That will heavily depend on how you do it. If you have a 1 to N, and insert the object trees one by one, you're going to get a crazy amount of back and forth. The amount of queries will be the same, and similar to the ones you do manually, so there won't be any meaningful differences there.
The main difference is that you're likely to do "Insert 1 in master, 5 in detail, 1 in master, 5 in detail", batching them in groups of 1 and N, when the correct way is to insert all the rows in master, then all the rows in details (batching in smaller groups if transaction size is a problem).
EF can handle that scenario just fine. Its just not that clean.
That's just understanding how an ORM work, and all ORMs have these issues. You get used to working around them. (You'd have a seizure seeing what Rails Active Record does, yet people use it in petabyte scenarios.)