No, a maximized window is still a window. That means all your desktop stuff is rendered (task bar, window frames, other windows, desktop, whatever else your OS needs to render) while rendering your SFML application.
As JAssange said, windowed is naturally slower than fullscreen, because in fullscreen mode your graphics processing is dedicated to it.
If your framerate drops too much while in windowed mode you will either have to render less, or if that doesn't help or isn't possible you might have to get a stronger graphics card.