I must say yes telling from my own experience.
I think one of the reasons is that in fullscreen your computer doesn't have to calculate where all other windows and icons at that moment while drawing.
Other reason could be that in fullscreen if you draw an object on coordinates x=100 and y=100 your computer doesn't need to do anything else but that. In a windowed mode your computer needs to know first where the x and y left top corner position of the window is and then add the x=100 and y=100 relative to the windows left top corner.
I think one of the reasons is that in fullscreen your computer doesn't have to calculate where all other windows and icons at that moment while drawing.
Other reason could be that in fullscreen if you draw an object on coordinates x=100 and y=100 your computer doesn't need to do anything else but that. In a windowed mode your computer needs to know first where the x and y left top corner position of the window is and then add the x=100 and y=100 relative to the windows left top corner.