I'm not too concerned about either one; the lower SRF on one means somewhat higher capacitance and thus high-frequency noise at the output; layout will be a few dB more critical, or perhaps you need more distance (to avoid the local switching-loop high-frequency currents) or a small ferrite bead or something (for a few more dB attenuation at such frequencies).
Ferrite might be lower loss, but they don't exactly give Q, so who knows.
I might choose between them based merely on cost, and any size limitations if applicable.
You might also consider a larger inductance, since the COT control doesn't have particular limitations like a peak current mode control for instance does, but I haven't looked at the datasheet in detail, and mind the limitations of switching and compensation of the integrated regulator. More inductance trades off with lower SRF to reduce current ripple and core loss, but increasing EMI some.
There's also EMI in terms of near fields, which I don't think either part has much going for it; the ferrite has a spool design with fringing fields around all sides, while the powder will have some leakage out of the body -- while it's more self-shielding than the ferrite part, you don't know what orientation the winding is within it, and so how to avoid that field. Both are at least mildly conductive so the near E-field will be about the same.
Tim