In the dpreview.com discussion thread, DX mode on the D850, a user states that:
Second the smaller the sensor size the lower the signal / noise is. Using the camera [Nikon D850] in dx mode means giving up on the better high iso performance of an Fx camera compared to a dx camera. The D850 for instance in mode performs at D500 levels (give or take some small difference of no practical relevance).
This sounds to me that the low light performance decreases when using the camera in crop mode. Of course noise will be more visible if the cropped picture gets blown up to the same size because it has less resolution.
Is there any difference in performance/image quality by setting the camera to crop mode rather than cropping later to the same size? (Ignoring the fact that cropping later gives much more flexibility in composition - just talking about image quality and performance).