It's more a question of being different than being better.
BMXes are great for short, hard rides with plenty of falls and crashes, they're simple and very robust.
Downside is that they're really inefficient and strenuous to use for longer rides.
MTBs are better for longer, faster rides, but they are bigger and tend to get more beat up in crashes and falls.
Chat with our AI personalities
Depends on what type of riding you want to do. For BMX-type stunts - get a BMX.
For going some serious distances both on and off-road - get a MTB.
A BMX is good if you just want to play around, but they're not a good choice for distance riding. If you want to go places, get a MTB. If you want to do jumps and tricks, get a BMX.