Not at all. Both graphics cards are in the same class, neither are clearly faster than the other. I know someone with both, and he believes the Radeon 9200 to be superior. I doubt there's really anything in it.

The only argument for the GeForce FX 5200 is the academic support of DirectX 9 / Pixel Shader 2.0 inherited from the GeForce FX 5800 architecture, while the Radeon 9200-series is really a remodeled Radeon 8500, and as such is stuck with DirectX 8.1 / Pixel Shader 1.4. I say this is academic support because the Radeon FX 5200 doesn't really have the power to perform in games designed expressly for DirectX 9.

Stick with what you have.