Expanding a little on what Sid has written, it’s very likely that System.arraycopy is just a JIT intrinsic; meaning that when code calls System.arraycopy, it will most probably be calling a JIT-specific implementation (once the JIT tags System.arraycopy as being “hot”) that is not executed through the JNI interface, so it doesn’t incur the normal overhead of native methods.
In general, executing native methods does have some overhead (going through the JNI interface, also some internal JVM operations cannot happen when native methods are being executed). But it’s not because a method is marked as “native” that you’re actually executing it using JNI. The JIT can do some crazy things.
Easiest way to check is, as has been suggested, writing a small benchmark, being careful with the normal caveats of Java microbenchmarks (warm up the code first, avoid code with no side-effects since the JIT just optimizes it as a no-op, etc).