Faster still would be to skip the request for the CSS altogether by inlining it in the head. Therefore you'd just request the font immediately and directly. This makes the preconnect moot, and should be faster.
Faster still is to use already installed fonts, as others have noted. But don't use "system" fonts if that means UI fonts like San Francisco or Segue. Exploit the rich font options on the desktop: Georgia, Sitka Text (Windows 8.1+), Calibri, Hoef, etc. Bootstrap and Medium started a ridiculous fad of using system UI fonts for body text. There are actual body text fonts available people.
Faster still is to use already installed fonts, as others have noted. But don't use "system" fonts if that means UI fonts like San Francisco or Segue. Exploit the rich font options on the desktop: Georgia, Sitka Text (Windows 8.1+), Calibri, Hoef, etc. Bootstrap and Medium started a ridiculous fad of using system UI fonts for body text. There are actual body text fonts available people.