It may seem like they break the sound barrier. But they're not.
I was not referring to all of them. There was a single Blue Angel (FA-18) that made a very fast pass. That pass was for sure faster than any other passes. If it was not going the speed of sound, it was very close to it.
Okay, I did a little research about their routine. They have one pass called the 'Sneak Pass' which is around 700 mph (just under Mach 1 at sea level). That is the fastest pass of the show.
Another piece of information I came across was; in 2018 the Blue Angels will transition to unmanned aircraft. They will demonstrate the abilities of the F-47. I hope this does not diminish the awesomeness of the show. They consider the FA-18's as getting quite old and worn out and thought it was time to replace them.