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There are advantages to both types of sleeping bag fill material, and disadvantages, too.
If down gets wet, it can be a mess. It's difficult to dry, and it takes a long time to dry fully. It is more expensive than synthetic filler, and there are different kinds of down to know about. (Goose down is the best, while duck down is not quite as high-quality.)
Synthetic bags are cheaper, and they are also non-allergenic, unlike natural down. Synthetic fiber dries much quicker than down, too. However, there are disadvantages, too. Synthetic is much heavier and bulkier than down, it doesn't mold to your body as well as down, and the synthetic fibers can break down over time.