That speed might not be an advantage. If RabbitMQ is fast enough then why would you pay the price of the more complex ZeroMQ in order to get more speed? In any case, I have built applications that used both RabbitMQ and ZeroMQ for different roles. For instance a bunch of processes using AMQP to communicate about their core work but all of them also use ZeroMQ to report their status to a supervisor process which managed them. And there was a db server that I built which used a ZeroMQ version of the memcache protocol to persist data short term.
ZeroMQ works great but when you need a message queue, be aware that there is NO message queue in ZeroMQ and that is why it is called Zero MQ