I would honestly call Rex straight up better than Mary, but then again I would call pretty much anyone straight up better than Mary. All Mary has is the Blessing. No money, no clues, no items worth noting really, maybe she'll get lucky with the two spells but her lore's not that great to cast them. In fact, her stats in general are mediocre to bad. 6 LUCK!
Rex gets a better chance of good items, has stats that are actually useful, and if you can pass that PS at all quickly(for example, draw a King in Yellow in starting gear), then he's freaking awesome.