COLGeek :
Generally, yes. A desktop CPU with a comparable integrated graphics adapter will out perform its mobile counterpart. This is largely a factor of the energy savings features enabled on mobile platforms.
Up until Haswell, it was the other way around. Intel knew laptops frequently used the integrated graphics, while desktops had a discrete GPU added. So they put the better integrated graphics on their mobile processors. e.g. Sandy Bridge mobile CPUs used HD3000, while the desktop CPUs got HD2000. Ivy Bridge mobile CPUS got HD4000, while the desktop CPUs got HD2500. Even with Haswell, the HD5000 and HD51000 are options only on their mobile processors. Otherwise both desktop and mobile Haswell CPUs get the HD4600, except the lower power mobile CPUs get slower HD4400 and HD4200.
In general, desktops out-perform laptops because their CPUs are clocked about 1 GHz faster (and burn more power).
Anyhow, if you want to know what sort of performance improvement to expect going from HD4000 to HD4600, try NotebookCheck's game benchmarks. From what I can tell, the HD4000 and HD4600 are nearly identical, except the former has 16 execution units while the latter gets 20:
http://www.notebookcheck.net/Intel-HD-Graphics-4000.69168.0.html
http://www.notebookcheck.net/Intel-HD-Graphics-4600.86106.0.html
While the HD4600 is somewhat faster, I wouldn't consider it really significant enough to upgrade computers.