The Gopro is much more stable than the DJI Pocket.
DJI Pocket has better stabilisation.
Audio is very poor on both.
Picture quality is very good for a small camera.
Handheld movies are better with the DJI Osmo.
The Gopro is more for mounting somewhere. You don't have to worry about the Gopro, it can withstand (almost) anything.

So it really depends on what kind of videos you want to shoot!

It depends on what kind of film you want to make. The GoPro is a classic action cam that gives you good footage when you screw the camera on your head and go skiing.
The Osmo Pocket is less suitable for that. It is more suitable for handheld video recording.