Since you mentioned that you have the Exynos version, this may be because of the fact that applications aren't optimised for your SOC.
I have a Nexus 5 utilising the "antiquated" Snapdragon 800 and I find no problem with application performance, Play Newsstand performs extremely we'll.
Facebook and it's apps are a totally different story, Facebook messes up performance in pretty much all of it's Android applications, so you'll need to wait on them to improve their code.
Apps on Android generally respond better to Snapdragon SOCS I've seen, but I would imagine that the lags you experience will probably be fixed with app updates and if not....maybe you could consider trying out the Snapdragon 805 Note 4 to see if it's performance is any better?
But these issues may be caused because of the fact that your Note 4 is 64 bit hardware running on 32 bit software, when the Lollipop update arrives it may resolve some(or all) of your issues.
My Accounting teacher is a big fan of the Note lineup and he got the Note 3 last year, he started out with the Exynos version and loved it but I told him to try the Snapdragon 800 version and he changed pretty soon, claiming that the Snapdragon 800 version provided a snappier experience and 4K recording.
I imagine that Exynos and Snapdragon are pretty close now, but optimisation will probably still be better for the Snapdragons chipsets.