Due to its low per-core performance, it will struggle a bit in some games, but it isn't terrible. Most games will play fine, but I'd look at some benchmarks of the ones you play most frequently to determine if you might not be better off with a Pentium G4400.
The G4400 will perform poorly in some games too, due to it only having two logical processors (compared with 4 on an i3 or i5). Games like Battlefield and Fallout will probably play a lot better on the Athlon. However, other games will run significantly better on the Pentium due to its much stronger single-threaded performance. At $70, you have to make some serious concessions. To put it in perspective, the per-clock performance of the 860K is somewhere between that of a 2007-era Intel Core2Quad and 2008 first generation Core i(3,5,7) CPU.
Overall, I'd give the nod to the Athlon in terms of average performance, but socket FM2+ is a dead-end, and if you ever want something faster, you'll need to practically start from scratch. In addition to a new CPU, you'll need new RAM, a new motherboard, and you'll need to buy a new copy of Windows too. With the Pentium, you have the option of dropping in an i3/i5/i7. It will also draw about half or maybe as little as one-third the power as the Athlon, and thus run cooler and quieter.
Those are your two options.