It does have bulk import; I've been loading largish subsets of the Freebase dumps.
Load speed is pretty good (into persistent storage, I assume) and can be improved with some of the database parameters. A rough estimate is that a million triples or so takes about 5 minutes, but that slows down as it gets bigger. 134m triples took me 6-8hrs, so I slept on it.
Since no one's mentioned it yet, another alternative to Neo4J is AllegroGraph (though you need to pay for it; the free version supports 5 million tuples).
Virtuoso 7.1. and OWLIM 5.5 have similar loading speeds. In this case the decompression algorithm is often the bottleneck needing multiple files to be read in parallel to go faster. Oracle 12c Semantic Network and Yarcdata uRiKA can also go faster in loading if correctly set up.