would be slower (e.g. 5000-page books are heavy and hard to use).
If there was a few of you working together you might be able to achieve better performance, but trying to coordinate multiple lookups in parallel across multiple people takes significant time and effort too. Parallelising the work only takes you so far, doing less work (using a more efficient data structure) is the way to go.