Which one is more efficient: select from linked server or insert into linked server?

Suppose I have to export data from one server to another (through linked servers). Which statement will be more efficient? Executing in source server: INSERT INTO [DestinationLinkedServer].[DestinationDB].[dbo].[Table] SELECT a, b, c, ... FROM [dbo].Udf_GetExportData() Or executing in target server: INSERT INTO [dbo].[Table] SELECT a, b, c, ... FROM OPENQUERY([OriginLinkedServer], 'SELECT a, b, c, ... FROM [OriginDB].[dbo].Udf_GetExportData()') Which one will be faster and consume fewer resourcers in total (both source and target server)? Both servers are SQL Server 2005.