They are completely different genres. FROM UP HERE is a "dramedy" I believe, and it touches on some pretty dark themes, to me the fact that Julie White is in it is enough to pick it over 75% of the stuff playing on Broadway right now...including THE 39 STEPS.
However I have heard that THE 39 STEPS is hilarious and a great evening of theater. I haven't seen either one, just laying down the "facts" for you in case it helps.
"Some people can thrive and bloom living life in a living room, that's perfect for some people of one hundred and five. But I at least gotta try, when I think of all the sights that I gotta see, all the places I gotta play, all the things that I gotta be at"