Neither FTP/VPN or SFTP is going to be faster than the other on large files. SFTP/VPN is going to encrypt twice, so will cost more resources - but is likely bandwidth constrained anyhow, so the extra CPU cost probably won't slow down the overall process.
Both SFTP and VPN have ways that they are easier: with SFTP, you have one tool to depend on, and direct visibility of every error in the sender. That makes it easier to debug, to diagnose problems, and to give good error reports.
On the other hand, a VPN means you can delegate the problem of "reliable security" to something other than your data transfer tool, so lower overhead if your requirements change, and perhaps a more robust transport if you use, eg, a well tested hardware solution.
Another possible difference is compression: SFTP can compress data in transit, so if your VPN does not that might help speed up the overall transfer ... or might not. If both compress, and you transport similar but distinct files, SFTP would lose state in the compressor that the VPN might retain, so you might see better results there - but I think it unlikely they would be statistically significant over the longer term.
I generally find simplicity to be the best choice, and one tool feels simpler to me unless you have an IT department that is going to take on all ownership of the VPN. You may weigh these factors differently.