To elaborate, assuming a Roth IRA is your best retirement vehicle over a traditional (i.e. you've checked out
Investment Order), then the comparison is between a taxable brokerage account, and a tax-advantaged Roth account. Before investing, you have money you've already paid income tax on. Then you invest it one of the accounts, and you purchase the funds you desire.
With the taxable account, you'll pay taxes each year on dividends paid (whether or not you re-invest them.) When you sell funds, you'll pay tax on capital gains. You are free to withdraw those funds at any time, but you have to sell funds before doing so, triggering those tax events.
With the tax-advantaged Roth account, you'll never pay taxes. You can buy and sell funds, re-balance, and re-invest dividends with no tax events. You can withdraw up to the amount of your contribution at any time, but capital gains exceeding your contributions will have to wait until you're 59.5 You're limited (by age) to only contributing $5500/year to a Roth IRA, though.
So read up on investment order, and where it makes sense to do so, max out your Roth before contributing to a taxable brokerage account.
