There are three basic bean types in WebSphere for z/OS: session, entity, and message driven.
Within a session bean in WebSphere for z/OS, there are stateless and stateful session beans.
In WebSphere Application Server for z/OS V5, entity beans come in two flavors: bean managed persistence (BMP) and container managed persistence (CMP).
Since managing persistence is the responsibility of the bean in BMP, it really depends on the way the load and store is implemented whether a BMP is faster than a CMP. CMP beans manage persistence. The CMP bean implementation is highly optimized and will often produce better performance than a typical BMP bean. Additional improvements are expected which will add even more flexibility to CMP beans.