I don’t really have experience with plex (I only used jellyfin) but AFAIK plex has ads, collects data and has paid plans, although their UI should be nicer, something you could circumvent with custom CSS (freely aviable on jellyfin’s site) there are many plex vs jellyfin comparisons online, but as far as I understood jellyfin is just FOSS self hosted plex with a slightly worse UI and maybe less device compatibility (still a lot of it, considering it’s a FOSS small project not backed by companies)