My fish oil is Costco brand and it says it contains anchovy, bonito, and sardines. It also says it's made from wild deep sea fish. I think I've also tried liquid cod liver oil and supposedly these were cheaper than the pills. In fact I haven't even seen a brand of fish oil with menhaden.
If you haven't already, check and make sure it's not also full of hydrogenated oils as filler. I once saw such a fish oil supplement at Costco advertised as "full of heart healthy omega 3s."
Indeed. I didn't notice much change myself, but I already get a healthful portion of omega3s and antioxidants from my food. My parents had reduced joint pain/inflammation.