It depends all on the filter. The battlefields have moved on from trench warfare to fighting in built up areas and then we face threats from chemical manufacturing plants as well as regular combat gas. The standard issued filter for your gas mask may not stop aerosoles, formaldehyd or ammonia as the molecules may be to small to be stopped, so you need a second one for industrial pollution. However, the filter for industrial pollution may not stop combat gasses as the filter is compiled differently than the other, and so on and so on.
I haven't tried any other gas masks than the standard NATO issued, but as long as the mask is used properly and you have the correct filter all masks will do the job - though those with a integrated hood may be slightly better.