I'm guessing it would be superior unless it was a very high difficulty piece. Having a basic understanding and then formulating questions allows you have an input on the learning, as opposed to simply listening.
I would also say that with some material (esp. fiction), your "comprehension" may go up if you listen to it faster, because you don't give your mind a chance to wonder if something makes sense; I often fall for the trap of asking what I would do in a given situation, and then when the character does something nonsensical, I go looking for a good reason. I lose sight of what the author is trying to say because they made a mistake when trying to forward the plot.