The important thing in Construct is that it's hardware accelerated, so you're more likely to run out of memory on the graphics card (VRAM) when it fills up with textures. Construct has options to control the loading and unloading of textures on a layout-by-layout basis, so as long as you're careful and don't import large, 100-frame animations, you should be fine. I've spent some time trying to make the runtime as efficient as possible, so it shouldn't waste memory or CPU power. I don't know how it compares to GameMaker though, since I haven't used it much.
Also, I'd definitely advise you try some smaller projects before you get going with big ones - you might need the experience of how things work in Construct.