For a line of latitude
p
2
- q

the distance around the line of latitude is pRsinq and the distance over the pole is 2Rq.

Comparing these distances:
pR sinq > 2Rq
for all q except at the equator when q = p/2 when the distances are equal. This shows that the great circle distance is always shorter as of course the equator and the lines of longitude are all great circles.

A graph of the ratio of these distances shows that
2Rq
pR sinq
tends to a limit as q® 0. As we know
q
sinq
® 1

as q® 0 we see that this limit is 2/p which is 0.6366 to 4 sig figs.