Game maker and visual studio are two completely different things that are weird to compare. One is strictly for games while the other is mainly for applications (If you use the visual part of it it's similar to game maker but for applications, otherwise it's just a more advanced ide that you can do anything in which requires you to know things like C#, C++, VB or some other nasty star fish smelling languages)
Given you have the skill you can make the entire game maker studio inside of visual studio.