As others indicated, look into an "in kind" transfer to a self-directed brokerage.
So long as all you hold in the account are stocks, funds, and ETFs, most online self-directed brokerages can handle those assets (ex. Vanguard, Fidelity, Schwab, etc.).
By doing an "in kind" transfer, you basically pick up all the assets you hold with the adviser currently and put them under a different account. Since you aren't "selling" anything... there won't be any tax impact. The only potential difference will be fractional shares which may not be able to be transferred depending on where you go, so maybe you have to sell some items, but that's much easier than selling everything and re-investing.