Ferroic cooling processes that rely on field-induced first-order transformations of solid materials are a promising step towards a more energy-efficient refrigeration technology. In particular, thin films are discussed for their fast heat transfer and possible applications in microsystems. Substrate-constrained films are not useful since their substrates act as a heat sink. In this article, we examine a substrate-constrained and a freestanding epitaxial film of magnetocaloric Ni-Mn-Ga-Co. We compare phase diagrams and entropy changes obtained by magnetic field and temperature scans, which differ. We observe an asymmetry of the hysteresis between heating and cooling branch, which vanishes at high magnetic fields. These effects are discussed with respect to the vector character of a magnetic field, which acts differently on the nucleation and growth processes compared to the scalar character of the temperature. V C 2015 AIP Publishing LLC.