It a reason number coming out of my mind. Just quick do a comparing. 
With 10 iterations of L-BFGS, SGD needs 40 iterations to get 2% difference.
                                    ......     ,SGD needs 90 iterations to get 1% difference. 
In all of the test, L-BFGS gives smaller loss.
As a result, you can see how SGD converges really slow when the # of iterations are high.
For here, I'll put 2% to make the test run faster.