Gate Threshold @ Id = X Confusion
The current at which \$V_{GS(th)}\$ is specified is a bit arbitrary, every manufacturer chooses the current at which he wants to specify it. These two are still comaparable, since they mention the same voltage. The 1 mA part has the lower \$V_{GS(th)}\$, because you'll have to go below the 600 mV to get the 250 &micro;A the other one specifies.  

Other parts can't be compared as easily. They often mention both different voltages and currents.  

Note that \$V_{GS(th)}\$ is the voltage at which the FET begins to conduct, and that you need a somewhat higher voltage to get a reasonable current in the order of 1 A. Also note that there's much variation in \$V_{GS(th)}\$. The FDC855N has a \$V_{GS(th)}\$ of typically 2 V, but minimum 1 V and maximum 3 V, that's a 3:1 range. Always check both limits. The upper limit to be sure the FET is on at a minimum for a high level on the gate, the lower limit to be sure the FET will be off at the maximum for a low level.