OCaml is more verbose than F#. F# is on par with Python.
F# besides having all features of OCaml. (You could (and maybe still can) compile OCaml using F# compiler.) also has some nice extras. Workflows (think monads in Haskel). Workflows in turn used to implement Asynchronous Workflows, and mailbox thread processing. So you get Erlang style multithreading.
Another point for F#: since it's on .Net and .Net actually runs on multicore machines the way one would think it should run. OCaml on the other hand has garbage collection that does not play with multicore very well.
Last but not least: F# can call any .Net function or create any .Net object -> you have access to a lots of things out of the box. F# - batteries included; OCaml - batteries are not included.
[Edit - spelling and formatting]