differences? when should I use one or the other?

gistfile1.js

 function TestMe(name) {
 	this.name = name;
 }
 TestMe.prototype.sayHello = function() {
 	return "Hello my name is " + this.name;
 }


 testme = function(name) {
 	return {
 		sayHello: function() {
 			return "Hello, my name is " + name;
 		}
 	}
 }