As far as the Pokemon's performance in battle, they're exactly the same, but the male Unfezant has the head plumage, where as the female doesn't. Without the head plumage, the female Unfezant would be less encumbered, while the male would have to deal with the air friction slowing him down. Much like a peacock, they have striking plumage but can't fly, because their feathers are simply to big and not meant for flying.