Even without hyprethreading, clock for clock a haswell core keeps up with the execution throughput of a PileDriver module almost dead even. This premise that the "quad core" athlon is better prepared for more heavily threaded workloads is largely misguided because it assumes the quad core has more execution resources. The dual core Pentium has the same instruction decoder throughput, access to MORE execution resources, and better cache performance than all 4 cores of the athlon combined. In fact, the "bottleneck" on the execution resources created by the fetch being limited to a single thread per core (no hyperthreading) only manages to slow a haswell core down to the execution performance of an entire PD module (when clocked the same). Point being, both CPUs wind up performing about the same when saturated with many threads to work on.
Since nobody ever seems to compile games in a manner to take advantage of modern instruction sets anyway, there' really no benefit to having those capabilities for a gaming machine. AMD has tons of great features on low end chips... The HSA/hUMA enabled FM2+ platform, AVX instruction capabilities on cheap chips, etc yet nobody is compiling any optimized binaries for games to take advantage of these hardware advancements. It's a bummer, but that seems to be the trend.
That said, both are weak CPUs that can be overclocked to perform similar to an i3, which begs the question, why bother? Unless for the novelty of performance tuning there really isn't much value in that approach. Just use the i3-4150. With hyper-threading enabled, the i3's execution throughput climbs to that of a dual module PileDriver clocked to ~4.4ghz. In real time workloads, the arrangement of execution resources on the i3 is preferable, as any one thread has access to higher execution throughput than it would on the PileDriver architecture.
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To answer the original question. The CPU you choose is going to set the same pace for FPS in compute intensive games no matter what GPU you pair it with. An overclocked Pentium, 750k, or i3, will all have moments in compute intensive games when they will wind up limiting performance to ~30FPS. With that in mind, you should set your FPS expectations somewhat low, and then match a GPU to the resolution, detail settings, and FPS expectations. Notice here that the GPU is not being directly matched to a level of CPU power, in fact, this approach is fundamentally flawed because the render workload is vastly adjustable and varies heavily depending on the monitor resolution.
Assuming the goal is to "match" a GPU to a weak CPU that will sometimes dip to ~30FPS, the solution could be an R7 250X for 720P, R9 270 for 1080P, or R9 290 for 1440P. All 3 of these GPUs are an excellent match to an i3 (or OCed pentium/750K) when used at an appropriate resolution and detail settings to keep the GPU busy.
So, is the 260X a good match to your CPU selection? The answer depends on what sort of games you want to play, at what sort of resolution and detail settings. For 720P with ultra settings, or 1080P with medium settings, it should be a nice match, but if you have FPS goals that exceed what the CPU can deliver, no adjustment to the GPU will ever solve your problem.