Any one DB query that takes over 1 second to run is going to be problematic for any website. The effect intensifies as more queries are executed. A query that has to travel from France to, say, the US will take at least 1-2 seconds to complete. For a typical blog, there are about 30-50 queries so that would take 10-15 seconds to complete over a high latency link.
As UNIXy explained above, you're going to want the database server to be local to your web server (i.e. <1ms away). Otherwise even if the database server is fast and running perfectly fine, the network latency is going to cause a huge delay.
You might want to try enabling persistent connections which can speed things up in these cases, but it still won't compare to having a local database server. Hosting your database on the VPS would probably even be better than the remote server.
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