In order to compare magnetic and non-magnetic pinning, we have nanostructured two superconducting films with the regular arrays of pinning centers: Cu (non-magnetic) dots in one case and Py (magnetic) dots in the other. For low applied magnetic fields, when all the vortices are pinned in the artificial inclusions, the magnetic dots prove to be better pinning centers, as has been generally accepted. Unexpectedly, when the magnetic field is increased and interstitial vortices appear, the results are very different: we show how the stray field generated by the magnetic dots can produce an effective reduction of the penetration length. This results in strong consequences in the transport properties, which, depending on the dot separation, can lead to an enhancement or worsening of the transport characteristics. Therefore, the election of the magnetic or non-magnetic character of the pinning sites for an effective reduction of dissipation will depend on the range of the applied magnetic field.