They're both really good Pokémon. I'm dead set on using Koko on my team but I need a bulky water type and Fini seems to fit that role well for VGC. Thing is they both have terrain abilities so I don't know if it's a good idea to put them together.
As long as your team doesn't rely off of having a certain terrain up (like Koko + Surge Surfer), I'd say go for it.