The main advantage is that they are cheap. However, I find that they are much less durable than Spax in some areas. The head comes off a little easier, if you drive in you will almost never be able to use it again. If you pull it out don't try to screw it back in as this will likely blow off the head and you will have to use a vise to unscrew it. With Spax I've probably reused the same screws 3 or 4 times in some places without worrying about stripping the head. I have found that when drilling studs at any angle I feel the need to pre-drill the holes or risk stripping the head. This appearance defeats the purpose of self-tapping screws. If a screw enters at a perfect 90 degree angle, it usually doesn't need to be pre-drilled, but if it enters a corner, it needs to be pre-drilled or it will slip and break. This doesn't happen with a spax, I think it's because the spax head has a little centering ridge in the head that keeps the head square on the snaffle. They only have a star pattern and are more prone to slipping. Spax screws have a much higher quality self-tapping end, and when you drive it into the wood it actually shoots the sawdust out of the top of the hole. With these I've never noticed that the shavings are automatically removed from the top of the hole, which reinforces the idea that it's good practice to pre-drill the hole so you don't have to worry about a blown head. TLDR: Spax is more expensive, but it's worth it.
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