I dont think there is definate answer to that.
First check the viscosity according to ur car manual 10w-30, 10w-40 blabla....
Chemlube is ester-based (read bout the special of ester here
http://www.enginelub.com and chemlube.com.my ) while pennzoil wif their own blend and additive. First, make sure you use the recommended viscosity then go by brand/ price.
Since you are using Chemlube, may be you can try Pennzoil full-syn for a change at least you are comparing apple to apple Chemlube and Pennzoil fullsyn almost same price.
Personally I like Chemlube. My experince with Pennzoil (even semi-syn) also very satisfy compared to other Chicken brands, the Pennzoil don't feel that heavy even you over extend the use to more than 10k km compare to other brand -- the detergent power.