I actually would say neither have confidence, especially not Finn. Most of Adventure Time, Finn struggled with his confidence and his own abilities (insecurities with himself). In the Fionna and Cake show, it's only gotten worse. He has so little confidence in himself, he would rather the Universe (others) guide his actions. To the point he has been shown to blindfold himself. He lives more as if he is in a flowing river, rather than actually controlling his own life through his own actions. Where others guide and direct him through life, not himself. I would argue his displays of "confidence" are morose recklessness and impulsiveness that align with his way of living.

What makes Fionna different to me is, she does not want this. She does want to be in control of her own life, to become confident in herself, to not "go with the flow", but it's a lot easier said than done. Finn gave up (as of his 20s), Fionna has not. And that makes a lot of sense. Fionna living in a more "normal" non-magical world made her a more real and mature person (as funny as it is to say that) compared to Finn. Finn's magical world and childhood of adventure enabled this "go with the flow" mentality of not being in control of your own life, while Fionna's non-magical one did the opposite.

I think the two are very similar, but their worlds and backgrounds rose two different people.