When comparing UDK vs FNA, the Slant community recommends FNA for most people. In the question“What are the best 2D C# game engines?” FNA is ranked 8th while UDK is ranked 9th. The most important reason people chose FNA is:
FNA is incredibly performant on desktop platforms.
Specs
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Pros
Pro Large toolset
UDK has an extremely large toolset that allows creating almost anything without having to use a 3rd party tool or plugin.
Pro Triple A track record
UDK is an engine used by many big name companies for popular games such as the Gears of War series.
Pro Performance
FNA is incredibly performant on desktop platforms.
Pro Near-exact reimplementation of XNA 4
Pro Rapidly evolving
With a very active development team, FNA has support for OpenGL and Metal, with Direct3D 11 and Vulkan support on the way, as well as more platform support.
Pro Barely contains bugs
Pro Proven tool
FNA has been used in a multitude of titles, ranging from Mercenary Kings: Reloaded, Terraria and Escape Goat, all the way to Celeste, Streets of Rage 4 and Fez.
Pro MonoGame-compatible
FNA projects are very compatible with MonoGame.
Cons
Con Superseded by Unreal Engine 4
Con DevKit only runs on Windows
Even though UDK can deploy games to run on multiple platforms, including Mac, it does not feature support for development on Mac.
Con Limits games to FPS
UDK was originally developed for the FPS, "Unreal Tournament", and it certainly shows. While UDK is a very powerful engine, it takes quite a bit of work to make it do something other than an FPS.
Con Not exactly a "game engine" by definition
It provides you with everything you need to make a game engine, but isn't one in itself.