Are expensive fish oils more effective than less costly ones?

I am currently taking the Kirkland (Costco) fish oils. i think Costco just find some other manufacture to make the fish oil and puts their own label on it. Their own brand of fish oil is considerably cheaper than other fish oils. My dad bought it for me for 16 dollars for a big can, while other brands sell a small can for at least 25 bucks! I've heard though, that the price is worth it. People said that these costlier brands are just free of contaminants, but also are greater in efficiency.... Is this just a myth? Are costlier brands really worth the price?