I think you can headphone out of the interface with no delay...
I use a zoom H4 and I can do that.
There are a lot of other factors that may be causing your delay. Buying a new interface may not solve your problem, so I'd make sure you try other things first. (Maybe you already have, but it sounds like you're new to this so I'm assuming not.)
Settings like sample rate and buffer size. Driver used (asio probably). Um...other things maybe? It's been a while since I've messed around with this, so I don't have a ton of ideas. And I've never done it on a Mac. But you should read up a bit and try some other things before buying a new interface, IMO.
Thanks, I'm gonna check it out!