The Saturn would likely be faster ... it weighs in at 200+ lbs less than the Golf, and has a DOHC it makes the same torque as the Golf while putting out 9 more horsepower.
The Golf's power band is slightly lower, but probably not enough to make up for the slight difference in output ... but really, there wouldn't be a huge difference anyway.
But more importantly, the Golf is a VW, whereas the Saturn is a Rubbermaid car