Networking – Finding the Best Network Latency Between Two Countries

Speed of Light:
You are not going beat the speed of light as an interesting academic point. This link works out Stanford to Boston at ~40ms best possible time. When this person did the calculation he decided the internet operates at about "within a factor of two of the speed of light", so there is about ~85ms transfer time.

TCP Window Size:
If you are having transfer speed issues you may need to increase the receiving window tcp size. You might also need to enable window scaling if this is a high bandwidth connection with high latency (Called a "Long Fat Pipe"). So if you are transferring a large file, you need to have a big enough receiving window to fill the pipe without having to wait for window updates. I went into some detail on how to calculate that in my answer Tuning an Elephant.

Geography and Latency:
A failing point of some CDNs (Content Distribtuion Networks) is that they equate latency and geography. Google did a lot of research with their network and found flaws in this, they published the results in the white paper Moving Beyond End-to-End Path Information to Optimize CDN Performance:

First, even though most clients are served by a geographically nearby CDN node, a sizeable fraction of clients experience latencies several tens of milliseconds higher than other clients in the same region. Second, we find that queueing delays often override the benefits of a client interacting with a nearby server.

BGP Peerings:
Also if you start to study BGP (core internet routing protocol) and how ISPs choose peerings, you will find it is often more about finances and politics, so you might not always get the 'best' route to certain geographic locations depending on your ISP. You can look at how your IP is connected to other ISPs (Autonomous Systems) using a looking glass router. You can also use a special whois service:

whois -h v4-peer.whois.cymru.com "69.59.196.212"
PEER_AS | IP               | AS Name
25899   | 69.59.196.212    | LSNET - LS Networks
32869   | 69.59.196.212    | SILVERSTAR-NET - Silver Star Telecom, LLC

It also fun to explore these as peerings with a gui tool like linkrank, it gives you a picture of the internet around you.

As a comparison, when I play first person shooters online typical latency (ping times) where I'm at range from 20ms to 150ms. Even lower numbers are possible (though rare). Anything more than that and players start getting angry at you for causing lag / throwing registration off. The players in a game may be spread all over the country, and those numbers tend to hold true for most everyone. Anything over 150ms and something's not right.

For a VPN connection to your place of work where you should be physically close enough to visit the office in person, you ought to be able to stay near the low end of that range. That said, read the tracert carefully. I work at a college, and I recently traced from home (on campus at the time!) to a campus server less than a block away. I was on a DSL line, and the college's provider is a fiber line from Time Warner. We're in rural Nebraska, and the packets hopped through Denver and then to Texas before the two providers' networks finally peered, and then routed through Chicago on the way back to town. That's quite a trip just to pull packets from less than 1/4 mile away. I switched over to a Time Warner cable line to match the college's ISP, and my tracert's got a whole lot more reasonable — it still hops to Lincoln, but it's down to 10ms on average and much of that is just moving through my 6yr old wireless router. So you might see if a friend with a different ISP can get better results.

The slowness in one direction but not the other also indicates to me that it likely has to do with your company's gateway, specifically the content filter if there is one. Those can add significant overhead (read: latency) to processing packets. It's likely your IT staff specifically bypassed the content filter for VPN traffic in one direction, but did not (or perhaps could not without rendering the filter moot) bypass the traffic in the other direction.