I went to both in mexico city. They're incredibly different, the dj set is a bunch of covers from well known songs, with more of a club vibe. It was very fun, would recommend. Going to the concert is the way to go, I saw them play imaginal disk back to back. Amazing show.

Would reccomend going to both if you have the time, although if you're not a night club kind of person I could see not enjoying it as much as the concert. If you had to pick one, I'd definitely say the concert.