Were you comparing just ping latency? Or overall response latency?
I actually just found that in the past week or two, routing must have changed because from a network latency perspective, OpenDNS is now the same latency (~15ms) as Google...who is my local ISP. So to get OpenDNS filtering, I have switched back to using them.
Determine what you want here. My priorities were basic filtering and then performance. I have been flipping between CloudFlare and OpenDNS to get the most basic malware/badguy filtering while still keeping my overall performance as high as I can without doing detailed testing and tuning. Privacy....well....not really on my radar. Google (Fiber) and ATT (mobile) are my Internet providers. Both are notorious for not really being private. Google already knows me, my habits, and such due to my use of many of their services. When on my cell phone off of WiFi, I do tend to use my VPN to help "hide" some from ATT, but that really depends on how annoyed I get by the generally slower respond over the VPN.