Well, from what i could gather, Game maker has EXTREAMLY low system requirements.
According to Wikipedia, any processor of the pentium series (released in 1985), and any card using directx 8 (released in 2000) should be enough.
Pygame does not even seem to be finished yet, and may have performance bugs.
The last message on the pygame website was from 2009, so i think that project moved or died.
either way: these programs are so unintensive, why even care about performance?
And to answer your question: i'd go for game maker, since it's finished for one :P
Game Maker is actually pretty slow and inflexible, but I guess that's the tradeoff you have to deal with for ease of use. I've had to deal with Game Maker myself when I was making amateur games and even their built-in collision detection functionality was broken for objects that moved quickly.