You need to specify in your questions that you are using DB2 for z/OS (or OS/390). Otherwise people will assume you are using DB2 for Linux, UNIX, Windows, which is a different product.
Your best bet might be to load the data from the TSO dataset into a DB2 a table and then compare it against the other table (if you use save data in QMF for TSO it will create a table with the results of our QMF query) using SQL statements (if you are good at SQL). Ask your DBA if they can create a new table for you and load the data from the TSO dataset into it (in the same DB2 subsystem as the table you want to compare it against).