chessmaster alone is just a (not the best) engine, a gui with some lessons attached. The lessons are OK, but not comprehensive and not very structured. It's designed for playing, and for fun. Learning is bolted on. A chess.com account and a free engine is just as good if not better.
Chess tutor is a much more progressive, comprehensive learning tool. It is designed for teaching and will be far far better at it. It probably is less enjoyable than chessmaster unless you enjoy learning, putting in the effort, and getting better.
Really, chessmaster is a chess program with some (admittedly good) lessons from Waitzkin and Pandolfini added on. Chess tutor is a structured complete chess course with a chess engine added.
Which software is more comprehensive?
Which software is more enjoyable?
Which software is more effective?
Which software teaches faster?