Huge number of factors here. A different building might be built with better soundproofing. Its definitely possible to do retrofits to improve things. Such retrofits usually also improve the thermal performance of you house as well (though, sound insulating products are usually more expensive than thermally focused ones).
For example, get a thicker, heavier front door, with batwing seals. Find all the small holes in your place...under doors, windows, gaps where electrical goes through walls, plumbing, etc. Seal them. Sound loves going through holes.
Mass. Mass is just above everything after that in stopping sound, along with vibration damping. Can you retrofit a ceiling with acoustic grade gyprock hanging from sound resistant mounts? Ditto with walls.
Window glazing is also important. Double glazing with thick glass with ideally a 100mm gap in between makes a massive difference. The frames also have to be good with good seals; avoid sliding windows, louvres, they are the two worst options. You can often get secondary windows retrofitted behind the existing ones (I did this on my bedroom and it cut aircraft noise to basically nothing) This will cut down the neighbourhood noise, and possible also noise from your neighbours a little too... sometimes noise travels out their window and back in...its complicated and not neccessarily linear (its a pressure wave).
VERY thick heavy duty curtains that go right to the top, with a heavy pelmet, all the way to the floor, and with lots of folds (size the curtain at least twice as wide as the actual window), if heavy enough (use a couple of layers of mover's blanket) will cut about half the noise that comes through as well.
Start learning online; there are lots of great sources of info. There's also some crap out there, so be careful. Eg, if someone tries to spruik a noise cancelling paint; its garbage.