Generally, employer based plans are not very good. As an individual, you have much more freedom to choose a low fee index fund offered by a company such as Vanguard. Employer based plans generally have very few options, and many of them have high fees.
With my employer, I basically only have the choice of 2 index funds (neither of which have any global holdings) with low fees, and ~15 1-3% fee mutual funds. My personal IRA is held in Betterment.