Which is faster/more efficient: Dictionary<string,object> or Dictionary<enum,object>?

Are enum types faster/more efficient than string types when used as dictionary keys?

IDictionary<string,object> or IDictionary<enum,object>

As a matter of fact, which data type is most suitable as a dictionary key and why?

Consider the following: NOTE: Only 5 properties for simplicity

struct MyKeys
{
   public string Incomplete = "IN"; 
   public string Submitted = "SU"; 
   public string Processing="PR"; 
   public string Completed = "CO"; 
   public string Closed = "CL";   
}

and

enum MyKeys
{
   Incomplete, 
   Submitted, 
   Processing, 
   Completed, 
   Closed
}

Which of the above will be better if used as keys in a dictionary!