Is there a performance difference if I plug my display to the DVI or VGA post of a video card if both are available?

(The display I currently have has both DVI and VGA input ports available. I only lack the proper DVI cable to be able to test for myself.)

I currently have a NVidia Geforce FX5200 video card. Kinda old but still okay. I am wondering if I plug my display to the DVI port, would I have any performance increase in relation to video output (movies, etc) from my PC?