Fish oil is fish oil. It's oil, it comes from fish. It's filtered and put into a capsule. Everything else is more or less marketing hype.
There are differences in EPA to DHA ratios and levels of these Omega-3 fatty acids depending on the type of fish used to make the oil and where it came from. There also may be some differences in purity from manufacturer to manufacturer.
However, the claims that specialized Omega-3 supplement manufacturers make around "purity" of their product is generally a lot of hot air intended to get you to fork over $35 bucks for a product that you can buy at CVS or Walmart for half that price.
An independent study of nearly 50 major brands of fish oil found that none of them contained meaningful levels of heavy metals or contaminates and were all considered safe.
For more info on fish oil, and how to choose a fish oil supplement (without all of the marketing hype) check out the following article:
Fish Oil: Benefits and Side Effects and How To Choose A Fish Oil Supplement
Best of luck!