No - no factory turbo is an upgrade for the ZX, with the exception of the factory GN turbo. It's still a T3 though. I know people who get a GN wheel grafted into a ZX T3, the benefit being a moderate compressor upgrade in the T3 housing, which means no J-pipe modification.
IMHO, if you go to the trouble of a turbo swap, and you can handle a small amount of modification and fabrication, nothing beats the T3/TO4 hybrid. It bolts to the stock exhaust, and connects to the intake and wastegate with minor modification. Huge performance increases are possible.