I'm not a websphere admin but I understand the basics of JMX and PMI. I'm wondering what's the difference between them.
JMX is an interface which can provide wide range of actions where one of them is gathering PMI metrics from PerfMBean
Oracle defines JMX as follows:
To make it short, JMX is a technology that lets you implement management interfaces for Java applications.
A management interface, as defined by JMX, is composed of named objects - called MBeans (Management Beans). MBeans are registered with a name (an ObjectName) in an MBeanServer. To manage (a) resource(s) in your application, you will write an MBean that defines its management interface, and then register that MBean in your MBeanServer.