Will the APU give me lower performance compared to the CPU?
One of the main limitations of the 2400g is PCIe bandwidth to a discrete GPU is 8 lanes wide; the 5600G does not so a discrete GPU gets 16 full lanes. The 5600G limits the GPU and NVME to Gen 3 bandwidth while the 5600 lets them enjoy Gen 4 on a 500 series MoBo. But Gen 4 has proven to be of very limited benefit to GPU gaming performance and only slightly more to a NVME so, with a discrete GPU in the system, the main relevant concern will be for CPU performance.
The 5600G has a higher base clock frequency but provide adequate cooling for either one and that won't come in to play as a performance limiter. The 5600 has double the cache which can have significant benefit in many processing scenarios including gaming. They both respond very well to PBO overclocking although ultimate results are, as always, dependent on an individual sample's silicon quality.
As with the 2400g one advantage of the 5600G in conjunction with a discrete GPU is the iGPU is still functional so you can use it for various GPU compute tasks or second display even while using the discrete GPU for gaming. In that sense, a 5600G would have overall superior utility or performance potential to a system with a 5600. But keep in mind that doing so will add to the heat load on the die which can have significant performance impact overall.
In general, I'd go for the 5600 to pair with a discrete GPU unless you need a second display while gaming, something not normally practical on budget systems.
You might benefit from reading
a review article comparing these two processor on CPU performance.