Massive differences in the two, and for me and for however many countless hours I have either fished them myself or watched a clients indicator there is no comparison to the effectiveness of tungsten to brass.
The idea of a bead head is to get down, and get down now, not slowly descend through the water column. The faster my fly gets to the depth I want to fish than the longer that fly stays in the feeding zone of the fish I am after. Hence the reason I ALWAYS fish tungsten bead heads, period.
As soon as they came out we ran a bunch of tests side by side with each, there was no comparison between the two. The price difference sucks, but so does the price of gas to get the river.