Do calls to Java native interface in android apps run within Dalvik VM?

I read that apps sometimes access the native libraries for optimization purposes via the Java native interface. As far as I understand, JNI just provides java wrappers around c/c++ libraries/binaries which are written closer to hardware hence faster and more efficient. But how does it provide a performance boost, aren't JNI APIs called through Dalvik VM, so they do not run natively, they are still running inside a VM so there shouldn't be any difference.