Cotton gets soaked and damp, takes forever to dry and is heavy.
Poly's a lot lighter, stays warm when wet and dries easily, also hydrophobic so it wicks sweat and disperses it outwards.
I've had cotton freeze before when I used to go hiking and before I knew any better. With poly underwear and a fleece sweater under my jacket, I've actually had so much moisture wicked off my back that ice was forming on the inside of my jacket from the condensation while my back remained warm and dry.
If you're gonna sweat, I'd highly avoid "Fruit-o-loom"