No. Let’s compare.
Normal load:
- Access URL.
- Load WP core.
- Retrieve stuff from database.
- Load template file.
Ajaxy load:
- Accesss URL.
- Load WP core.
- Load template file.
- Load JavaScript.
- Make Ajax request.
- Load WP core (again).
- Retrieve stuff from database.
- Receive stuff from Ajax.
- Put into page.
Repeat steps 5-9 for each Ajax request.