While both CPUs have the same frequency, the Ivy Bridge Core i5-3350P is an updated architecture. I do not know which "Pentium Dual Core" you are referring to since that term is too generic.
If you are referring to the Pentium G2120 (both are Ivy Bridge CPUs) there are some differences between the two like the i5-3350P has 2x more cache (6MB vs 3MB) than the G2120, and the i5-3350P can overclock itself to 3.3GHz. The G2120 does not have AVX instruction extensions, but that is generally only useful for financial and scientific modelling and has no use in games to the best of my knowledge. Additionally, the i5-3350P does not have a graphic core (either that or it is deactivated to save power).
As long as you are running a game that can only make use of 1 or 2 cores both CPUs should give you similar results assuming the i5-3350P does not Turbo Boost itself to 3.3GHz.
The only thing special about the i5-3350P is that it is rated at a TDP of 69w vs. 77W of a typical Core i5-3330, i5-3450, and i5-3570 for example. Note that TDP is Thermal Design Power (Point) and is not the same as power consumption. It merely expresses the maximum amount of power the cooling system needs to dissipate.