I had previously thought the two were more or less interchangable if I provided the same width / height that would be retrieved from the getDesktopMode call, but this doesn't appear to be the case. With VSync enabled, the following two calls result in different FPS caps for me.
I have a 144hz monitor, and calling the following results in an FPS cap of 60 when fullscreen (144 when windowed).
sf::RenderWindow window(sf::VideoMode(1920, 1080, 32), "SFML", sf::Style::Fullscreen);
This next call results in an FPS cap of 144 when fullscreen (same cap windowed).
sf::RenderWindow window(sf::VideoMode::getDesktopMode(), "SFML", sf::Style::Fullscreen);
Is this expected behavior? I've only tested this on Linux Mint Cinnamon 19.1 for whatever that is worth.