The fees are definitely smaller at Vanguard and I'll have a TON more control over my funds than in my new employer account.
I would roll them into a Vanguard account unless your new employer's 401(k) is excellent in terms of investment offerings and fees. I currently have a 401(k) account with an old employer managed by Guideline, but their fund offerings are great, and fees are low, so I'm leaving the funds there.
Also, if you ever want to make backdoor Roth IRA contributions, it's good not to have tax deferred money in a TIRA because you’ll be subject to taxes when making your Roth conversion due to the pro-rata rule (Google Backdoor Roth IRA if you need more info on the pro-rata rule).