I don't know what happened but I have had the same main rig for two years, its a monster 4 cores, 16 GB two solid states etc. AND it uses the RME internal card with the Multiface 2.   Its all 64 bit.  Last week (after I paid my membership fee) and did the last update, I was farting around with something in preferences after connecting a focusrite oktopre, it got set to MME  ??  I don't understand how that happened but anyway I switch it back to how I normally have it to ASIO and the latency virtually disappeared? 
 
I am talking about 1 millisecond.  So I turned on input echo on all 7 tracks of my drum recording template, turned on the reverb send, and even left on some the tracks pro channel and gates.   Recorded drums real time.  No latency in headphones.  (just a very tiny tiny bit but not enough for the drummer to notice).
 
So I backtracked what had occurred and I had MK2 synced up optical with the RME all at 96 K for the first time.  (I always recorded drums at 44 as I figured it would use less resources and therefore the latency would be better).
 
So on my B rig later I setup a scarlett 6i6 USB, this  rig is brand new, Rockin 32 MB ram with new 6 core, etc.  Windows 10 64, I set to 96 K in sonar on that rig and that latency virtually disappeared????  Changed it back to 44 and latency went back to over 10 milliseconds.    If this has always been the case I had no idea, or if this is a recent development with SONAR?, great, either way I can use sonar effects on vocals even multitrack drums with realtime input echo AND get 96 k 24 bit recordings.     I have been struggling with this for years and kept throwing money into the rigs assuming it would disappear.  Well "finally" it has. 
 
 
 

I just noticed the same thing when I switched from 44k to 96k. I assumed I was just not really understanding how latency works.

In theory the higher the sample rate, the lower the latency because you are buffering audio at a much faster rate. Filling 64 buffers at 96 kHz takes less than half the time of filling 64 buffers at 44.1 kHz. It's always been this way with SONAR and other DAWs, because sample rate is a function of the hardware.
 
The downside is that 96 kHz stresses out your computer more, so with complex projects, it might not be possible to run it at 96 kHz. But it sounds like your computer could handle at least the average project.

Thanks for this simple explanation!

If your audio device supports it you could still record at 44.1 but set the buffer size to a smaller value. I run my Rme at a buffer size of 128 at 48khz and my round trip latency is 6.1ms. I can also easily run with a buffer of 64 and the round trip latency is in the 3ms range. And at a buffer size of 32 about 1.5ms which is insane lol.
 
I generally stick with 128 for stability but even in a more complex (at least for me) project if I freeze all the soft synths I can record audio with a buffer size of 32 if I really need to.