bobbin vs toroidal inductors
An inductor is not characterized simply by its inductance (how many "henry"). Even if it were a linear inductor (i.e. the kind of inductor they teach you when learning the basics, that is a simple coil with no magnetic core) you should take into account the resistance of the wire and its physical construction to estimate its temperature rise.

When you put a (ferro-/ferri-)magnetic core into a coil, that "simple" inductor turns into a wild non-linear beast, bringing you the pleasures of an host of other issues

I dare say an inductor with a magnetic core is one of the nastiest component (among the common parts) to fully understand for an engineer.

Since you are a beginner, I won't enter into the gory details, but I'll just mention the fact that the core material will greatly influence the behavior of the inductor. 

When the current in the coil varies, the magnetic domains inside the core will try to follow the magnetic field variations and will change orientation. Depending on the specific material, this will create some amount of heat (imagine a room packed full of surfers with their surf-board on their shoulder trying to change direction all at once).

Different materials have different response to magnetic field changes, so their performance is affected by the current frequency in a different way.

Bottom line: you can't compare two cored inductors knowing just their inductance. You should be sure at least that their core is made of the same material.