is it advised to created two separate indexes for the query to filter on one field and sort on another?

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I have a query that's something like the following

find( { a : { $gt: 3 } } ).sort( { b : -1 } )

Is it advised to create an index for field a and b separately?

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Andrew Orsich On BEST ANSWER

No, with compound index query will work faster:

db.items.ensureIndex({a:1, b:-1});

Also you can make sure that your query use index with explain command.