Which course is better to pursue, MBA or PGDM? Why?

Both are same. PGDM is given by Autonomous Universities, While MBA is given by Full Universities. It does not matter which you take but what really matters is how you complete it and get trained. Focus on the Institution and its training rather than the Name of the Course.

MBA degree is offered by UGC recognized university and PGDM is offered by aicte approved or autonomous institutions. There is not much difference. You should choose a good college, mba or pgdm does matter unless you have plan for phd.