Depends on the game. In BF1, Fallout 4 and a handful of titles, you'd get more performance with a i5-6600k or i7-6700k. But in the vast majority of games, there would be no bottleneck. If you already own the i5-6500 then proceed with your GPU purchase. But if you're planning on buying now then wait a few weeks for the Intel kaby lake i5-7600k to release.