I'd say it depends on the rest of your hardware, specifically the amount of RAM you have installed, and how many programs you have running in the background. The HD2500 may perform better than the GT210, but it requires system memory whereas the GT210 has it's own memory. If you're limited by the amount of RAM you have installed, the GT210, having it's own memory, may perform better. If you're not constricted by RAM, then the HD2500 would perform better.
Again, we can't really say unless we know how much RAM you have installed, whether or not you're running a 32-bit or 64-bit OS, and how many background processes you have running.
-Wolf sends