If you have an electronic delay circuit activated somewhere, in line with the subwoofer, then of coure, this is true. If, however, you do not, then this is not true. The only way a speaker is faster than another, is when it can respond to higher frequencies. Obviously, a subwoofer is not going to respond to 20kHz, so when compared to a tweeter, it would be slow. But when you have two speakers(for example, an 8" woofer vs. a 15" woofer) that can respond to the same tone, then one will not be slower than the other. The only delay(s) that will occur relative to another speaker will be due to physical distance difference and/or electronic delay(s).
-Chris