We compare the efficiency of different matrix product state (MPS) based methods for the calculation of two-time correlation functions in open quantum systems. The methods are the purification approach [1] and two approaches [2,3] based on the Monte-Carlo wave function (MCWF) sampling of stochastic quantum trajectories using MPS techniques. We consider a XXZ spin chain either exposed to dephasing noise or to a dissipative local spin flip. We find that the preference for one of the approaches in terms of numerical efficiency depends strongly on the specific form of dissipation.