Basically the same. Baseboard heaters often promote air flow better as heat rises along the wall across the ceiling cooling and drops the air will move along the floor to recirculate around again heat loss is determined by insulation. (very simply). Many find to keep the air even with oil filled heaters they need to add a fan to help keep air circulating. If the baseboard heater is well placed it should be more effective if it is poorly placed about the same.

Cost is an efficiency issue both of the room layout and placement and the unit itself. Many baseboard heaters are ten or twenty years old and are not very efficient any more (dirt and junk in them reduces efficiency as well as just being old designs) a oil filled heaters are easily replaced and often new and modern designs using the most efficient materials available.

It is hard to weigh out there are a million factors. Try one and see then try the other this is likely the only way to know which is more efficient power and even heat wise.