Data point:
Once upon a time, to study the performance of square versus jagged arrays in .NET I ported to C# the source code of one of the benchmarks mentioned in the article "The NINJA project. CACM 44(10): 102-109 (2001)."
I dug it out today and ran it against the latest version of Microsoft's C# (7.10.3052.4), Mono (Release 0.25, June 25, 2003), and ran the Java version against J# (7.10.3052.0) and Java (1.4.2). I ran each test 3 times on a Motion Computer M1200 Tablet Computer (Mobile P3, 866MHz, 512MB RAM). Timing is done on either side of a function call, so this should not reflect differences in VM start-up time. Results in milliseconds:
Run \# Part 1 Part 2
Microsoft C#
1 2754 3445
2 2744 3485
3 2794 3515
Mono C#
1 3435 3785
2 3385 3825
3 3395 3815
J#
1 3375 3766
2 3435 3825
3 3365 3825
Java
1 4517 4547
2 4546 4567
3 4517 4566
Source code for C#, here for J#, here for Java.