Apart from the price (Kolinsky Sable being the more expensive of the two) – Kolinsky Sable has more snap and spring than the Red Sable. Both hold the same amount of pigment or liquid but the Red Sable does tend to wear down quicker.

In short: buy the best you can afford. I like to describe the Kolinsky Sable as the finest hair money can buy, closely followed by the Red Sable.