There are several types of melee weapons in the game.
The recent update added a new type which I call the dagger type or Pierce type.
I’ve tested the different weapons types against the level 1-3 enemies in mercury and found that each weapon types have their own advantage against the different types of enemies and their armor.

Enemy armor types: enemies have armor that will either take bonus or reduced damage from the different melee types.
-Heavy armor (any armored Grineer)
-unarmored or light armor (MOAs, corpus and grineer melees)
-Infestation (all infested except the ancients)
-ancient (it’s body except for it right knee)

Slash weapons (swords, axes): Slash weapons deals bonus damage to infestation while dealing reduced damage to heavy armored enemies,highly effective against infestation but ineffective against most grineer.
-Heavy armor: 1/3 base damage
-unarmored: 100% base damage
-Infestation: 3x base damage
-ancient: 1/4 base damage

Blunt weapons (Hammer, Furax and Bo): Blunt weapons completely ignore all armor types, making them fairly effective against all enemy types.
-Heavy armor: 100% base damage
-unarmored: 100% base damage
-Infestation: 100% base damage
-ancient: 100% base damage

Pierce weapons (dagger): Pierce or dagger weapons do not ignore armor, I repeat they do NOT ignore armor, They are effective against heavy armor but ineffective against infestation.
-Heavy armor: 2x base damage
-unarmored: 100% base damage
-Infestation: 1/2 base damage
-ancient: 100% base damage

Most Charged attack ignore armor types, they will still deal bonus damage to certain armor types.
The dagger’s Charged attack however does not ignore armor types.

Not all weapons act alike there’re also the fact that some weapons are heavier than other. There are several advantage both both light and heavy melee weapon.

-Light weapons (swords, dual weapons, dagger, furax, bo) have lower base damage and charge damage than the heavy weapon but they allow you to attack the enemies without losing any movement speed.

-Heavy weapons (scindo, fragor) has high base damage and high charge damage but the weight of these weapon doesn’t allow you to move at high speed and attack at the same time, however wielding these weapons you will be resistant to being staggered. (i.e. getting hit by a runner)

Sidenote: Daggers jump slam is currently using the heat sword’s jump slam, it deals extra damage to infestation making it a decent weapon to use against all enemy types. Just wanted to point this out.