SFTP will almost always be significantly slower than FTP or FTPS (usually by several orders of magnitude). The reason for the difference is that there is a lot of additional packet, encryption and handshaking overhead inherent in the SSH2 protocol that FTP doesn't have to worry about. FTP is a very lean and comparatively simple protocol with almost no data transfer overhead, and the protocol was specifically designed for transferring files quickly. Encryption will slow FTP down, but not nearly to the level of SFTP.
SFTP runs over SSH2 and is much more susceptible to network latency and client and server machine resource constraints. This increased susceptibility is due to the extra data handshaking involved with every packet sent between the client and server, and with the additional complexity inherent in decoding an SSH2 packet. SSH2 was designed as a replacement for Telnet and other insecure remote shells, not for very high speed communications. The flexibility that SSH2 provides for securely packaging and transferring almost any type of data also contributes a great deal of additional complexity and overhead to the protocol.
However, it is still possible to get a data transfer rate of several MB/s between client and server using SFTP if the right network conditions are present. The following are items to check when trying to maximize SFTP transfer speeds:
Is there a firewall or network device inspecting or throttling SSH2 traffic on your network? That might be slowing things down. Check you firewall settings. We've had users report solving extremely slow SFTP file transfers by modifying their firewall rules. The SFTP client you use can make a big difference. Try several different SFTP clients and see if you get different results. Network latency will drastically affect SFTP. If the link you are on has a high degree of latency then that is going to be a problem for fast transfers. How powerful is the server machine? Encryption with SFTP is very intensive. Make sure you have a sufficiently powerful machine that isn't being overtaxed during SFTP file transfers (high CPU utilization).