A lot of manufacturer (and archers) state that feathers are better in all respects. For example a quote from Trueflight:
Using feathers results in higher arrow velocities, greater stability, better guidance, higher accuracy and more forgiving flight.
Why do most olympic archers, compounders etc. still use plastic vanes?
Some clarification for laypersons:
You can either have natural feathers or artifical plastic feathers on your arrow. Latter are called "vanes".