Comparing Fortran and Julia's Bessel function performance

Mmm, which compiler flags are you using? With optimized flags I also would have that fear. Look at this answer, for a fairly similar example: Why a function returns an array is much slower than a subroutine returns an array? (real MWE included) - #2 by Beliavsky (spoiler, the function and the subroutine had the same performance, just the first call did not print nor did anything with the value so the compiler skipped it altogether :).

Of course you are getting the intended behavior with the flags you are using (or with no flags maybe). But if you intend to benchmark for speed feeding proper flags is crucial.