I can't answer you with any real authority, since I haven't used OCaml. But from what I understand, it lacks type classes, which are absolutely central to the richness of Haskell's type system. Whether or not it makes up for this in other ways, I can't say.
OCaml is also strict by default, with optional laziness, whereas Haskell is the opposite. This could be seen as either an advantage or a disadvantage, but either way, it is a very fundamental difference.
If you are considering learning one or the other, I'd advocate for Haskell purely on the basis of it being the closest to mainstream of all the static functional languages. There is a huge variety of libraries available on Hackage, and the community is very active, welcoming, and friendly. Haskell (GHC in particular) is also the laboratory in which the majority of interesting FP research is currently being done, if you care about that at all.
Or just learn both languages, so you can compare the benefits and disadvantages for yourself. :)
The main difference is the lack of purity, which means that the side effects of a function aren't part of a function's type. It also doesn't have the wide variety of extensions which you can use to do really crazy stuff (like verifiably correct red-black trees, https://github.com/yairchu/red-black-tree/blob/master/RedBla...).
OCaml is also strict by default, with optional laziness, whereas Haskell is the opposite. This could be seen as either an advantage or a disadvantage, but either way, it is a very fundamental difference.
If you are considering learning one or the other, I'd advocate for Haskell purely on the basis of it being the closest to mainstream of all the static functional languages. There is a huge variety of libraries available on Hackage, and the community is very active, welcoming, and friendly. Haskell (GHC in particular) is also the laboratory in which the majority of interesting FP research is currently being done, if you care about that at all.
Or just learn both languages, so you can compare the benefits and disadvantages for yourself. :)