Frank.
Jesse is good, really, really good BUT is good basically in the realms of a 'normal' universe. Sure he fought Cassidy and was winning, but the minute Cassidy actually hit him Jesse was realistically done, as Cassidy shattered his breastplate.
Whereas Frank is good in a standard comic book universe where normal humans can dodge bullets, and has dealt with hits from people stronger than Cassidy and been fine.
Basically, Frank is an exceptional normal human fighter in an insane world, whereas Jesse is a really good normal human fighter in a more normal one. Albeit a slightly more normal one with the occasional vampire or cowboy angel of death.