Show an example of the records in each input file (relevant fields only) and what you expect for output. Give the RECFM and LRECL of each input file. If either file can have duplicates within it, show that in your example.
Should i use DFSORT or COMPAREX? Which is better?
Better how (performance? ease of use? something else?)? You would have to determine that for yourself based on your criteria for what "better" means to you.