The job of a fletching is to slow the back end of the arrow down. The more helical or offset you have the more they do this. This increases the stability of the arrow in flight and makes it inherently more accurate.

Due to the shape and structure of feathers they will slow the back end of an arrow down more than a vane. Other than being more forgiving on contact this is why they are more accurate.

The initial speed difference you will find with feathers over vanes is going to be minimal. Straight off the bow they are going to be slightly faster simply due to the wieght difference. What you will find is what you gain in initial speed is quickly ate up from the feathers slowing the arrows down more. If you shoot at distance you may find your feathers impacting lower than what your vanes did.