Very little, if anything, for normal components. With components linked to databases, like TSQLQuery I would expect maybe a little (barely appreciable) delay in the run-time creation for the link to become active (i.e. connecting to the database).
It would also happen for the loaded one but it might be missed as a general "wait for the application to start running". That is, supposing the component was set to "Active" at design-time; otherwise no difference should be appreciable.