According to tests done by testing firm SmartWare and audited by iSEC Partners, anti-phishing features in Firefox 2.0 perform better than their equivalent in Internet Explorer 7 (IE7). The study was commissioned by Mozilla.
Firefox 2.0 blocked 81.5 percent of the 1,040 known phishing websites in the test while Internet Explorer only blocked 66.4 percent.
There were 243 fraudulent domains blocked by Firefox 2.0 that Internet Explorer 7 allowed and 117 fraudulent domains blocked by IE7 that Firefox 2.0 allowed. There were 65 that they both missed.
False positives were not included in the study.
Microsoft commissioned a study in September involving only 100 URLs in which it did better than Firefox 1.5. This was before the release of Firefox 2.0.
Here are links to some articles about this latest study.
Technology News: Security: Firefox: The Better Phisher Fighter
Firefox outshines IE in phish fight | The Register
Mozilla Claims Phishing Win Over IE