Ok, I've got some figures from our 100 Mbps LAN. (which means max data rate of perhaps 15 MBytes/s is possible - bits to bytes).
Uploading to the server via SFTP is slower than downloading, but for larger files (e.g. 500 MB), I average about 1.9 MBytes/s, peaking at maybe 2.3 MBytes/s.
Downloading from CompleteFTP via SFTP I can get about double that, perhaps 4 MB/s, but peaking a bit higher.
In comparison for plain unencrypted FTP, I can get around 10-12 MBytes/s.
These are good results - the best I can get uploading with Filezilla to OpenSSH on Linux is about 0.75 Mbytes/s, and downloading is about the half the speed (0.4 Mbytes/s). OpenSSH on Windows via Cygwin is much slower, maybe 0.25 Mbytes/s upload, and slower again for download.
So on our 100 Mbps LAN, CompleteFTP outperforms OpenSSH by a very large margin (300%+) using Filezilla as the client.
PLEASE NOTE THOUGH - you need to set the logging level to Information or lower (e.g. Warning). Setting logging to All or Debug will generate loads of logging and totally kill performance.
Hope this helps ...