There are two physical cores on all i3 processors. But with hyperthreading, they can handle 4 threads. Windows 10 considers those as normal cores. My CPU is a Core i7 with 4 physical cores, but Windows 10 shows 8 cores for the same reason.
Also, when you get the CPUBOSS comparison, it will show you the type of socket they both use. If it's the same, you can use that other CPU in that board. And in most cases, going to a newer generation of CPU (starts with 4 vs. 3) is a good thing, even at lower clock speeds. Intel usually introduces efficiencies, smaller transistors (less heat), and larger cache. You probably wouldn't notice much when moving from a 3 to a 4....but moving from a 3 to a 7 would be very noticeable.
I just looked, and these two CPU's use different sockets. So sadly, you can't use that 4330 on that motherboard. However, you can use any socket 1155 CPU on the board. So if you go to ebay (or ALIExpress) and occasionally search for "Intel 1155 CPU" and sort by price, you sometimes will find really nice CPU's for less than $10 shipped.