Bandwidth more depend on the core materials, not the shape. Coil to coil coupling in R core can be smaller, but that has other disadvantages.
In any way, a well designed toroid is still better than an R core pushed to the limits of the core and vica versa. If you can under induce the R core, that may be the best for low power things like preamps, DAC etc., (if you have enough space in the box because the flux getting out of the core is much higher and normally in the direction of other circuits).
All I want to say, it is more important that the trafo is well designed and not pushed to the limits. If you look at the waveform of an over saturated trafo secondary, it is not sinewave, but something ugly with lots of harmonics. So, I think first is to avoid creating problems.
EMI comes after, if you have issues with. Where I live it is not an issue from the street, but I had problem sources in the house. My second hobby is HAM radio and I had to "repair" or exchange some power supplies to have relative silence. What I found, interestingly, not the big power hungry things but the fridge, a phone charger and things like that. In HAM, those are killing HF reception black and white, but it does effect listening to music also. Some time ago I did used good EMI filters at the mains input, but I found it has slight negative effect to sound. It is better to eliminate sources than try to filter. A friend tried to demo a great mains filter box to me some time ago, and it helped. But, after it proved it helps in his home, I went there with a handheld and a frame antenna. After disconnecting some bad power supplies, the sound was better without the filter box.
Of course, in a big house with neighbors, you may have no choice and you may have expensive equipment of the financial minister (wife) what is difficult to repair even with added lots of ferrite rings on the power cable.
JG