One distinction is that Goldman's SecDb graph is really optimized around offline derivative pricing and risk calculations, which has always been one of the core strengths of Goldman's quant platform. There is a slight distinction between reactive graphs used for those approaches v. those that are more targeted toward real-time online applications.
In the implementation yes, minimizing single-event latency and maximizing batch throughput are largely mutually incompatible. But from a user/API standpoint, there's little difference.
