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Django gets only the data you ask it to get. You can use select_related() and prefetch_related() to ask it to get all the data in a single query using JOINs.
Quoting docs:
select_related(*fields)
Returns a QuerySet that will “follow”
foreign-key relationships, selecting additional related-object data
when it executes its query. This is a performance booster which
results in a single more complex query but means later use of
foreign-key relationships won’t require database queries.prefetch_related(*lookups)
Returns a QuerySet that will automatically
retrieve, in a single batch, related objects for each of the specified
lookups.
Source:stackexchange.com