Yours teleports? I don't think mine have since the un-teleport patch last year.I have found they keep up about the same; however, both my bakes seem to like to wander and attack monsters. Even if it means they teleport somewhere and the monsters are off screen. ...
I rather think it is based on stamina. This explain why when you damage a greater dragon he is slower.Pet/monster movement is based on Dex, Bakes can have 145 max, Rune Beetles can have 170 max. So if you went by that they would be slower, however I think you're unlikely to notice any difference.
Having regularly run around with both, all pets seem the same when fully trained to me.