Sophos UTM and pfSense aren't even playing the same sport when it comes to out-of-the-box functionality. UTM will blow its doors off with a cleaner interface and point-and-click for almost everything. Enabling Snort (at least, what I understand is a Snort backend) on UTM is a single toggle switch. With pfSense, it's a much more in-depth config. PfSense is a free, open source customized distribution of FreeBSD tailored for use as a firewall and router. In addition to being a powerful, flexible firewalling and routing platform, it includes a long list of related features and a package system allowing further expandability without adding bloat and potential security vulnerabilities to the base distribution. PfSense is a popular project.