SQL Instance on a VM - Slowness of querying

I have done some tests on running a simple query from a single table. It returns just over 360,000 rows. If I use SSMS on my local machine and connect to the SQL instance the query returns in 14 seconds, if I log onto the VM and use SSMS from there it returns
in 3 seconds. These tests are part of performance testing. Why is there such a difference between the 2 times?
I have looked at execution plans and they are identical. Is

Need to consider network latency between SQL and your local machine. Use Fiddler to check how much data is returned from your SQL to your local machine. If it is returning large amount of data, 11 seconds may be reasonable.
Frank

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