Depends.

MLX is faster because it has better integration with Apple hardware. On the other hand GGUF is a far more popular format so there will be more programs and model variety.

So its kinda like having a very specific diet that you swear is better for you but you can only order food from a few restaurants.

But you can always fall back to GGUF while waiting for the world to build a few more MLX restaurants. Or something like that; the analogy is a bit stretched.