We have performed a comparison of laser (LsOPM) and lamp (LpOPM) pumped cesium vapor magnetometers. Although the LsOPM operated 50% above its shot-noise limit we found an intrinsic sensitivity of 15 fT/√Hz and 25 fT/√Hz for the LsOPM and the LpOPM, respectively. Two modes of operation, viz. the phase-stabilized and the self-oscillating modes, were investigated and found to yield a similar performance. We have compared the performance of the LsOPM and the LpOPM directly by simultaneous measurements of field fluctuations of a 2-μT magnetic field inside a multilayer magnetic shield and have used one of the magnetometers for an active field stabilization. In the stabilized mode we found a gradient instability of 25 fT within an integration time of 100 s, which represents an upper limit of the long-term stability of the magnetometers. Our research is motivated by the need for an improved control of magnetic fields and gradients in a planned neutron electric dipole experiment.