We replaced Fortinet with Sophos as our public-facing UTM in 2017 & since then the ride has been extremely rough. I would not recommend Sophos for any mission-critical environment.
If I could go back, then I would buy a Fortinet FortiGate firewall. Fortinet has a complete end to end security portfolio and the Firewall is better then all others which include powerful hardware with Multiprocessor and the operating system FortiOS robust.
The main difference is the Operating system (OS). Fortinet uses their own property OS (FortiOS) which is more robust, light and stable. Sophos uses Linux-based OS which is embedded. I think Fortinet (FortiGate) is better than Sophos.
