The GT520 should be faster. It has a higher clocked GPU and Ram. It has same number of texture units but 3x the amount of shaders. It also uses less electricity so it should make less heat.
In reality the performance will be about the same. I have an 8400gs PCI and a 8400gs PCI-e. They perform exactly the same. I guess the video card is so slow already that the old PCI interface does not seem to slow it down at all. My HTPC with the 8400gs can watch netflix hulu and blueray no problem. Both your 9400 and 520 are much faster than the 8400 so you should have a good system.
Keep in mind netflix and many other streaming services use MS sliverlight. That program does not run well on a single core system, no matter how high the clock.