Roxy is very submissive. Isn't Lola mostly dominant ?
Lola is whatever you want her to be. If she starts thinking on her own its pretty easy to knock that thought out of her. You just need to a half decent dom with her or she will corner you in her room and put things in your bum.
Roxy is a total sub. No need to worry about her trying to take control. She will set her limits and then she is all yours. I do like to give her some freedom though so she can get what she wants at times. I dont think many people do that with her.