Hi!
You can enable this feature on the General Options -> Sources panel (bottom) with the Search in Terms option: http://i.imgur.com/QF8OsrZ.png
In case you feel a performance drop after enabling that option, then there is a different way of searching terms related to posts, by configuring and using the Index table engine: https://goo.gl/ooNYPY
However if you don’t have like a million records, there should not be a significant difference 🙂