Zakos |
TL;DR: Sorc will be a caster. Investigators are more versatile, but weaker spells, better at pretty much everything else
Those are two very different classes. Can't say much specificaly about a Sage Sorcerer, but in general you're still a sorcerer, so you will be nearly 100% reliant on your spells.
I've played an investigator too, though not a psychic one, so I can't say too much about the spell selection there. But it's a lot of mind based spells. As an investigator you have much more than your spells. You probably have a decent Dex score too. You have way more skill points, and aside form social skills you will be better at them too. You will be a competent martial combatant as well using stiudied combat, basically it adds half your level to melee attack and damage.
So, I guess it comes down to how much you want to be a full caster vs 3/4 caster, melee and skills