On paper a 386sx is slower than a 386dx, and certainly is in terms of RAM access. But in practice you'd need some expensive hardware to fully take advantage of that speed, like EISA cards and a motherboard that supported them (or, MCA cards on one of the higher end IBM PS/2 models). The typical ISA cards of the era were limited to 8 MHz and 16 bits no matter what processor or motherboard you used.

The 386dx could also use a full 32-bit address space, whereas the 386sx had 24 address lines like the 286. But again, having more than 16 MB would have been expensive at the time.