Frida combos better with the 3 hitters. So Frida is better with Master Lepus, Grimm, Magni, Athena, Richard, Thorne.
Both combo well with the single hitters like Alasie and Alice.
I feel like Frida has the higher upside because of the devastation that having multiple blue 3 hitters + Frida will do.
But yeah the answer may depend on your other blue heroes and how far along Frida and Arthur are.
EDIT: Leonidas1 made a good point about Arthur being better on titans above