I can't speak directly for an imac, but I do have Parallels 9 on my MBPr with the GT650m. In my experience if you are standing still in a game you get decent FPS, but as soon as you move the camera or character it all goes to hell like it's trying to read the data off a slow HDD which causes stuttering. Parallels 9 claimed higher performance but I see no difference from 8 to be honest. I know you can argue the iMac has more power, but if it is a disk issue then it doesn't matter how much better the CPU/GPU are.
You still just can't beat bootcamping for games.