You ordered one with Linux? I think Linux drivers don't support the highest SD card speeds, since the full SD card spec is proprietary. So, my SD cards are faster in my SanDisk MicroMate USB reader than the onboard reader, since USB readers have their own hardware "drivers".
As for the reader you linked to, it could be slow, or it could be fast. It does appear to support microSDHC, judging by the comments on that page. But microSD/microSDHC cards are usually slower than full-size SD/SDHC cards, even ignoring the reader.
The onboard reader supports high capacity SDHC cards. As for SD card speeds vs the onboard SSD
: I expect the fastest SD card (the SanDisk Extreme 30MBps) in a fast reader will be competitive or potentially superior to a slower SSD
(like my 4GB STEC). But in general, SD cards will be clearly slower.
And compared to external hard drives, most SD cards also won't be able to read or write as quickly, but the low seek times may help them win on some workloads (like reading many small files).
I hope I've helped you understand your storage options better.