Which one is more fulfilling is a matter of taste and on individual preferences. In employment, you just have to show up, do your work and go home. All the stuff is provided to you in order for you to work. You don’t have to worry about running out of stationery or software or computer breaking down, since there will always be a spare one or will be provided to you within a short period of time so that it does not affect your work. There are set hours of work and also of lunch time that you can take and wind down. Plus you may be bosses but the number may be limited to one or two or maybe three. You work is checked by your immediate boss and if something is wrong, you have ample amount of time to fix that problem.
Lets us now compare this with having a business. The reverse is true for having your own business plus more. You have to have ample stationery on hand to deal with emergencies or a surge of orders for your business. You are constantly thinking about your business and ways of improving your bottom line. You may be the only one checking your own work and lunch time is also the time you eat and work. There is no down time until you say it is. Plus every customer is your boss and you are constantly trying to make your boss happy and satisfied and also looking for more bosses. There is more uncertainty regarding your bottom line and if you take off one day, you loose that day’s business.