I don’t know if harder is the right word, but it is definitely slower. When you’re going upwind your own boat speed adds to the apparent wind speed, and the sails are able to act like wings to generate lift and pull the boat forward. When everything is trimmed right it’s not to difficult to sail at or slightly above the true wind speed in that direction. But when you turn downwind you boat speed subtracts from the apparent wind, and the sails usually only provide drag, not lift. Going dead down wind it’s not really possible to go as fast as the wind, and with most non-sport boat hulls quite a bit slower.
Depending on the wind speed you might find it best to go on a broad reach rather than a dead run. At least that way you can try to keep the jib full and not just shadowed by the main. The compromise is that if your target is dead down wind you’ll need to cover more distance reaching and gybing. Racers have polar diagrams that show them the ideal angles for each wind strength, but when cruising it can be just done by feel too. Also if you don’t have a whisker pole you could consider one; that can help the jib pull much better on a run ands even a very broad reach.