Anything from an Apparel Box (whether you win it in a coin room or buy it in the Pro Shop) will have "boosts". As @HamdenPro said, any other apparel you buy is just for appearance.
Also note that the apparel "boosts" only apply in Ranked Rounds, Coin Rooms (including Showdown and Turf War) and Clash. Or in Multi-player games if they are set up that way. In 99% of the WGT weekly/monthly tournaments, Brackets, and Ready Gos they do not apply.
You can spend a one-time fee of 500 credits to open an Appearance tab in your profile. This allows you to wear what want to look like (Appearance) while still allowing you to keep your apparel boosts (Abilities) in effect during said games.